Resource allocation for contingency planning : an inexact proximal bundle method for stochastic optimization

von Moazeni, Somayeh
Veröffentlicht in European journal of operational research (2021)

Optimal execution under jump models for uncertain price impact

von Moazeni, Somayeh
Veröffentlicht in The journal of computational finance (2013)

Sequential learning in designing marketing campaigns for market entry

von Moazeni, Somayeh
Veröffentlicht in Management science (2020)

Risk-averse dynamic arbitrage in illiquid markets

von Moazeni, Somayeh
Veröffentlicht in Journal of risk (2018)

Parallel nonstationary direct policy search for risk-averse stochastic optimization

von Moazeni, Somayeh
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2017)