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Author ID: sim.melvyn Recent zbMATH articles by "Sim, Melvyn"
Published as: Sim, Melvyn
External Links: MGP
Documents Indexed: 35 Publications since 2003
Co-Authors: 45 Co-Authors with 35 Joint Publications
1,854 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 1,831 times in 1,152 Documents Cited by Year
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
560
2004
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
288
2003
Distributionally robust convex optimization. Zbl 1327.90158
Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn
146
2014
Distributionally robust optimization and its tractable approximations. Zbl 1228.90067
Goh, Joel; Sim, Melvyn
108
2010
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
104
2004
From CVaR to uncertainty set: implications in joint chance-constrained optimization. Zbl 1226.90051
Chen, Wenqing; Sim, Melvyn; Sun, Jie; Teo, Chung-Piaw
76
2010
A robust optimization perspective on stochastic programming. Zbl 1167.90608
Chen, Xin; Sim, Melvyn; Sun, Peng
62
2007
Constructing risk measures from uncertainty sets. Zbl 1233.91153
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
54
2009
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
52
2006
Risk aversion in inventory management. Zbl 1167.90317
Chen, Xin; Sim, Melvyn; Simchi-Levi, David; Sun, Peng
50
2007
Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
46
2008
A linear decision-based approximation approach to stochastic programming. Zbl 1167.90609
Chen, Xin; Sim, Melvyn; Sun, Peng; Zhang, Jiawei
46
2008
Tractable robust expected utility and risk models for portfolio optimization. Zbl 1232.91633
Natarajan, Karthik; Sim, Melvyn; Uichanco, Joline
31
2010
Robust approximation to multiperiod inventory management. Zbl 1231.90059
See, Chuen-Teck; Sim, Melvyn
30
2010
Robust optimization made easy with ROME. Zbl 1235.90107
Goh, Joel; Sim, Melvyn
22
2011
Satisficing measures for analysis of risky positions. Zbl 1232.91611
Brown, David B.; Sim, Melvyn
21
2009
Vehicle routing problem with time windows and a limited number of vehicles. Zbl 1035.90014
Lau, Hoong Chuin; Sim, Melvyn; Teo, Kwong Meng
21
2003
Routing optimization under uncertainty. Zbl 1338.90107
Jaillet, Patrick; Qi, Jin; Sim, Melvyn
20
2016
Portfolio value-at-risk optimization for asymmetrically distributed asset returns. Zbl 1253.91167
Goh, Joel Weiqiang; Lim, Kian Guan; Sim, Melvyn; Zhang, Weina
19
2012
Goal-driven optimization. Zbl 1181.90203
Chen, Wenqing; Sim, Melvyn
15
2009
A robust optimization model for managing elective admission in a public hospital. Zbl 1334.90201
Meng, Fanwen; Qi, Jin; Zhang, Meilin; Ang, James; Chu, Singfat; Sim, Melvyn
10
2015
Adjustable robust optimization via Fourier-Motzkin elimination. Zbl 1455.90124
Zhen, Jianzhe; den Hertog, Dick; Sim, Melvyn
10
2018
Routing optimization with time windows under uncertainty. Zbl 1412.90100
Zhang, Yu; Baldacci, Roberto; Sim, Melvyn; Tang, Jiafu
9
2019
Managing underperformance risk in project portfolio selection. Zbl 1377.90039
Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn
8
2015
Multiple objectives satisficing under uncertainty. Zbl 1267.90133
Lam, Shao-Wei; Ng, Tsan Sheng; Sim, Melvyn; Song, Jin-Hwa
6
2013
Convergence properties of constrained linear system under MPC control law using affine disturbance feedback. Zbl 1184.93047
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
6
2009
Model predictive control using segregated disturbance feedback. Zbl 1368.93182
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
3
2010
Constrained linear system with disturbance: Convergence under disturbance feedback. Zbl 1155.93384
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
3
2008
Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147
Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn
3
2012
Distributionally robust optimization with infinitely constrained ambiguity sets. Zbl 1455.90117
Chen, Zhi; Sim, Melvyn; Xu, Huan
2
2019
Routing optimization with time windows under uncertainty. Zbl 1412.90100
Zhang, Yu; Baldacci, Roberto; Sim, Melvyn; Tang, Jiafu
9
2019
Distributionally robust optimization with infinitely constrained ambiguity sets. Zbl 1455.90117
Chen, Zhi; Sim, Melvyn; Xu, Huan
2
2019
Adjustable robust optimization via Fourier-Motzkin elimination. Zbl 1455.90124
Zhen, Jianzhe; den Hertog, Dick; Sim, Melvyn
10
2018
Routing optimization under uncertainty. Zbl 1338.90107
Jaillet, Patrick; Qi, Jin; Sim, Melvyn
20
2016
A robust optimization model for managing elective admission in a public hospital. Zbl 1334.90201
Meng, Fanwen; Qi, Jin; Zhang, Meilin; Ang, James; Chu, Singfat; Sim, Melvyn
10
2015
Managing underperformance risk in project portfolio selection. Zbl 1377.90039
Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn
8
2015
Distributionally robust convex optimization. Zbl 1327.90158
Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn
146
2014
Multiple objectives satisficing under uncertainty. Zbl 1267.90133
Lam, Shao-Wei; Ng, Tsan Sheng; Sim, Melvyn; Song, Jin-Hwa
6
2013
Portfolio value-at-risk optimization for asymmetrically distributed asset returns. Zbl 1253.91167
Goh, Joel Weiqiang; Lim, Kian Guan; Sim, Melvyn; Zhang, Weina
19
2012
Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147
Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn
3
2012
Robust optimization made easy with ROME. Zbl 1235.90107
Goh, Joel; Sim, Melvyn
22
2011
Distributionally robust optimization and its tractable approximations. Zbl 1228.90067
Goh, Joel; Sim, Melvyn
108
2010
From CVaR to uncertainty set: implications in joint chance-constrained optimization. Zbl 1226.90051
Chen, Wenqing; Sim, Melvyn; Sun, Jie; Teo, Chung-Piaw
76
2010
Tractable robust expected utility and risk models for portfolio optimization. Zbl 1232.91633
Natarajan, Karthik; Sim, Melvyn; Uichanco, Joline
31
2010
Robust approximation to multiperiod inventory management. Zbl 1231.90059
See, Chuen-Teck; Sim, Melvyn
30
2010
Model predictive control using segregated disturbance feedback. Zbl 1368.93182
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
3
2010
Constructing risk measures from uncertainty sets. Zbl 1233.91153
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
54
2009
Satisficing measures for analysis of risky positions. Zbl 1232.91611
Brown, David B.; Sim, Melvyn
21
2009
Goal-driven optimization. Zbl 1181.90203
Chen, Wenqing; Sim, Melvyn
15
2009
Convergence properties of constrained linear system under MPC control law using affine disturbance feedback. Zbl 1184.93047
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
6
2009
Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
46
2008
A linear decision-based approximation approach to stochastic programming. Zbl 1167.90609
Chen, Xin; Sim, Melvyn; Sun, Peng; Zhang, Jiawei
46
2008
Constrained linear system with disturbance: Convergence under disturbance feedback. Zbl 1155.93384
Wang, Chen; Ong, Chong-Jin; Sim, Melvyn
3
2008
A robust optimization perspective on stochastic programming. Zbl 1167.90608
Chen, Xin; Sim, Melvyn; Sun, Peng
62
2007
Risk aversion in inventory management. Zbl 1167.90317
Chen, Xin; Sim, Melvyn; Simchi-Levi, David; Sun, Peng
50
2007
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
52
2006
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
560
2004
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
104
2004
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
288
2003
Vehicle routing problem with time windows and a limited number of vehicles. Zbl 1035.90014
Lau, Hoong Chuin; Sim, Melvyn; Teo, Kwong Meng
21
2003
all top 5

