Air Transportation | Analytics | Applied Probability | Approximation Algorithms
Fairness and Resource Allocation | Finance | Health Care | Large Deviations
Machine Learning under a Modern Optimization Lens
Moment problems | Operations Management | Optimization | Queuing Theory
Revenue Management | Robust Optimization | Stochastic Networks
Stochastic Scheduling | Vehicle Routing
Earlier Papers
Air Transportation
- The multi-airport ground-holding problem in air traffic control, (with A. Odoni and P. Vranas), Operations Research, 42, 2, 249-261, 1994.
- Dynamic ground-holding policies for a network of airports, (with A. Odoni and P. Vranas), Transportation Science, 28, 4, 275-291, 1994.
- Computational approaches to stochastic vehicle routing problems, (with P. Chervi and M. Peterson), Transportation Science, 29, 4, 342-352, 1995.
- Decomposition algorithms for analyzing transient phenomena in multi-class queuing networks in air transportation, (with A. Odoni and M. Peterson), Operations Research, 43, 6, 995-1011, 1995.
- Models and Algorithms for Transient Queuing Congestion at Airports, (with A. Odoni and M. Peterson), Management Science, 41, 1279-1295, 1995.
- The air traffic flow management problem with enroute capacities, (with S. Stock-Paterson), Operations Research, 46, 3, 406-422, 1998.
- The traffic flow management rerouting problem in air traffic control: a dynamic network flow approach, (with S. Stock-Paterson), Transportation Science, 34, 239-255, 2000.
- The Air Traffic Flow Management Problem: An Integer Optimization Approach, (with G. Lulli and A. Odoni), IPCO, 34-46, 2008.
- Optimal Selection of Airport Runway Configurations, (with M. Frankovitch and A. Odoni), Operations Research, 59, 1407–1419, 2011.
- Equitable and Efficient Coordination in Air traffic Flow Management, (with C. Barnhart, C. Caramanis, D. Fearing), submitted to Transportation Science, 2009.
- A Proposal for Network Air Traffic Flow Management Incorporating Fairness and Airline Collaboration, (with S. Gupta), submitted to Operations Research, 2010.
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Analytics
- Tenure Analytics: Models for Predicting Research Impact, (with E. Brynjolfsson, S. Reichman, J. Silberholz), Operations Research 63(6):1246-1261.
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Applied Probability
- An asymptotic determination of the minimum spanning tree and minimum matching constants in geometrical probability, (with G. van Ryzin), Operations Research Letters, 9, 223-231, 1990.
- Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem, (with M. Goemans), Mathematics of Operations Research, 1, 72-89, 1991.
- The minimum spanning tree constant in geometrical probability and under the independent model; a unified approach, (with F. Avram), Annals of Applied Probability, vol. 2 ,1, 113-130, 1992.
- On central limit theorems in geometrical probability, (with F. Avram), Annals of Applied Probability, vol. 3, 4, 1033-1046, 1993.
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Approximation Algorithms
- Worst case examples for the spacefilling curve heuristic for the Euclidean traveling salesman problem, (with M. Grigni), Operations Research Letters, 8, 241-244, 1989.
- Survivable networks, LP relaxations and the parsimonious property, (with M. Goemans), Mathematical Programming, 60, 145-166, 1993.
- Locating discretionary service facilities II: maximizing market size, minimizing inconvenience, (with O. Berman and R. Larson), Operations Research, 43, 4, 623-632, 1995.
- The parsimonious property of cut covering problems and its applications, (with C. Teo), Operations Research Letters, 21, 123-132, 1997.
- From valid inequalities to heuristics: a unified view of primal-dual approximation algorithms in covering problems, (with C. Teo), Operations Research, 46, 4, 503-514, 1998.
- Rounding algorithms for covering problems, (with R. Vohra), Mathematical Programming, 80, 63-89, 1998.
- Semidefinite relaxations, multivariate normal distributions, and order statistics, (with Y. Ye), Handbook of Combinatorial Optimization (Vol. 3), D.-Z. Du and P.M. Pardalos (Eds.) pp.1-19 ,Kluwer Academic Publishers, 1998.
