WorldCat Identities

Bertsimas, Dimitris

Overview
Works: 43 works in 98 publications in 2 languages and 1,352 library holdings
Classifications: T56, 658.5
Publication Timeline
Key
Publications about  Dimitris Bertsimas Publications about Dimitris Bertsimas
Publications by  Dimitris Bertsimas Publications by Dimitris Bertsimas
Most widely held works by Dimitris Bertsimas
Data, models, and decisions the fundamentals of management science by Dimitris Bertsimas ( )
12 editions published between 2000 and 2004 in English and held by 734 WorldCat member libraries worldwide
"Data, Models, and Decisions: The Fundamentals of Management Science combines topics from two traditionally distinct quantitative subjects, probability/statistics and management science, into one unified treatment of quantitative methods and models for management and business. The book stresses those fundamental concepts that the authors believe are most important for the practical analysis of management decisions. It focuses on modeling and evaluating uncertainty explicitly, understanding the dynamic nature of decision making, using historical data and limited information effectively, simulating complex systems, and allocating scarce resources optimally."--BOOK JACKET
Introduction to linear optimization by Dimitris Bertsimas ( Book )
7 editions published in 1997 in English and held by 291 WorldCat member libraries worldwide
Optimization over integers by Dimitris Bertsimas ( Book )
7 editions published in 2005 in English and held by 89 WorldCat member libraries worldwide
A critical survey of optimization models for tactical and strategic aspects of air traffic flow management by Dimitris Bertsimas ( Book )
2 editions published between 1997 and 1998 in English and held by 79 WorldCat member libraries worldwide
Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach by Dimitris Bertsimas ( Book )
9 editions published between 1997 and 1998 in English and held by 73 WorldCat member libraries worldwide
Optimal inequalities in probability theory : a convex optimization approach by Dimitris Bertsimas ( Book )
7 editions published between 1998 and 2002 in English and held by 12 WorldCat member libraries worldwide
On the relation between option and stock prices : a convex optimization approach by Ioana Popescu ( Book )
5 editions published between 1999 and 2000 in English and held by 8 WorldCat member libraries worldwide
Moment problems via semidefinite programming : applications in probability and finance by Ioana Popescu ( Book )
3 editions published in 2000 in English and held by 7 WorldCat member libraries worldwide
Asymptotically optimal algorithm for job shop scheduling and packet routing by Dimitris Bertsimas ( Book )
2 editions published in 1998 in English and held by 6 WorldCat member libraries worldwide
Abstract: "We propose asymptotically optimal algorithms for the job shop scheduling and packet routing problems. We propose a relaxation for the job shop scheduling problem called the fluid control problem, in which we replace discrete jobs with the flow of a continuous fluid. The optimal solution of the fluid control problem can be computed in closed form and provides a lower bound C[subscript max] to the job shop scheduling problem. We use the optimal solution of the fluid control problem to construct a feasible schedule with objective value at most C[subscript max] + O([square root of (C[subscript max])]. For the packet routing problem with fixed paths the previous algorithm applies directly. For the general packet routing problem we propose a linear programming relaxation that provides a lower bound C[subscript max], and an algorithm that uses the optimal solution of the relaxation with objective value at most C[subscript max] + O([square root of (C[subscript max])]. This implies that as the total number of jobs (packets) tends to infinity, the proposed algorithms are asymptotically optimal. Unlike asymptotically optimal algorithms that rely on probabilistic assumptions, our proposed algorithms make no probabilistic assumptions, and they are asymptotically optimal for all instances with a large number of jobs (packets)."
Data, models, and decisions : the fundamentals of management science = Shu ju, mo xing yu jue ce : guan li ke xue ji chu by Dimitris Bertsimas ( Book )
2 editions published in 2002 in English and held by 5 WorldCat member libraries worldwide
Pricing and Hedging Derivative Securities in Incomplete Markets an E-Aritrage Model ( )
1 edition published in 1997 in English and held by 5 WorldCat member libraries worldwide
Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is based, we solve the dynamic replication problem: find a" self-financing dynamic portfolio strategy involving only the underlying securities that most closely" approximates the payoff function at maturity. By applying stochastic dynamic programming to the minimization of a" mean-squared-error loss function under Markov state-dynamics, we derive recursive expressions for the optimal-replication strategy that are readily implemented in practice. The approximation error or " " of the optimal-replication strategy is also given recursively and may be used to quantify the "degree" of market incompleteness." To investigate the practical significance of these -arbitrage strategies examples including path-dependent options and options on assets with stochastic volatility and jumps. "
Revenue management in a dynamic network environment by Dimitris Bertsimas ( Book )
3 editions published between 2000 and 2003 in English and held by 4 WorldCat member libraries worldwide
Optimization of multiclass queueing networks with changeover times via the achievable region method : part II, the multi-station case by Dimitris Bertsimas ( )
3 editions published in 1998 in English and held by 4 WorldCat member libraries worldwide
Optimization of multiclass queueing networks with changeover times via the achievable region approach : part I, the single-station case by Dimitris Bertsimas ( Book )
3 editions published in 1998 in English and held by 3 WorldCat member libraries worldwide
Restless bandits, linear programming relaxations and a primal-dual index heuristic by Dimitris Bertsimas ( Book )
3 editions published between 1997 and 1998 in English and held by 3 WorldCat member libraries worldwide
Probabilistic combinatorial optimization problems by Dimitris Bertsimas ( Book )
1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide
Geometric bounds for stationary distributions of infinite Markov chains via Lyapunov functions by Dimitris Bertsimas ( Book )
2 editions published in 1998 in English and held by 2 WorldCat member libraries worldwide
Portfolio construction through mixed integer programming Edelman competition, April 1998 ( Visual )
1 edition published in 1998 in English and held by 2 WorldCat member libraries worldwide
At an award presentation Christopher Darnell of Grantham, Mayo, Van Otterloo (a firm managing stocks and bonds) explains his company's need for a way to use technology to optimize sub-portfolios to control the number of positions and the number of trades in the composite portfolio. Dimitris Bertsimas of MIT presents his strategy on this project
Shu ju. mo xing yu jue ce : guan li ke xue ji chu = Data, models, and decisions : the fundamentals of management science by Dimitris Bertsimas ( Book )
1 edition published in 2004 in Chinese and held by 2 WorldCat member libraries worldwide
Ben shu zhi dao xue sheng ru he ying yong guan li ke xue de gong ju he ji shu jin xing ke xue de jue ce he si wei, xue xi he zhang wo ru he jiang ju ti de jue ce wen ti yong shu xue mo xing he fang zhen mo ni de fang fa jin xing biao da he fen xi de ji qiao yu neng li
An analytic approach to a general class of G/G/s queueing systems by Dimitris Bertsimas ( Book )
1 edition published in 1986 in English and held by 1 WorldCat member library worldwide
 
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Audience level: 0.53 (from 0.23 for Shu ju. mo ... to 1.00 for Geometric ...)
Alternative Names
Bertsimas, D. (Dimitris)
Languages
English (74)
Chinese (1)
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