Melvyn Sim

发表

The Price of Robustness

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2004, Oper. Res..

TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION

Melvyn Sim, K. Natarajan, J. Uichanco, 2009 .

Robust Approximation to Multi-Period Inventory Management ∗

Melvyn Sim, Chuen-Teck, 2007 .

Robust Inventory Management Using Tractable Replenishment Policies

Melvyn Sim, Chuen-Teck See, 2007 .

Robust linear optimization under general norms

Melvyn Sim, Dimitris Bertsimas, Dessislava Pachamanova, 2004, Oper. Res. Lett..

A Linear Storage-Retrieval Policy for Robust Warehouse Management

Melvyn Sim, Yun Fong Lim, Marcus Ang, 2008 .

A Robust Optimization Framework for Analyzing Distribution Systems with Transshipment

Melvyn Sim, Mabel C. Chou, K. C. So, 2008 .

A Robust Optimization Perspective on

Melvyn Sim, Xin Chen, Peng Sun, 2007 .

Robust Discrete Optimization and Downside Risk Measures

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2006 .

A Tractable Parametric Approach to Value-at-Risk Optimization

Dessislava A. Pachamanova, Melvyn Sim, Karthik Natarajan, 2006 .

Managing Operational and Financing Decisions to Meet Consumption Targets

Melvyn Sim, L. Chen, Zhuoyu Long, 2011 .

Preferences for travel time under risk and ambiguity: Implications in path selection and network equilibrium

Defeng Sun, Melvyn Sim, Jin Qi, 2016 .

A Satisficing Model for Project Selection

Nicholas G. Hall, Melvyn Sim, Zhuoyu Long, 2009 .

Robust Satisficing

Daniel Zhuoyu Long, Melvyn Sim, Minglong Zhou, 2021, Operations Research.

Beyond Risk: Ambiguity in Supply Chains

Melvyn Sim, Chung-Piaw Teo, Karthik Natarajan, 2011 .

Risk-Based Manpower Planning: A Tractable Multi-Period Model

Patrick Jaillet, Melvyn Sim, G. Loke, 2018 .

Skewness-Aware Asset Allocation: Relation to Utility Theory and Empirical Evidence

D. Pachamanova, Melvyn Sim, Cheekiat Low, 2008 .

Constrainedlinearsystemwithdisturbance:convergence underdisturbancefeedback ?

C. Ong, Melvyn Sim, Singapore-Mit Alliance, 2008 .

Constrainedlinearsystemwithdisturbance:stabilityunder disturbancefeedback ?

C. Ong, Melvyn Sim, Singapore-Mit Alliance, 2006 .

Joint Pricing and Production A Fusion of Machine Learning and Robust Optimization

G. Perakis, Melvyn Sim, Peng Xiong, 2019 .

A Tractable Approximation of Stochastic Programming via Robust Optimization

Melvyn Sim, Xin Chen, Peng Sun, 2006 .

Robust Pricing and Production with Information Partitioning and Adaptation

Melvyn Sim, Georgia Perakis, Peng Xiong, 2018, Manag. Sci..

Submitted to Operations Research manuscript ( Please , provide the mansucript number ! ) Mitigating Delays and Unfairness in Appointment Systems

Melvyn Sim, Jin Qi, 2012 .

The Analytics of Robust Satisﬁcing

Melvyn Sim, 2022 .

Routing optimization with time windows under uncertainty

Jiafu Tang, Melvyn Sim, R. Baldacci, 2018, Mathematical Programming.

Robust Discrete Optimization

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2003 .

Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns

Melvyn Sim, Joel Goh, Kian Guan Lim, 2012, Eur. J. Oper. Res..

Distributionally Robust Convex Optimization

Daniel Kuhn, Wolfram Wiesemann, Melvyn Sim, 2014, Oper. Res..

Goal scoring, coherent loss and applications to machine learning

Huan Xu, Melvyn Sim, Wenzhuo Yang, 2020, Math. Program..

SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE

D. Pachamanova, Melvyn Sim, Cheekiat Low, 2012 .

Convergence properties of constrained linear system under MPC control law using affine disturbance feedback

Chen Wang, Melvyn Sim, Chong Jin Ong, 2009, Autom..

Constrained linear system under disturbance feedback: Convergence with probability one

Chen Wang, Melvyn Sim, Chong Jin Ong, 2008, 2008 47th IEEE Conference on Decision and Control.

