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Monitoring with Limited Information
- GSB Authors: Dan Iancu
- Date: 2020-10-07
- Publication Type: Articles
- Publication: Management Science
Robust Option Pricing: Hannan and Blackwell Meet Black and Scholes
- GSB Authors: Peter DeMarzo
- Date: 2016-01-22
- Publication Type: Articles
- Publication: Journal of Economic Theory
Pareto Efficiency in Robust Optimization
- GSB Authors: Dan Iancu
- Date: 2014-01-01
- Publication Type: Articles
- Publication: Management Science
Supermodularity and Affine Policies in Dynamic Robust Optimization
- GSB Authors: Dan Iancu
- Date: 2013-07-19
- Publication Type: Articles
- Publication: Operations Research
Delegation Vs. Control of Component Procurement Under Asymmetric Cost Information and Simple Contracts
- GSB Authors: Erica Plambeck
- Date: 2012-10-05
- Publication Type: Articles
- Publication: Manufacturing & Service Operations Management