- Analysis of LP relaxations for multiway and multicut problems, (with C. Teo and R. Vohra), Networks, 34, 2, 102-113, 1999.
- On dependent randomized rounding algorithms, (with C. Teo and R. Vohra), Operations Research Letters, 24, 3, 105-114, 1999.
- Improved Randomized Approximation Algorithms for Lot Sizing Problems, (with C. Teo), Proceedings of the Fifth Conference on Integer Programming and Combinatorial Optimization, 1996.
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Fairness and Resource Allocation
- The Price of Fairness, (with V. Farias, N. Trichakis), Operations Research, 59, 1, 17-31, 2011.
- Flexibility, Fairness and Efficiency in Kidney Transplantation, (with V. Farias and N. Trichakis), submitted to Operations Research, 2011.
- On the Efficiency-Fairness Trade-off, (with V. Farias and N. Trichakis), Management Science, 58, 12, 2234–2250, 2012.
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Finance
- Optimal control of execution costs, (with Andrew Lo),
Journal of Financial Markets, 1, 1-50, 1998.
- Optimal control of execution costs for portfolios, (with Paul Hummel and Andrew Lo), Computing in Science and Engineering, 40-53, 1999.
- Portfolio construction through mixed integer programming, (with C. Darnell and R. Soucy), Interfaces, 29, 49-66, 1999.
- When is time continuous, (with
Leonid Kogan and Andrew Lo), Journal of Financial Economics, 55, 173-204, 2000.
- Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach, (with
Leonid Kogan and Andrew Lo), Operations Research, 49, 3, 372-397, 2001.
- On the relation between option and stock prices: a convex
optimization approach, (with Ioana Popescu), Operations Research,
50, 2, 358-374, 2002.
- An Optimization Approach to Credit Risk, (with Dessi Pachamanova), December, 2002.
- Shortfall as a risk measure: properties and optimization, (with Geoffrey Lauprete and Alex Samarov),
Journal of Economic Dynamics and Control,
28, 7, 1353-1381, 2004.
- No-arbitrage bounds on American put options with a single maturity, (with P. Shah),
submitted to Operations Research, 2008.
- An Analysis of the Guaranteed Withdrawal Benefits for Life Option, (with P. Shah), submitted to Journal of Insurance, 2008.
- Inverse Optimization: A New Perspective on the Black-Litterman Model, (with V.Gupta and I. Paschalidis), Operations Research, 60, 6, 1389–1403, 2012.
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Health Care
- Algorithmic Prediction of Health-Care Costs, (with M. Bjarnadottir, M. Kane, C. Kryder, R. Pandey. S. Vempala and G. Wang), Operations Research, Vol. 56, No. 6, 1382-1392, 2008.
- A hybrid approach to beam angle optimization in intensity-modulated radiation therapy, (with V. Cacchiani ,D. Craft, O. Nohadani), submitted to Computers and Operations Research, 2012.
- Measuring Quality in Diabetes Care: An Expert-based Statistical Approach, (with D. Czerwinski and M. Kane), 2013.
- An Analytics Approach to Designing Combination Chemotherapy Regimens for Cancer, (with A. O'Hair, S. Relyea and J. Silberholz), Management Science, 2016.
- Personalized Diabetes Management Using Electronic Medical Records, (with N. Kallus, A. Weinstein, and Y. Zhuo), Diabetes Care, 40, 210–217, 2017.
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Large Deviations
- On the large deviation behavior in acyclic networks of G/G/1 queues, (with I. Paschalidis and J. Tsitsiklis), Annals of Applied Probability, 8, 4, 1027-1069, 1998.
- Asymptotic buffer overflow probabilities in multiclass multiplexers, (with I. Paschalidis and J. Tsitsiklis), IEEE Automatic Control, 43, 3, 315-335, 1998.
- Large deviation analysis of the generalized processor sharing policy, (with I. Paschalidis and J. Tsitsiklis), Queuing Systems and their Applications, 32, 319-349, 1999.
- Deducing queuing from transactional data: the queue inference engine, revisited,(with L. Servi), Operations Research, 40, S217-S228, 1992.
