Mathematical programming models with noisy, erroneous, or incomplete data are common
in operations research applications. Difficulties with such data are typically dealt with …

… The work of Stavros A. Zenios was undertaken while he was on the faculty at the …
Substantial portions of Stavros Zenios' work on this book were completed during his visits to …

We develop a framework for combining strategic benchmarking with efficiency
benchmarking of the services offered by bank branches. In particular, a cascade of efficiency …

The original proximal minimization algorithm employs quadratic additive terms in the objectives
of the subproblems. In this paper, we replace these quadratic additive terms by more …

The problem of adjusting the entries of a large matrix to satisfy prior consistency requirements
occurs in economics, urban planning, statistics, demography, and stochastic modeling; …

We develop a robust optimization model for planning power system capacity expansion in
the face of uncertain power demand. The model generates capacity expansion plans that are …

The use of formal mathematical models and optimization in finance has become common
practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between …

The Handbooks in Finance are intended to be a definitive source for comprehensive and
accessible information in the field of finance. Each individual volume in the series presents an …

We develop an integrated simulation and optimization framework for multicurrency asset
allocation problems. The simulation applies principal component analysis to generate …

A quadratic smoothing approximation to nondifferentiable exact penalty functions for convex
constrained optimization is proposed and its properties are established. The smoothing …