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- Peng Sun, Robert M. Freund
- Operations Research
- 2004

We present a practical algorithm for computing the minimum-volume n-dimensional ellipsoid that must contain m given points a1 am âˆˆ . This convex constrained problem arises in a variety of appliedâ€¦ (More)

- Xin Chen, Melvyn Sim, Peng Sun
- Operations Research
- 2007

In this paper, we introduce an approach for constructing uncertainty sets for robust optimization using new deviation measures for random variables termed the forward and backward deviations. Theseâ€¦ (More)

- Selin Damla Ahipasaoglu, Peng Sun, Michael J. Todd
- Optimization Methods and Software
- 2008

We show the linear convergence of a simple first-order algorithm for the minimum-volume enclosing ellipsoid problem and its dual, the D-optimal design problem of statistics. Computational testsâ€¦ (More)

- Shie Mannor, Duncan Simester, Peng Sun, John N. Tsitsiklis
- Management Science
- 2007

W consider a finite-state, finite-action, infinite-horizon, discounted reward Markov decision process and study the bias and variance in the value function estimates that result from empiricalâ€¦ (More)

- Xin Chen, Melvyn Sim, David Simchi-Levi, Peng Sun
- Operations Research
- 2007

Traditional inventory models focus on risk-neutral decision makers, i.e., characterizing replenishment strategies that maximize expected total profit, or equivalently, minimize expected total costâ€¦ (More)

- Saed Alizamir, Francis de VÃ©ricourt, Peng Sun
- Management Science
- 2013

In diagnostic services, agents typically need to weigh the benefit of running an additional test and improving the accuracy of diagnosis against the cost of congestion, i.e., delaying the provisionâ€¦ (More)

- Xin Chen, Melvyn Sim, Peng Sun, Jiawei Zhang
- Operations Research
- 2008

Stochastic optimization, especially multistage models, is well known to be computationally excruciating. Moreover, such models require exact specifications of the probability distributions of theâ€¦ (More)

- Duncan Simester, Peng Sun, John N. Tsitsiklis
- Management Science
- 2006

D who should receive a mail-order catalog is among the most important decisions that mail-ordercatalog firms must address. In practice, the current approach to the problem is invariably myopic: firmsâ€¦ (More)

- Shie Mannor, Duncan Simester, Peng Sun, John N. Tsitsiklis
- ICML
- 2004

We consider the bias and variance of value function estimation that are caused by using an empirical model instead of the true model. We analyze these bias and variance for Markov processes from aâ€¦ (More)

We show that in simple environments, a bidding ring operating at a first-price sealed-bid auctions cannot achieve any gains relative to non-cooperative bidding if the ring is unable to control theâ€¦ (More)