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Machine Learning under a Modern Optimization Lens
- Estimation of time-varying parameters in statistical models: an optimization approach, (with D. Gamarnik and J. Tsitsiklis), Machine Learning, 35, 3, 225-245, 1999.
- Classification and Regression via Integer Optimization, (with Romy Shioda), Operations Research, 55, 252-271, 2007.
- An Integer Optimization Approach to Associative Classification, (with A. Chang and C. Rudin), 26th Annual Conference on Neural Information Processing Systems, 3302-3310, 2012.
- Characterization of the equivalence of robustification and regularization in linear, median, and matrix regression, (with M. Copenhaver), 2014.
- The Power of Optimization Over Randomization in Designing Experiments Involving Small Samples, (with M. Johnson and N. Kallus), Operations Research, Vol. 63, No. 4, July–August 2015, pp. 868–876.
- An Algorithmic Approach to Linear Regression, (with A. King), submitted to Operations Research.
- Best Subset Selection via a Modern Optimization Lens, (with A. King and R. Mazumder), to appear in Annals of Statistics, 2016.
- Inventory Management in the Era of Big Data, (with N. Kallus and A. Hussain), Production and Operations Management, 25, 12, 2006--2009, 2016.
- Optimal classification trees, (with J. Dunn), Machine Learning, April 2017.
- Certifiably Optimal Low Rank Factor Analysis, (with M. Copenhaver and R. Mazumder), Journal of Machine Learning Research, 18, 1-53, 2017.
- The Trimmed Lasso: Sparsity and Robustness, (with M. Copenhaver and R. Mazumder), submitted to IEEE Transactions on Information Theory.
- Logistic Regression: From Art to Science, (with A. King), Statistical Science, Vol. 32, No. 3, 367–384, 2017.
- From Predictive Methods to Missing Data Imputation: An Optimization Approach, (with C. Pawlowski and Y. Zhuo), submitted to Journal of Machine Learning Research 18 (2018) 1-39.
- Robust Classification, (with J. Dunn, C. Pawlowski, and Y. Zhuo), INFORMS Journal on Optimization, Vol. 1, No. 1, Winter 2019, pp. 2–34, 2018.
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Moment problems
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming and Asymptotic Bounds, (with Karthik Natarajan, Chung Piaw Teo), SIAM Journal of Optimization, 15, 1, 185–209, 2004.
- Optimal mean-variance bounds on the expectation of the
highest order statistics, (with Karthik Natarajan, Chung Piaw Teo), May, 2004.
- Persistence in Discrete Optimization under Data Uncertainty, (with Karthik Natarajan, Chung Piaw Teo), Mathematical Programming Series B, 108, 251–274, 2006.
- Bounds on Linear PDEs via Semidefinite Optimization, (with Constantine Caramanis), Mathematical Programming Series A & B, 108, 135-158, 2006.
- Optimal inequalities in probability theory: A convex
optimization approach, (with Ioana Popescu), SIAM Journal of Optimization, 15, 3, 780-804, 2004.
- Moment problems and semidefinite programming, (with Ioana Popescu and Jay Sethuraman), in Handbook on Semidefinite Programming: Theory, Algorithms, and Applications,
H. Wolkovitz, ed., 469--509, 2000.
- Tight bounds on expected order statistics, (with K. Natarajan and C. Teo), Probability in Engineering and Information Systems, 20, 4, 667-686, 2006.
- A semidefinite optimization approach to the steady-state analysis of queueing systems, (with K. Natarajan), Queuing Systems and Applications, 56, 1, 27-40, 2007.
- Bounds on Some Contingent Claims with Non-Convex Payoff Based on Multiple Assets, (with X. V. Doan and K. Natarajan), Technical Report, Operations Research Center, MIT, August 2007.
- Approximating integrals of multivariate exponentials: A moment approach, (with X. Vinh Doan and J. Lasserre), Operations Research Letters, 36, 2, 205-210, 2008.
- Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion, (with X. V. Doan, K. Natarajan and C. P. Teo), submitted to Mathematics of Operations Research, April 2008.
