Alba V. Olivares-Nadal

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 5

Top Topics

Attribute Oriented

Portfolio Optimization

Decision Processes

Allocation Policies

Top Venues

Comput. Oper. Res.

Publications

Daniel Adelman, Cagla Keceli, Alba V. Olivares-Nadal
Thompson Sampling for Infinite-Horizon Discounted Decision Processes. CoRR (2024)
Alba V. Olivares-Nadal
Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework. Eur. J. Oper. Res. 315 (3) (2024)
Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo
Embedding the production policy in location-allocation decisions. 4OR 18 (3) (2020)
Alba V. Olivares-Nadal, Victor DeMiguel
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. Oper. Res. 66 (3) (2018)
Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo
Robust newsvendor problem with autoregressive demand. Comput. Oper. Res. 68 (2016)
Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo
Time series interpolation via global optimization of moments fitting. Eur. J. Oper. Res. 230 (1) (2013)