| Theory and applications of robust optimization D Bertsimas, DB Brown, C Caramanis SIAM review 53 (3), 464-501, 2011 | 1708 | 2011 |
| Constructing uncertainty sets for robust linear optimization D Bertsimas, DB Brown Operations research 57 (6), 1483-1495, 2009 | 299 | 2009 |
| Information relaxations and duality in stochastic dynamic programs DB Brown, JE Smith, P Sun Operations research 58 (4-part-1), 785-801, 2010 | 193 | 2010 |
| A soft robust model for optimization under ambiguity A Ben-Tal, D Bertsimas, DB Brown Operations research 58 (4-part-2), 1220-1234, 2010 | 158 | 2010 |
| Dynamic portfolio optimization with transaction costs: Heuristics and dual bounds DB Brown, JE Smith Management Science 57 (10), 1752-1770, 2011 | 126 | 2011 |
| Satisficing measures for analysis of risky positions DB Brown, M Sim Management Science 55 (1), 71-84, 2009 | 109 | 2009 |
| Constrained stochastic LQC: a tractable approach D Bertsimas, DB Brown IEEE Transactions on automatic control 52 (10), 1826-1841, 2007 | 106 | 2007 |
| Optimal portfolio liquidation with distress risk DB Brown, BI Carlin, MS Lobo Management Science 56 (11), 1997-2014, 2010 | 64* | 2010 |
| Aspirational preferences and their representation by risk measures DB Brown, ED Giorgi, M Sim Management Science 58 (11), 2095-2113, 2012 | 53* | 2012 |
| Information relaxations, duality, and convex stochastic dynamic programs DB Brown, JE Smith Operations Research 62 (6), 1394-1415, 2014 | 39 | 2014 |
| Optimal sequential exploration: Bandits, clairvoyants, and wildcats DB Brown, JE Smith Operations research 61 (3), 644-665, 2013 | 39 | 2013 |
| Large deviations bounds for estimating conditional value-at-risk DB Brown Operations Research Letters 35 (6), 722-730, 2007 | 32 | 2007 |
| Information relaxation bounds for infinite horizon markov decision processes DB Brown, MB Haugh Operations Research 65 (5), 1355-1379, 2017 | 22 | 2017 |
| Approximations to stochastic dynamic programs via information relaxation duality SR Balseiro, DB Brown Operations Research 67 (2), 577-597, 2019 | 13 | 2019 |
| Risk and robust optimization DB Brown Massachusetts Institute of Technology, 2006 | 10 | 2006 |
| Static routing in stochastic scheduling: Performance guarantees and asymptotic optimality SR Balseiro, DB Brown, C Chen Operations Research 66 (6), 1641-1660, 2018 | 5 | 2018 |
| Index policies and performance bounds for dynamic selection problems DB Brown, JE Smith Working paper, 2017 | 4 | 2017 |
| Dynamic Pricing of Relocating Resources in Large Networks SR Balseiro, DB Brown, C Chen Abstracts of the 2019 SIGMETRICS/Performance Joint International Conference …, 2019 | 3 | 2019 |
| Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds (Addendum on Gradient Penalties) DB Brown, JE Smith The Fuqua School of Business, Duke University, 2014 | 1 | 2014 |
| Approximations to Stochastic Dynamic Programs via Information Relaxation Duality Online Appendix SR Balseiro, DB Brown | | 2018 |