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Operations Management
- Probabilistic service level guarantees in make-to-stock manufacturing system, (with I. Paschalidis), Operations Research, 49, 1, 119-133, 2001.
- Multistage Lot Sizing Problems via Randomized Rounding, (with C. Teo), Operations Research, 49, 4, 599-608, 2001.
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Optimization
- Simulated annealing, (with J. Tsitsiklis), Statistical Science, Vol.8, No. 1, 10-15, 1993.
- A technique for speeding up the solution of the Lagrangean dual, (with J. Orlin), Mathematical Programming, vol. 63, 1, 23-46, 1994.
- On the worst case complexity of potential reduction algorithms for linear programming, (with X. Luo), Mathematical Programming. 77, 321-333, 1997.
- A new algebraic geometry algorithm for integer programming, (with G. Perakis and S. Tayur), Management Science, 46, 999-1008, 2000.
- Solving convex programs by random walks, (with Santosh Vempala), Journal of the ACM,
51, 4, 540-556, 2004.
- Solving Asymmetric Variational Inequalities via Convex Optimization, (with M. Aghassi and G. Perakis), Operations Research Letters, 481-490, 2006.
- Algorithm For Cardinality-Constrained Quadratic Optimization, (with R. Shioda), to appear in Computational Optimization and Applications, 2007.
- "A general purpose local search algorithm for binary optimization", (with D. Iancu, D. Katz), submitted to INFORMS Journal of Computing, 2008.
- "An accelerated first-order method for solving unconstrained polynomial optimization problems", (with R. Freund, A. Sun), submitted to Optimization Methods and Software, 2011.
- "Data-driven estimation in equilibrium using inverse optimization", (with V. Gupta, I. Paschalidis), Mathematical Programming, Series A, 2014.
- "Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach", (with A. Takeda), Computational Optimization and Applications, 62, 613–639, 2015.
- "Learning Preferences Under Noise and Loss Aversion: An Optimization Approach", (with A. O'Hair), Operations Research, 61(5):1190-1199, 2013.
- Optimizing schools’ start time and bus routes, (with A. Delarue and S. Martin), PNAS, 2019.
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Queuing Theory
- On the exact steady state solution of the Ek/C2/s queue, (with X. Papaconstantinou), European Journal of Operations Research, 37(2), 272-287, 1988.
- On the steady-state solution of the M/C2(a,b)/s queuing system, (with X. Papaconstantinou), Transportation Science, 22, 2, 125-138, 1988.
- An exact FCFS waiting time analysis for a general class of G/G/s queuing systems, Queuing Systems Theory and Applications, 3, 305-320, 1988.
- Relations between the pre-arrival and post-departures state probabilities and the FCFS waiting-time distribution for the Ek/G/s queue, (with X. Papaconstantinou), Naval Research Logistics Quarterly, 37, 135-149, 1990.
- An analytic approach to a general class of G/G/s queuing systems, Operations Research, 38, 1, 139-155, 1990.
- Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem, (with J. Keilson, D. Nakazato, H. Zhang), Journal of Applied Probability, 28, 873-885, 1991.
- Transient and busy period analysis for the GI/G/1 queue; The method of stages, (with D. Nakazato), Queuing Systems and Applications, 10, 153-184, 1992.
- The distributional Little's law and its applications, (with D.Nakazato), Operations Research, 43, 2, 298-310, 1995.
- A unified method to analyze overtake free systems, (with G. Mourtzinou), Advances in Applied Probability, 28, 588-625, 1996.
- Multiclass queuing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws, (with G. Mourtzinou), Operations Research, 45, 3, 470-487, 1997.
- Transient distributional laws and their applications, (with G. Mourtzinou), Queuing Systems and their Applications, 25, 115-155, 1997.
- Decomposition results for general polling systems and their applications, (with G. Mourtzinou), Queuing Systems and their Applications, 31, 295-316, 1999.
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Revenue Management
- Simulation-Based Booking Limits for Airline Revenue Management, (with Sanne de Boer), Operations Research, 53, 1, 2005.
