Garud N. Iyengar

Management Science and Operations Research · 2003–2006

A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 98 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 14 citations into it; #198 of 11,946 by trust here, #770 by citations
• Statistics and Probability — 9 citations into it; #3,403 of 12,932 by trust here, #4,253 by citations
• Economics and Econometrics — 8 citations into it; #716 of 23,481 by trust here, #3,986 by citations
• Finance — 7 citations into it
• General Decision Sciences — 7 citations into it

Whom Garud N. Iyengar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Larry G. Epstein
2. Alexander Shapiro
3. Thomas J. Sargent
4. Martin Schneider
5. D. Farias
6. Donald Goldfarb
7. Anton J. Kleywegt
8. Lars Peter Hansen
9. Vladimir Naumovich Vapni
10. Arnab Nilim

Who trusts Garud N. Iyengar overall

1. Shie Mannor
2. Dimitris J. Bertsimas
3. Marek Petrik
4. Aviv Tamar
5. Huan Xu
6. Aharon Ben-Tal
7. Mohammad Ghavamzadeh
8. Yinlam Chow
9. Paul Glasserman
10. Emre Erdogan

Papers from Garud N. Iyengar's perspective

Ordered by how strongly the researchers Garud N. Iyengar trusts endorse each paper. Same corpus, a different order for every researcher.

1. Uncertain convex programs: randomized solutions and confidence levels (Mathematical programming)
2. Robust Dynamic Programming
3. Ambiguity, risk, and asset returns in continuous time
4. Learning Under Ambiguity
5. Convex measures of risk and trading constraints (Finance and Stochastics)
6. The Linear Programming Approach to Approximate Dynamic Programming
7. On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
8. Scenario Approximations of Chance Constraints
9. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
10. Minimax analysis of stochastic problems (Optim. Methods Softw.)

Their papers

• Robust Dynamic Programming (2005) — 901 citations
• Ambiguous chance constrained problems and robust optimization (2006) — 363 citations
• Robust Portfolio Selection Problems (2003) — 985 citations
• Managing Flexible Products on a Network (2005) — 294 citations