User profiles for David B. Brown
David B. BrownThe Fuqua School of Business, Duke University Verified email at duke.edu Cited by 5121 |
Theory and applications of robust optimization
In this paper we survey the primary research, both theoretical and applied, in the area of robust
optimization (RO). Our focus is on the computational attractiveness of RO approaches, as …
optimization (RO). Our focus is on the computational attractiveness of RO approaches, as …
Characteristics of traffic crashes among young, middle-aged, and older drivers
G McGwin Jr, DB Brown - Accident Analysis & Prevention, 1999 - Elsevier
An overview of the characteristics of traffic crashes among young, middle-aged and older
drivers is presented. The results suggest that the youngest and the oldest drivers were more …
drivers is presented. The results suggest that the youngest and the oldest drivers were more …
Constructing uncertainty sets for robust linear optimization
D Bertsimas, DB Brown - Operations research, 2009 - pubsonline.informs.org
In this paper, we propose a methodology for constructing uncertainty sets within the framework
of robust optimization for linear optimization problems with uncertain parameters. Our …
of robust optimization for linear optimization problems with uncertain parameters. Our …
Thermal durability of Cu-CHA NH3-SCR catalysts for diesel NOx reduction
Multiple catalytic functions (NO x conversion, NO and NH 3 oxidation, NH 3 storage) of a
commercial Cu-chabazite (CHA) urea/NH 3 -SCR catalyst were assessed in a laboratory fixed-…
commercial Cu-chabazite (CHA) urea/NH 3 -SCR catalyst were assessed in a laboratory fixed-…
Information relaxations and duality in stochastic dynamic programs
We describe a general technique for determining upper bounds on maximal values (or lower
bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the …
bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the …
Two essential but distinct functions of the mammalian abasic endonuclease
T Izumi, DB Brown, CV Naidu… - Proceedings of the …, 2005 - National Acad Sciences
The mammalian abasic endonuclease, APE1, has two distinct roles in the repair of oxidative
DNA damage and in gene regulation. Here we show that both functions are essential for …
DNA damage and in gene regulation. Here we show that both functions are essential for …
Five facets of mindfulness and psychological health: Evaluating a psychological model of the mechanisms of mindfulness
There has been an increasing focus on determining the psychological mechanisms underlying
the broad effects of mindfulness on psychological health. Mindfulness has been posited …
the broad effects of mindfulness on psychological health. Mindfulness has been posited …
A soft robust model for optimization under ambiguity
In this paper, we propose a framework for robust optimization that relaxes the standard notion
of robustness by allowing the decision maker to vary the protection level in a smooth way …
of robustness by allowing the decision maker to vary the protection level in a smooth way …
Dynamic portfolio optimization with transaction costs: Heuristics and dual bounds
We consider the problem of dynamic portfolio optimization in a discrete-time, finite-horizon
setting. Our general model considers risk aversion, portfolio constraints (eg, no short positions…
setting. Our general model considers risk aversion, portfolio constraints (eg, no short positions…
Satisficing measures for analysis of risky positions
In this work we introduce a class of measures for evaluating the quality of financial positions
based on their ability to achieve desired financial goals. In the spirit of Simon (Simon, HA …
based on their ability to achieve desired financial goals. In the spirit of Simon (Simon, HA …