Air Transportation | Applied Probability | Approximation Algorithms Fairness and Resource Allocation | Finance |
- The multi-airport ground-holding problem in air traffic control, (with A. Odoni and P. Vranas),
*Operations Research*, 42, 2, 249-261, 1994. - Dynamic ground-holding policies for a network of airports, (with A. Odoni and P. Vranas),
*Transportation Science*, 28, 4, 275-291, 1994. - Computational approaches to stochastic vehicle routing problems, (with P. Chervi and M. Peterson),
*Transportation Science*, 29, 4, 342-352, 1995. - Decomposition algorithms for analyzing transient phenomena in multi-class queuing networks in air transportation, (with A. Odoni and M. Peterson),
*Operations Research*, 43, 6, 995-1011, 1995. - Models and Algorithms for Transient Queuing Congestion at Airports, (with A. Odoni and M. Peterson),
*Management Science*, 41, 1279-1295, 1995. - The air traffic flow management problem with enroute capacities, (with S. Stock-Paterson),
*Operations Research*, 46, 3, 406-422, 1998. - The traffic flow management rerouting problem in air traffic control: a dynamic network flow approach, (with S. Stock-Paterson),
*Transportation Science*, 34, 239-255, 2000. - The Air Traffic Flow Management Problem: An Integer Optimization Approach, (with G. Lulli and A. Odoni), IPCO, 34-46, 2008.
- Optimal Selection of Airport Runway Configurations, (with M. Frankovitch and A. Odoni),
*Operations Research*, 59, 1407–1419, 2011. - Equitable and Efficient Coordination in Air traffic Flow Management, (with C. Barnhart, C. Caramanis, D. Fearing), submitted to
*Transportation Science*, 2009. - A Proposal for Network Air Traffic Flow Management Incorporating Fairness and Airline Collaboration, (with S. Gupta), submitted to
*Operations Research*, 2010.
- An asymptotic determination of the minimum spanning tree and minimum matching constants in geometrical probability, (with G. van Ryzin), Operations Research Letters, 9, 223-231, 1990.
- Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem, (with M. Goemans),
*Mathematics of Operations Research*, 1, 72-89, 1991. - The minimum spanning tree constant in geometrical probability and under the independent model; a unified approach, (with F. Avram),
*Annals of Applied Probability*, vol. 2 ,1, 113-130, 1992. - On central limit theorems in geometrical probability, (with F. Avram),
*Annals of Applied Probability*, vol. 3, 4, 1033-1046, 1993.
- Worst case examples for the spacefilling curve heuristic for the Euclidean traveling salesman problem, (with M. Grigni),
*Operations Research Letters*, 8, 241-244, 1989. - Survivable networks, LP relaxations and the parsimonious property, (with M. Goemans),
*Mathematical Programming*, 60, 145-166, 1993. - Locating discretionary service facilities II: maximizing market size, minimizing inconvenience, (with O. Berman and R. Larson),
*Operations Research*, 43, 4, 623-632, 1995. - The parsimonious property of cut covering problems and its applications, (with C. Teo),
*Operations Research Letters*, 21, 123-132, 1997. - From valid inequalities to heuristics: a unified view of primal-dual approximation algorithms in covering problems, (with C. Teo),
*Operations Research*, 46, 4, 503-514, 1998. - Rounding algorithms for covering problems, (with R. Vohra),
*Mathematical Programming*, 80, 63-89, 1998. - Semidefinite relaxations, multivariate normal distributions, and order statistics, (with Y. Ye), Handbook of Combinatorial Optimization (Vol. 3), D.-Z. Du and P.M. Pardalos (Eds.) pp.1-19 ,Kluwer Academic Publishers, 1998.
- Analysis of LP relaxations for multiway and multicut problems, (with C. Teo and R. Vohra),
*Networks*, 34, 2, 102-113, 1999. - On dependent randomized rounding algorithms, (with C. Teo and R. Vohra),
*Operations Research Letters*, 24, 3, 105-114, 1999. - Improved Randomized Approximation Algorithms for Lot Sizing Problems, (with C. Teo), Proceedings of the Fifth Conference on Integer Programming and Combinatorial Optimization, 1996.