Cited by 1,994 Authors

26 Bertsimas, Dimitris John
25 Goerigk, Marc
22 Kuhn, Daniel
20 Poss, Michael
16 Schöbel, Anita
16 Sim, Melvyn
15 Jeyakumar, Vaithilingam
14 den Hertog, Dick
14 Li, Guoyin
14 Wiesemann, Wolfram
13 Sun, Jie
12 Koster, Arie M. C. A.
11 Ben-Tal, Aharon
11 Chassein, André B.
10 Thiele, Aurélie C.
10 Xu, Huifu
9 Delage, Erick
9 Jiang, Ruiwei
9 Kasperski, Adam
9 Zieliński, Paweł
8 Buchheim, Christoph
8 Büsing, Christina
8 Georghiou, Angelos
8 Jaillet, Patrick
8 Kurtz, Jannis
8 Lejeune, Miguel A.
8 Natarajan, Karthik
8 Rustem, Berc
7 Gabrel, Virginie
7 Murat, Cécile
7 Nace, Dritan
7 Pardalos, Panos M.
7 Xie, Weijun
6 Agra, Agostinho
6 Ahmed, Shabbir
6 Álvarez-Miranda, Eduardo
6 Goyal, Vineet
6 Hanasusanto, Grani A.
6 Klopfenstein, Olivier
6 Lam, Henry
6 Lee, Gue Myung
6 Lisser, Abdel
6 Meng, Fanwen
6 Pachamanova, Dessislava A.
6 Postek, Krzysztof
6 Salahi, Maziar
6 Xu, Huan
5 Bierlaire, Michel
5 Campi, Marco Claudio
5 Gounaris, Chrysanthos E.
5 Homem-de-Mello, Tito
5 Ji, Ying
5 Knust, Sigrid
5 Kutschka, Manuel
5 Liu, Yongchao
5 Minoux, Michel Andre
5 Ng, Tsan Sheng
5 Ouorou, Adam
5 Pinar, Mustafa Çelebi
5 Scutellà, Maria Grazia
5 Street, Alexandre
5 Sun, Hailin
5 Uryasev, Stan
5 Zhang, Liwei
5 Zhu, Shushang
4 Atamtürk, Alper
4 Averbakh, Igor
4 Carrizosa, Emilio
4 Cheng, Jianqiang
4 Chuong, Thai Doan
4 Claßen, Grit
4 Ding, Kewei
4 Fabozzi, Frank J.
4 Garatti, Simone
4 Gotoh, Jun-ya
4 Huang, Nan-Jing
4 Ji, Ran
4 Kang, Zhilin
4 Kawas, Ban
4 Le, Xuan Thanh
4 Lee, Chungmok
4 Lee, Jae Hyoung
4 Liers, Frauke
4 Long, Daniel Zhuoyu
4 Luedtke, James R.
4 Mannor, Shie
4 Mehrotra, Sanjay
4 Morabito, Reinaldo
4 Morton, David P.
4 Nemirovski, Arkadi S.
4 Perakis, Georgia
4 Qi, Jin
4 Qu, Shaojian
4 Remli, Nabila
4 Rodrigues, Filipe
4 Sadjadi, Seyed Jafar
4 Schmidt, Marie E.
4 Shapiro, Alexander
4 Shehadeh, Karmel S.
4 Takeda, Akiko
...and 1,894 more Authors
all top 5