- Joint network pricing and resource allocation, (with Sanne de Boer), March, 2004.
- Revenue Management in a Dynamic Network Environment, (with Ioana Popescu),
Transportation Science, 37, 257-277, 2003.
- Dynamic Pricing; A Learning Approach, (with Georgia Perakis), Models for Congestion Charging/Network Pricing, 2005.
- Restaurant Revenue Management, (with Romy Shioda), Operations Research, 51, 3, 472--486, 2003.
- A Learning Approach to Customized Marketing, (with Adam Mersereau), December, 2003.
- Optimal Bidding in Online Auctions, (with Jeff Hawkins and Georgia Perakis), to appear in Pricing and Revenue Management, December, 2002.
- Simulation Based Booking Limits for Airline Revenue Management, (with S. de Boer), Operations Research, 53, 1, 90-106, 2005.
- Dynamic pricing and inventory control for multiple products, (with S. de Boer), Journal of Revenue Management, 17, 303-319, 2005.
- A learning Approach for Interactive Marketing to A Customer Segment, (with A. Mersereau), Operations Research, 55, 6, 1120-1135, 2007.
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Robust Optimization
- Tractable Approximations to Robust Conic Optimization Problems, (with Melvyn Sim), Mathematical Programming, 107(1), 5-36, 2006.
- Robust Discrete Optimization under Ellipsoidal Uncertainty Sets, (with Melvyn Sim), April 2004.
- Robust Linear Optimization under General Norms, (with Dessi Pachamanova and
Melvyn Sim), Operations Research Letters, 32, 510-516, 2004.
- A Robust Optimization Approach to Inventory Theory, (with Aurelie Thiele), Operations Research, 54, 1, 150-168, 2006.
- The price of Robustness, (with Melvyn Sim), Operations Research, 52, 1, 35-53, 2004.
- Robust Discrete optimization and Network Flows, (with Melvyn Sim),
Mathematical Programming Series B, 98:49-71, 2003.
- Robust Game Theory, (with M. Aghassi), Mathematical Programming, 107, 231-273, 2006.
- Robust and data-driven optimization: modern decision making under uncertainty, (with A. Thiele), Tutorials on Operations Research, INFORMS, Chapter 4, 195-122, 2006.
- Constrained Stochastic LQC: A Tractable Approach, (with D. Brown), IEEE Journal of Automatic Control, 52, 10, 1826-1841, 2007.
- Robust Optimization in Electromagnetic Scattering Problems, (with O. Nohadani and K. M. Teo), Journal Applied Physics, 101, 7, 074507, 2007.
- Robust Multiperiod Portfolio Management in the Presence of Transaction Costs, (with D. Pachamanova), Computers and Operations Research, 35, 1, 3-17, 2008.
- Constructing uncertainty sets for robust linear optimization, (with D. Brown), to appear in Operations Research.
- Finite adaptability in linear optimization, (with C. Caramanis), to appear in IEEE Transactions in Automatic Control.
- Robust nonconvex optimization for simulation based problems, (with O. Nohadani and K. M. Teo), to appear in Operations Research.
- Robust chirped mirrors, (with J. Birge, O. Nohadani and F. Kartner), Applied Optics, 47, 14, 2630-2636, 2008.
- Data-Driven and Robust Optimization Approaches to Call Centers, (with X. V. Doan), revised and resubmitted to Manufacturing & Service Operations Management, November 2008.
- On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems, (with Vineet Goyal), submitted to Mathematics of Operations Research, 2009.
- A soft robust model for optimization under ambiguity, (with Aharon Ben-Tal and David B. Brown), September 2009.
- Nonconvex Robust Optimization for Problems with Constraints, (with Omid Nohadani and Kwong Meng Teo), INFORMS Journal on Computing (preprint), 2009.
- Robust optimization with simulated annealing, (with Omid Nohadani), Journal of Global Optimization, 2009.
- Optimality of Affine Policies in Multistage Robust Optimization, (with Dan A. Iancu and Pablo A. Parrilo), Mathematics of Operations Research, May 2010.