- The Price of Fairness, (with V. Farias, N. Trichakis),
*Operations Research*, 59, 1, 17-31, 2011. - Flexibility, Fairness and Efficiency in Kidney Transplantation, (with V. Farias and N. Trichakis), submitted to
*Operations Research*, 2011. - On the Efficiency-Fairness Trade-off, (with V. Farias and N. Trichakis),
*Management Science*, 58, 12, 2234–2250, 2012.
- Optimal control of execution costs, (with Andrew Lo), Journal of Financial Markets, 1, 1-50, 1998.
- Optimal control of execution costs for portfolios, (with Paul Hummel and Andrew Lo),
*Computing in Science and Engineering*, 40-53, 1999. - Portfolio construction through mixed integer programming, (with C. Darnell and R. Soucy),
*Interfaces*, 29, 49-66, 1999. - When is time continuous, (with Leonid Kogan and Andrew Lo), Journal of Financial Economics, 55, 173-204, 2000.
- Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach, (with Leonid Kogan and Andrew Lo), Operations Research, 49, 3, 372-397, 2001.
- On the relation between option and stock prices: a convex optimization approach, (with Ioana Popescu), Operations Research, 50, 2, 358-374, 2002.
- An Optimization Approach to Credit Risk, (with Dessi Pachamanova), December, 2002.
- Shortfall as a risk measure: properties and optimization, (with Geoffrey Lauprete and Alex Samarov), Journal of Economic Dynamics and Control, 28, 7, 1353-1381, 2004.
- No-arbitrage bounds on American put options with a single maturity, (with P. Shah),
submitted to*Operations Research*, 2008. - An Analysis of the Guaranteed Withdrawal Benefits for Life Option, (with P. Shah), submitted to
*Journal of Insurance*, 2008. - Inverse Optimization: A New Perspective on the Black-Litterman Model, (with V.Gupta and I. Paschalidis), Operations Research, 60, 6, 1389–1403, 2012.
- Algorithmic Prediction of Health-Care Costs, (with M. Bjarnadottir, M. Kane, C. Kryder, R. Pandey. S. Vempala and G. Wang),
*Operations Research*, Vol. 56, No. 6, 1382-1392, 2008. - A hybrid approach to beam angle optimization in intensity-modulated radiation therapy, (with V. Cacchiani ,D. Craft, O. Nohadani), submitted to
*Computers and Operations Research,*2012. - An Analytics Approach to Designing Clinical Trials for Cancer, (with A. O'Hair, S. Relyea and J. Silberholz), 2012.
- On the large deviation behavior in acyclic networks of G/G/1 queues, (with I. Paschalidis and J. Tsitsiklis),
*Annals of Applied Probability*, 8, 4, 1027-1069, 1998. - Asymptotic buffer overflow probabilities in multiclass multiplexers, (with I. Paschalidis and J. Tsitsiklis),
*IEEE Automatic Control*, 43, 3, 315-335, 1998. - Large deviation analysis of the generalized processor sharing policy, (with I. Paschalidis and J. Tsitsiklis),
*Queuing Systems and their Applications*, 32, 319-349, 1999.
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming and Asymptotic Bounds,
(with Karthik Natarajan, Chung Piaw Teo),
*SIAM Journal of Optimization*, 15, 1, 185–209, 2004. - Optimal mean-variance bounds on the expectation of the highest order statistics, (with Karthik Natarajan, Chung Piaw Teo), May, 2004.
- Persistence in Discrete Optimization under Data Uncertainty, (with Karthik Natarajan, Chung Piaw Teo), Mathematical Programming Series B, 108, 251–274, 2006.
- Bounds on Linear PDEs via Semidefinite Optimization, (with Constantine Caramanis), Mathematical Programming Series A & B, 108, 135-158, 2006.
