David B. Brown

Orcid: 0000-0002-5458-9098

Affiliations:
  • University of A Coruña, Spain


According to our database1, David B. Brown authored at least 28 papers between 1987 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Online presence:

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Bibliography

2022
Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality.
Oper. Res., 2022

Information Relaxations and Duality in Stochastic Dynamic Programs: A Review and Tutorial.
Found. Trends Optim., 2022

2021
Dynamic Pricing of Relocating Resources in Large Networks.
Manag. Sci., 2021

2020
Index Policies and Performance Bounds for Dynamic Selection Problems.
Manag. Sci., 2020

2019
Approximations to Stochastic Dynamic Programs via Information Relaxation Duality.
Oper. Res., 2019

Dynamic Pricing of Relocating Resources in Large Networks: Extended Abstract.
Proceedings of the Abstracts of the 2019 SIGMETRICS/Performance Joint International Conference on Measurement and Modeling of Computer Systems, 2019

2018
Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality.
Oper. Res., 2018

2017
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes.
Oper. Res., 2017

2014
Information Relaxations, Duality, and Convex Stochastic Dynamic Programs.
Oper. Res., 2014

2013
Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats.
Oper. Res., 2013

2012
Aspirational Preferences and Their Representation by Risk Measures.
Manag. Sci., 2012

2011
Theory and Applications of Robust Optimization.
SIAM Rev., 2011

Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds.
Manag. Sci., 2011

2010
Optimal Portfolio Liquidation with Distress Risk.
Manag. Sci., 2010

Information Relaxations and Duality in Stochastic Dynamic Programs.
Oper. Res., 2010

A Soft Robust Model for Optimization Under Ambiguity.
Oper. Res., 2010

2009
Satisficing Measures for Analysis of Risky Positions.
Manag. Sci., 2009

Constructing Uncertainty Sets for Robust Linear Optimization.
Oper. Res., 2009

2007
Constrained Stochastic LQC: A Tractable Approach.
IEEE Trans. Autom. Control., 2007

Large deviations bounds for estimating conditional value-at-risk.
Oper. Res. Lett., 2007

1992
A framework for intelligent test data generation.
J. Intell. Robotic Syst., 1992

1991
A Rule-Based Software Test Data Generator.
IEEE Trans. Knowl. Data Eng., 1991

Expert System Assisted Test Data Generation for Software Branch Coverage.
Data Knowl. Eng., 1991

A heuristic approach for test case generation.
Proceedings of the 19th annual conference on Computer Science, 1991

1989
A Cost Model for Determining the Optimal Number of Software Test Cases.
IEEE Trans. Software Eng., 1989

On-line exploration of an unknown surface by a robotic probe.
J. Field Robotics, 1989

An Intelligent Test Data Generator for Software Branch Coverage.
Proceedings of the SEKE'89, 1989

1987
Competition of Cellular Automata Rules.
Complex Syst., 1987


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