Model predictive control using segregated disturbance feedback

Chen Wang, Melvyn Sim, Chong Jin Ong, 2008, 2008 American Control Conference.

Model predictive control using affine disturbance feedback for constrained linear system

Chen Wang, Melvyn Sim, Chong Jin Ong, 2007, 2007 46th IEEE Conference on Decision and Control.

Constrained linear systemwithdisturbance : stability under disturbance feedback ?

C. Ong, C. Wang, Melvyn Sim, 2006 .

Robust temporal constraint network

Hoong Chuin Lau, Melvyn Sim, Thomas Ou, 2005, 17th IEEE International Conference on Tools with Artificial Intelligence (ICTAI'05).

Robust discrete optimization and network flows

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2003, Math. Program..

Goal scoring, coherent loss and applications to machine learning

Huan Xu, Melvyn Sim, Wenzhuo Yang, 2019, Mathematical Programming.

The Coherent Loss Function for Classification

Melvyn Sim, Huan Xu, Wenzhuo Yang, 2014, ICML.

Robust CARA Optimization

Melvyn Sim, Li Chen, 2021, SSRN Electronic Journal.

Risk Aversion in Inventory Management

Peng Sun, Xin Chen, Melvyn Sim, 2007, Oper. Res..

Stochastic Programming : Convex Approximation and Modified Linear Decision Rule

Melvyn Sim, Xin Chen, Peng Sun, 2005 .

Risk Averse Inventory Management ∗

Melvyn Sim, Xin Chen, Peng Sun, 2004 .

Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets

Melvyn Sim, Huan Xu, Zhi Chen, 2019, Oper. Res..

Aspirational Preferences and Their Representation by Risk Measures

Melvyn Sim, David B. Brown, Enrico G. De Giorgi, 2012, Manag. Sci..

Satisficing Measures for Analysis of Risky Positions

Melvyn Sim, David B. Brown, David B. Brown, 2009, Manag. Sci..

Distributionally Robust Optimization and Its Tractable Approximations

Melvyn Sim, Joel Goh, Melvyn Sim, 2010, Oper. Res..

A Linear Decision-Based Approximation Approach to Stochastic Programming

Peng Sun, Xin Chen, Melvyn Sim, 2008, Oper. Res..

Tractable Approximations to Robust Conic Optimization Problems

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2006, Math. Program..

Vehicle routing problem with time windows and a limited number of vehicles

Hoong Chuin Lau, Melvyn Sim, K. M. Teo, 2003, Eur. J. Oper. Res..

The Analytics of Bed Shortages: Coherent Metric, Prediction and Optimization

Melvyn Sim, Gar Goei Loke, Jingui Xie, 2017 .

Routing Optimization Under Uncertainty

Patrick Jaillet, Melvyn Sim, Jin Qi, 2016, Oper. Res..

A Robust Optimization Model for Managing Elective Admission in a Public Hospital

Melvyn Sim, Singfat Chu, Fanwen Meng, 2015, Oper. Res..

Asymmetry and Ambiguity in Newsvendor Models

Melvyn Sim, Karthik Natarajan, Joline Uichanco, 2017, Manag. Sci..

Constructing Risk Measures from Uncertainty Sets

Melvyn Sim, Karthik Natarajan, Dessislava Pachamanova, 2009, Oper. Res..

Routing optimization with time windows under uncertainty

Jiafu Tang, Melvyn Sim, Roberto Baldacci, 2019, Math. Program..

Adjustable Robust Optimization via Fourier-Motzkin Elimination

Melvyn Sim, Dick den Hertog, Jianzhe Zhen, 2018, Oper. Res..

Robust Approximation to Multiperiod Inventory Management

Melvyn Sim, Chuen-Teck See, Melvyn Sim, 2010, Oper. Res..

Dual representation of choice and aspirational preferences

Melvyn Sim, D. Brown, E. Giorgi, 2010 .

Design and performance evaluation of a fuzzy logic based variable speed wind generation system

B. Bose, R. Spiegel, M. Simões, 1996, IAS '96. Conference Record of the 1996 IEEE Industry Applications Conference Thirty-First IAS Annual Meeting.

Robust Data-Driven Vehicle Routing with Time Windows

Melvyn Sim, Yu Zhang, Andrew Lim, 2021, Oper. Res..

