David B. Brown

Publication Activity (10 Years)

Years Active: 1987-2023
Publications (10 Years): 9

Top Topics

Stochastic Dynamic

Top Venues

Found. Trends Optim.

SIGMETRICS (Abstracts)

Publications

David B. Brown, Jingwei Zhang
Technical Note - On the Strength of Relaxations of Weakly Coupled Stochastic Dynamic Programs. Oper. Res. 71 (6) (2023)
David B. Brown, James E. Smith
Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial. Found. Trends Optim. 5 (3) (2022)
David B. Brown, Jingwei Zhang
Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality. Oper. Res. 70 (5) (2022)
Santiago R. Balseiro, David B. Brown, Chen Chen
Dynamic Pricing of Relocating Resources in Large Networks. Manag. Sci. 67 (7) (2021)
David B. Brown, James E. Smith
Index Policies and Performance Bounds for Dynamic Selection Problems. Manag. Sci. 66 (7) (2020)
Santiago R. Balseiro, David B. Brown
Approximations to Stochastic Dynamic Programs via Information Relaxation Duality. Oper. Res. 67 (2) (2019)
Santiago R. Balseiro, David B. Brown, Chen Chen
Dynamic Pricing of Relocating Resources in Large Networks: Extended Abstract. SIGMETRICS (Abstracts) (2019)
Santiago R. Balseiro, David B. Brown, Chen Chen
Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality. Oper. Res. 66 (6) (2018)
David B. Brown, Martin B. Haugh
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes. Oper. Res. 65 (5) (2017)
David B. Brown, James E. Smith
Information Relaxations, Duality, and Convex Stochastic Dynamic Programs. Oper. Res. 62 (6) (2014)
David B. Brown, James E. Smith
Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats. Oper. Res. 61 (3) (2013)
David B. Brown, Enrico G. De Giorgi, Melvyn Sim
Aspirational Preferences and Their Representation by Risk Measures. Manag. Sci. 58 (11) (2012)
Dimitris Bertsimas, David B. Brown, Constantine Caramanis
Theory and Applications of Robust Optimization. SIAM Rev. 53 (3) (2011)
David B. Brown, James E. Smith
Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds. Manag. Sci. 57 (10) (2011)
David B. Brown, Bruce Ian Carlin, Miguel Sousa Lobo
Optimal Portfolio Liquidation with Distress Risk. Manag. Sci. 56 (11) (2010)
David B. Brown, James E. Smith, Peng Sun
Information Relaxations and Duality in Stochastic Dynamic Programs. Oper. Res. 58 (4-Part-1) (2010)
Dimitris Bertsimas, David B. Brown, Constantine Caramanis
Theory and Applications of Robust Optimization CoRR (2010)
Aharon Ben-Tal, Dimitris Bertsimas, David B. Brown
A Soft Robust Model for Optimization Under Ambiguity. Oper. Res. 58 (4-Part-2) (2010)
David B. Brown, Melvyn Sim
Satisficing Measures for Analysis of Risky Positions. Manag. Sci. 55 (1) (2009)
Dimitris Bertsimas, David B. Brown
Constructing Uncertainty Sets for Robust Linear Optimization. Oper. Res. 57 (6) (2009)
Dimitris Bertsimas, David B. Brown
Constrained Stochastic LQC: A Tractable Approach. IEEE Trans. Autom. Control. 52 (10) (2007)
David B. Brown
Large deviations bounds for estimating conditional value-at-risk. Oper. Res. Lett. 35 (6) (2007)
Kai-Hsiung Chang, James H. Cross, W. Homer Carlisle, David B. Brown
A framework for intelligent test data generation. J. Intell. Robotic Syst. 5 (2) (1992)
William H. Deason, David B. Brown, Kai-Hsiung Chang, James H. Cross
A Rule-Based Software Test Data Generator. IEEE Trans. Knowl. Data Eng. 3 (1) (1991)
Kai-Hsiung Chang, W. Homer Carlisle, James H. Cross II, David B. Brown
A heuristic approach for test case generation. ACM Conference on Computer Science (1991)
James H. Cross, Kai-Hsiung Chang, W. Homer Carlisle, David B. Brown
Expert System Assisted Test Data Generation for Software Branch Coverage. Data Knowl. Eng. 6 (1991)
Kai-Hsiung Chang, James H. Cross II, W. Homer Carlisle, David B. Brown
An Intelligent Test Data Generator for Software Branch Coverage. SEKE (1989)
David B. Brown, Hooshang Hemami, Yorgo Istefanopulos
On-line exploration of an unknown surface by a robotic probe. J. Field Robotics 6 (5) (1989)
David B. Brown, Saeed Maghsoodloo, William H. Deason
A Cost Model for Determining the Optimal Number of Software Test Cases. IEEE Trans. Software Eng. 15 (2) (1989)
David B. Brown
Competition of Cellular Automata Rules. Complex Syst. 1 (1) (1987)