- Optimal inequalities in probability theory: A convex optimization approach, (with Ioana Popescu), SIAM Journal of Optimization, 15, 3, 780-804, 2004.
- Moment problems and semidefinite programming, (with Ioana Popescu and Jay Sethuraman), in Handbook on Semidefinite Programming: Theory, Algorithms, and Applications, H. Wolkovitz, ed., 469--509, 2000.
- Tight bounds on expected order statistics, (with K. Natarajan and C. Teo),
*Probability in Engineering and Information Systems*, 20, 4, 667-686, 2006. - A semidefinite optimization approach to the steady-state analysis of queueing systems, (with K. Natarajan),
*Queuing Systems and Applications*, 56, 1, 27-40, 2007. - Bounds on Some Contingent Claims with Non-Convex Payoff Based on Multiple Assets, (with X. V. Doan and K. Natarajan), Technical Report, Operations Research Center, MIT, August 2007.
- Approximating integrals of multivariate exponentials: A moment approach, (with X. Vinh Doan and J. Lasserre),
*Operations Research Letters*, 36, 2, 205-210, 2008. - Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion, (with X. V. Doan, K. Natarajan and C. P. Teo), submitted to
*Mathematics of Operations Research*, April 2008.
- Probabilistic service level guarantees in make-to-stock manufacturing system, (with I. Paschalidis),
*Operations Research*, 49, 1, 119-133, 2001. - Multistage Lot Sizing Problems via Randomized Rounding, (with C. Teo),
*Operations Research*, 49, 4, 599-608, 2001.
- Simulated annealing, (with J. Tsitsiklis),
*Statistical Science*, Vol.8, No. 1, 10-15, 1993. - A technique for speeding up the solution of the Lagrangean dual, (with J. Orlin),
*Mathematical Programming*, vol. 63, 1, 23-46, 1994. - On the worst case complexity of potential reduction algorithms for linear programming, (with X. Luo),
*Mathematical Programming*. 77, 321-333, 1997. - A new algebraic geometry algorithm for integer programming, (with G. Perakis and S. Tayur),
*Management Science*, 46, 999-1008, 2000. - Solving convex programs by random walks, (with Santosh Vempala),
*Journal of the ACM*, 51, 4, 540-556, 2004. - Solving Asymmetric Variational Inequalities via Convex Optimization, (with M. Aghassi and G. Perakis),
*Operations Research*Letters, 481-490, 2006. - Algorithm For Cardinality-Constrained Quadratic Optimization, (with R. Shioda), to appear in
*Computational Optimization and Applications, 2007*. - "A general purpose local search algorithm for binary optimization", (with D. Iancu, D. Katz), submitted to
*INFORMS Journal of Computing*, 2008. - "An accelerated first-order method for solving unconstrained polynomial optimization problems", (with R. Freund, A. Sun), submitted to
*Optimization Methods and Software*, 2011. - "Data-driven estimation in equilibrium using inverse optimization", (with V. Gupta, I. Paschalidis),
*Mathematical Programming*, Series A, 2014.
- On the exact steady state solution of the Ek/C2/s queue, (with X. Papaconstantinou),
*European Journal of Operations Research*, 37(2), 272-287, 1988. - On the steady-state solution of the M/C2(a,b)/s queuing system, (with X. Papaconstantinou),
*Transportation Science*, 22, 2, 125-138, 1988. - An exact FCFS waiting time analysis for a general class of G/G/s queuing systems, Queuing Systems Theory and Applications, 3, 305-320, 1988.