Robust Optimization Made Easy with ROME

Melvyn Sim, Joel Goh, Melvyn Sim, 2011, Oper. Res..

Robust Stochastic Optimization Made Easy with RSOME

Melvyn Sim, Zhi Chen, Peng Xiong, 2020, Manag. Sci..

Advance Admission Scheduling via Resource Satisficing

Melvyn Sim, Lam Shao Wei, Minglong Zhou, 2019, SSRN Electronic Journal.

Skewness-Aware Asset Allocation: New Theoretical Observations and Empirical Evidence

D. Pachamanova, Melvyn Sim, Cheekiat Low, 2009 .

Robust Conic Satisficing

Napat Rujeerapaiboon, Melvyn Sim, Arjun Ramachandra, 2021, SSRN Electronic Journal.

Robust Satisficing

Melvyn Sim, Daniel Zhuoyu Long, Minglong Zhou, 2020, Oper. Res..

Joint Estimation and Robustness Optimization

Melvyn Sim, Jingui Xie, Taozeng Zhu, 2019, Manag. Sci..

Managing Underperformance Risk in Project Portfolio Selection

Melvyn Sim, Jin Qi, Nicholas G. Hall, 2015, Oper. Res..

Tractable Distributionally Robust Optimization with Data

Zhi Chen, Melvyn Sim, Peng Xiong, 2017 .

Adaptive Distributionally Robust Optimization

Melvyn Sim, Dimitris Bertsimas, Meilin Zhang, 2019, Manag. Sci..

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization

Melvyn Sim, Karthik Natarajan, Dessislava Pachamanova, 2008, Manag. Sci..

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

Melvyn Sim, Wenqing Chen, Chung-Piaw Teo, 2010, Oper. Res..

Robust Epidemiological Prediction and Optimization

Melvyn Sim, Chenyi Fu, Minglong Zhou, 2021, SSRN Electronic Journal.

On Dynamic Decision Making to Meet Consumption Targets

Lucy Gongtao Chen, Melvyn Sim, Daniel Zhuoyu Long, 2015, Oper. Res..

A Satisficing Alternative to Prospect Theory

Melvyn Sim, D. Brown, E. Giorgi, 2009 .

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach

Melvyn Sim, Meilin Zhang, Shuangchi He, 2019, Manag. Sci..

Mitigating Interdiction Risk with Fortification

Melvyn Sim, Le Thi Khanh Hien, Huan Xu, 2019, Oper. Res..

Location and Routing Models for Emergency Response Plans with Priorities

Patrick Jaillet, Melvyn Sim, Kiat Chuan Tan, 2012, Future Security.

A Robust Optimization Perspective on Stochastic Programming

Peng Sun, Xin Chen, Melvyn Sim, 2007, Oper. Res..

Strategic Manpower Planning under Uncertainty

Patrick Jaillet, Melvyn Sim, Gar Goei Loke, 2018 .

Goal-Driven Optimization

Melvyn Sim, Wenqing Chen, Melvyn Sim, 2009, Oper. Res..

Distributionally Adaptive Optimization

Melvyn Sim, Dimitris Bertsimas, D. Bertsimas, 2016 .

A practicable framework for distributionally robust linear optimization

Melvyn Sim, Dimitris Bertsimas, Meilin Zhang, 2013 .

Robust Approximation to Multi-Period Inventory Management ∗

Melvyn Sim, Chuen-Teck, 2007 .

An optimization model for power grid fortification to maximize attack immunity

Melvyn Sim, Alberto Costa, Tsan Sheng Ng, 2018, International Journal of Electrical Power & Energy Systems.

Satisficing Models Under Uncertainty

T. S. Ng, Melvyn Sim, S. D. Jena, 2022, INFORMS J. Optim..

Satisficing Awakens : Models to Mitigate Uncertainty

T. S. Ng, Patrick Jaillet, Melvyn Sim, 2016 .

Multiple Objectives Satisficing Under Uncertainty

Melvyn Sim, Shao-Wei Lam, Tsan Sheng Ng, 2013, Oper. Res..

The Analytics of Robust Satisficing

Melvyn Sim, Taozeng Zhu, Minglong Zhou, 2021, SSRN Electronic Journal.

Tractable Robust Supervised Learning Models

Melvyn Sim, Minglong Zhou, Long Zhao, 2021, SSRN Electronic Journal.