- Performance analyis of queueing networks via robust optimization, (with D. Gamarnik and A. Rikun), to appear in Operations Research.
- Theory and applications of robust optimization, (with D. Brown and C. Caramanis), to
appear in SIAM Review.
- A hierarchy of policies for adaptive optimization, (with D. Iancu and P. Parrilo), to appear in IEEE Automatic Control.
- A Geometric Characterization of the Power of Finite Adaptability in Multi-stage Stochastic and Adaptive Optimization, (with V. Goyal and A. Sun), to appear in Mathematics of
Operations Research.
- On the Power and Limitations of Affine Policies in Two-Stage Adaptive Optimization, (with V. Goyal), to appear in Mathematical Programming.
- Robust Logistic Regression, (with A. Fertis), submitted to Operations Research, 2008.
- On the Equivalence of Robust Optimization and Regularization in Statistics, (with A.
Fertis), submitted to Operations Research, 2009.
- An Adaptive Local Search Algorithm for Solving Mixed Integer Optimization Problems,
(with V. Goyal), submitted to Mathematical Programming, 2009.
- Robust Option Pricing (with C. Bandi), European Journal of Operations Research, 238, 842-853, 2014.
- On the Power of Robust Solutions in Nonlinear Adjustable Optimization Problems, (with
V. Goyal), submitted to Operations Research, 2011.
- Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem, (with E. Litvinov, A. Sun, J. Zhao, and T. Zheng), IEEE Transactions on Power Systems, 28, 1, 52-63, 2013.
- Tractable Stochastic Analysis in High Dimensions via Robust Optimization, (with C. Bandi), Mathematical Programming, 134, 1, 23-70, 2012.
- On the Performance of Affine Policies for Two-Stage Adaptive Optimization: a Geometric Perspective, (with H. Bidkhori), Mathematical Programming, Series A, 2013.
- Multistage Robust Mixed Integer Optimization with Adaptive Partitions, (with I. Dunning), Submitted to Operations Research, 2014.
- Data-driven learning in dynamic pricing using adaptive optimization, (with P. Vayanos), Submitted to Operations Research, 2014.
- Robust Queueing Theory, (with C. Bandi and N. Youssef), Submitted to Operations Research, 2014.
- Robust Transient Multi-Server Queues and Feedforward Networks, (with C. Bandi and N. Youssef), Submitted to Operations Research, 2014.
- Robust Fluid Processing Networks, (with E. Nasrabadi and I. Paschalidis), IEEE Transactions on Automatic Control, Vol. 60, NO. 3, MARCH 2015.
- Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds, (with F. de Ruiter), INFORMS Journal on Computing, Vol. 28, No. 3, pp. 500–511, Summer 2016.
- Data-driven robust optimization, (with V. Gupta and N. Kallus), Mathematical Programming, Series A, DOI 10.1007/s10107-017-1125-8, February, 2017.
- Robust Sample Average Approximation, (with V. Gupta and N. Kallus), Mathematical Programming, Series A, DOI 10.1007/s10107-017-1174-z, June, 2017.
- Robust transient analysis of multi-server queueing systems and feed-forward networks, (with C. Bandi and N. Youssef), Queueing Systems, pp 1–63, January 2018.
- Binary decision rules for multistage adaptive mixed-integer optimization, Mathematical Programming, pp 395–433, February 2018.
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Stochastic Networks
- Optimization of multiclass queuing networks: polyhedral and nonlinear characterizations of achievable performance, (with I. Paschalidis and J. Tsitsiklis), Annals of Applied Probability, 4, 1, 43-75, 1994.
- Optimization of multiclass queuing networks:a linear control approach, (with F. Avram and M. Ricard), Stochastic networks; proceedings of the IMA,(F. Kelly and R. Williams, editors), 199-234, 1995.
- Stability conditions for multiclass fluid networks, (with D. Gamarnik and J. Tsitsiklis), IEEE Automatic Control, 41, 1618-1631, 1996.
- A new algorithm for state-constrained separated continuous linear programs, (with X. Luo), SIAM Journal on Control and Optimization, 37, 1, 177-210, 1998.