Cited in 136 Serials

214 European Journal of Operational Research
77 Computers & Operations Research
69 Operations Research
67 Mathematical Programming. Series A. Series B
63 Annals of Operations Research
42 INFORMS Journal on Computing
37 Optimization Letters
34 Operations Research Letters
28 SIAM Journal on Optimization
22 Journal of Global Optimization
20 Computational Optimization and Applications
20 OR Spectrum
20 Computational Management Science
17 Mathematical Problems in Engineering
15 Journal of Optimization Theory and Applications
15 Journal of Industrial and Management Optimization
14 Automatica
13 Optimization
12 Discrete Applied Mathematics
12 Applied Mathematical Modelling
11 Discrete Dynamics in Nature and Society
11 EURO Journal on Computational Optimization
10 Mathematics of Operations Research
10 Networks
9 Mathematical Methods of Operations Research
9 Journal of Combinatorial Optimization
9 4OR
8 Journal of Scheduling
7 Physica A
7 Asia-Pacific Journal of Operational Research
7 Computational and Applied Mathematics
7 CEJOR. Central European Journal of Operations Research
7 Optimization and Engineering
7 Networks and Spatial Economics
7 Discrete Optimization
6 Applied Mathematics and Computation
6 Journal of Computational and Applied Mathematics
6 International Transactions in Operational Research
6 RAIRO. Operations Research
6 Quantitative Finance
5 Top
5 Journal of the Operations Research Society of China
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Theoretical Computer Science
4 Acta Mathematicae Applicatae Sinica. English Series
4 Optimization Methods & Software
4 Positivity
4 Soft Computing
4 Journal of Inequalities and Applications
4 Journal of Systems Science and Complexity
3 Naval Research Logistics
3 SIAM Journal on Control and Optimization
3 Insurance Mathematics & Economics
3 International Journal of Robust and Nonlinear Control
3 Mathematical Finance
3 Discrete and Continuous Dynamical Systems. Series S
3 Mathematical Programming Computation
3 Numerical Algebra, Control and Optimization
2 International Journal of Control
2 Applied Mathematics and Optimization
2 Fuzzy Sets and Systems
2 Systems & Control Letters
2 Journal of Economic Dynamics & Control
2 Mathematical and Computer Modelling
2 SIAM Review
2 Abstract and Applied Analysis
2 Journal of Applied Mathematics
2 Journal of Machine Learning Research (JMLR)
2 North American Actuarial Journal
2 Set-Valued and Variational Analysis
2 Croatian Operational Research Review (CRORR)
2 Cogent Mathematics
1 Applicable Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Systems Science
1 Information Processing Letters
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Linear and Multilinear Algebra
1 Chaos, Solitons and Fractals
1 Computing
1 Information Sciences
1 International Journal for Numerical Methods in Engineering
1 Journal of Computer and System Sciences
1 Journal of Mathematical Economics
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Opsearch
1 Theory and Decision
1 Bulletin of the Iranian Mathematical Society
1 Algorithmica
1 International Journal of Approximate Reasoning
1 SIAM Journal on Discrete Mathematics
1 Machine Learning
1 Japan Journal of Industrial and Applied Mathematics
1 Applications of Mathematics
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Foundations of Computing and Decision Sciences
1 Cybernetics and Systems Analysis
...and 36 more Serials

Citations by Year