## Publications## SDP for discrete optimization problems## Applications of robust optimization techniquesRobust portfolio selection problems with D. Goldfarb Math. Oper. Res. **28**(1), pp.1-37, 2003.
Robust portfolio management with D. Goldfarb and E. Erdogan *Computational Finance*,**11**(4), pp. 71-98, 2007
Robust quadratically constrained programs with D. Goldfarb *Math. Programming, Ser. B*,**97**(3), pp.495-515, 2003
Robust dynamic programming *Math. Oper. Res.***30**(2), pp.1-21, 2005.
Inverse conic optimization with Wanmo Kang *Oper. Res. Letters*,**33**(3), pp.319-330, 2005.
An active set method for single-cone second-order cone programs with Emre Erdogan *SIOPT***17**(2), pp. 459-484, 2006.
Ambiguous chance constrained problems and robust optimization with Emre Erdogan *Math. Prog.*, Ser. B**107**(1-2), pp. 37-61, 2006.
On two-stage convex chance constrained problems with Emre Erdogan *Math. Methods of Oper. Res.***65**, pp. 115-140, 2007.
Robust pension fund management with Alfred Ma Under review in *Operations Research*
## Convex programming based approximation algorithms## Mechanism design## Revenue management## Queuing networks## Growth optimal investment |