Gue Myung Lee
2005–2014
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Gue Myung Lee trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Gue Myung Lee overall
Papers from Gue Myung Lee's perspective
Ordered by how strongly the researchers Gue Myung Lee trusts endorse each paper. Same corpus, a different order for every researcher.
- Constructing Uncertainty Sets for Robust Linear Optimization (Operational Research)
- Robust optimization – methodology and applications (Mathematical programming)
- Selected topics in robust convex optimization (Mathematical programming)
- Robust linear optimization under general norms (Operations Research Letters)
- Adjustable robust solutions of uncertain linear programs (Mathematical programming)
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
- Scenario Approximations of Chance Constraints
- Robust Dynamic Programming
- Convex Approximations of Chance Constrained Programs (SIAM Journal on Optimization)
- Convex measures of risk and trading constraints (Finance and Stochastics)
Their papers
- ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS (2014) — 55 citations
- Quadratic Programming and Affine Variational Inequalities: A Qualitative Study (2005) — 161 citations