- Bounds and policies for loss networks, (with T. Chryssikou), Operations Research, 47, 3, 379-394, 1999.
- Asymptotically optimal algorithms for job shop scheduling and packet routing, (with D. Gamarnik), Journal of Algorithms, 33, 296-318, 1999.
- An Approximate Dynamic Programming Approach to
Multi-dimensional Knapsack Problems, (with Ramazan Demir), Management Science, 48, 4, 550--565, 2002.
- From fluid relaxations to practical algorithms for job shop
scheduling: the holding cost objective, (with David Gamarnik and Jay Sethuraman),
Operations Research, 51, 5, 798--813, 2003.
- From fluid relaxations to practical algorithms for job shop
scheduling: the makespan objective, (with Jay Sethuraman), Mathematical Programming,
92, 1, 61--102, 2002.
- Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions, (with David Gamarnik and John Tsitsiklis),
Annals of Applied Probability, 11, 4, 1384-1428, 2001.
- Dynamic Classification of Online Customers, (with A. Mersereau and N. Patel), 3rd SIAM Conference in Data Mining, 107-118, 2003.
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Stochastic Scheduling
- Branching bandits and Klimov's problem: achievable region and side constraints, (with I. Paschalidis and J. Tsitsiklis), IEEE Automatic Control, 40, 12, 2063-2075, 1995.
- The achievable region method in the optimal control of queuing systems; formulations, bounds and policies, Queuing Systems and Applications, 21, 3-4,337-389, 1995.
- Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; a Polyhedral Approach to Indexable Systems, (with Jose Niño-Mora), Mathematics of Operations Research, 21, 2, 257-306, 1996.
- Optimization of multiclass queuing networks with changeover times via the achievable region approach: Part I, the single-station case, (with J. Niño-Mora), Mathematics of Operations Research, 24, 2, 306-329, 1999.
- Optimization of multiclass queuing networks with changeover times via the achievable region approach: Part II, the multi-station case, (with J. Niño-Mora), Mathematics of Operations Research, 24, 2, 331-361, 1999.
- Restless bandits, linear programming relaxations and a primal-dual heuristic, (with J. Niño-Mora), Operations Research, 48, 80-90, 2000.
- The Generalized Restless Bandit Problem: Algorithms and Applications, (with A. Becker
and Xuan Vinh Doan), submitted to Operations Research, 2011.
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Vehicle Routing
- On probabilistic traveling salesman facility location problems, Transportation Science, 3, 184-191, 1989.
- The probabilistic minimum spanning tree problem, Networks, 20, 245-275, 1990.
- A priori optimization, (with P. Jaillet and A. Odoni), Operations Research, 38, 6, 1019-1033, 1990.
- A stochastic and dynamic vehicle routing problem in the Euclidean plane, (with G. van Ryzin), Operations Research, 39, 4, 601-615, 1991.
- A vehicle routing problem with stochastic demand, Operations Research, 40, 574-585, 1992.
- Stochastic and Dynamic Vehicle Routing in the Euclidean Plane with Multiple Capacitated Vehicles, (with G. van Ryzin), Operations Research, 41, 60-76, 1993.
- Further results on the probabilistic traveling salesman problem, (with L. Howell), European Journal of Operations Research, 65, 1, 68-95, 1993.
- Stochastic and dynamic vehicle routing with general arrival and demand distributions, (with G. van Ryzin), Advances in Applied Probability, 25, 4, 947-978, 1993.
- A new generation of vehicle routing research, (with D. Simchi-Levi), Operations Research, 44, 2, 286-304, 1996.
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Earlier Papers
- Approximate Dynamic Programming Algorithms for Facility Location Problems, (with C. Teo and R. Vohra), submitted to INFORMS Journal of Computing
- A Linear Optimization Approach to the Lov\'asz Local Lemma,(with E. Perevalov), submitted to Mathematical Programming
- Constructing cutting plane algorithms for integer programming: a geometric approach, (with R. Weismantel), submitted to Mathematical Programming
- A duality theory for 0/1 integer programming, (with R. Weismantel),submitted to Mathematics of Operations Research
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