- Relations between the pre-arrival and post-departures state probabilities and the FCFS waiting-time distribution for the Ek/G/s queue, (with X. Papaconstantinou),
*Naval Research Logistics Quarterly*, 37, 135-149, 1990. - An analytic approach to a general class of G/G/s queuing systems,
*Operations Research*, 38, 1, 139-155, 1990. - Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem, (with J. Keilson, D. Nakazato, H. Zhang),
*Journal of Applied Probability*, 28, 873-885, 1991. - Transient and busy period analysis for the GI/G/1 queue; The method of stages, (with D. Nakazato),
*Queuing Systems and Applications*, 10, 153-184, 1992. - The distributional Little's law and its applications, (with D.Nakazato),
*Operations Research*, 43, 2, 298-310, 1995. - A unified method to analyze overtake free systems, (with G. Mourtzinou),
*Advances in Applied Probability*, 28, 588-625, 1996. - Multiclass queuing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws, (with G. Mourtzinou),
*Operations Research*, 45, 3, 470-487, 1997. - Transient distributional laws and their applications, (with G. Mourtzinou),
*Queuing Systems and their Applications*, 25, 115-155, 1997. - Decomposition results for general polling systems and their applications, (with G. Mourtzinou), Queuing Systems and their Applications, 31, 295-316, 1999.
- Simulation-Based Booking Limits for Airline Revenue Management, (with Sanne de Boer), Operations Research, 53, 1, 2005.
- Joint network pricing and resource allocation, (with Sanne de Boer), March, 2004.
- Revenue Management in a Dynamic Network Environment, (with Ioana Popescu), Transportation Science, 37, 257-277, 2003.
- Dynamic Pricing; A Learning Approach, (with Georgia Perakis),
*Models for Congestion Charging/Network Pricing*, 2005. - Restaurant Revenue Management, (with Romy Shioda), Operations Research, 51, 3, 472--486, 2003.
- A Learning Approach to Customized Marketing, (with Adam Mersereau), December, 2003.
- Optimal Bidding in Online Auctions, (with Jeff Hawkins and Georgia Perakis), to appear in
*Pricing and Revenue Management*, December, 2002. - Simulation Based Booking Limits for Airline Revenue Management, (with S. de Boer),
*Operations Research*, 53, 1, 90-106, 2005. - Dynamic pricing and inventory control for multiple products, (with S. de Boer),
*Journal of Revenue Management*, 17, 303-319, 2005. - A learning Approach for Interactive Marketing to A Customer Segment, (with A. Mersereau),
*Operations Research*, 55, 6, 1120-1135, 2007.
- Tractable Approximations to Robust Conic Optimization Problems, (with Melvyn Sim), Mathematical Programming, 107(1), 5-36, 2006.
- Robust Discrete Optimization under Ellipsoidal Uncertainty Sets, (with Melvyn Sim), April 2004.
- Robust Linear Optimization under General Norms, (with Dessi Pachamanova and
Melvyn Sim), Operations Research Letters, 32, 510-516, 2004. - A Robust Optimization Approach to Inventory Theory, (with Aurelie Thiele), Operations Research, 54, 1, 150-168, 2006.
- The price of Robustness, (with Melvyn Sim), Operations Research, 52, 1, 35-53, 2004.
- Robust Discrete optimization and Network Flows, (with Melvyn Sim),
Mathematical Programming Series B, 98:49-71, 2003. - Robust Game Theory, (with M. Aghassi),
*Mathematical Programming*, 107, 231-273, 2006. - Robust and data-driven optimization: modern decision making under uncertainty, (with A. Thiele),
*Tutorials on Operations Research*, INFORMS, Chapter 4, 195-122, 2006. - Constrained Stochastic LQC: A Tractable Approach, (with D. Brown),
*IEEE Journal of Automatic Control*, 52, 10, 1826-1841, 2007. - Robust Optimization in Electromagnetic Scattering Problems, (with O. Nohadani and K. M. Teo),
*Journal Applied Physics*, 101, 7, 074507, 2007. - Robust Multiperiod Portfolio Management in the Presence of Transaction Costs, (with D. Pachamanova),
*Computers and Operations Research*, 35, 1, 3-17, 2008. - Constructing uncertainty sets for robust linear optimization, (with D. Brown), to appear in
*Operations Research*. - Finite adaptability in linear optimization, (with C. Caramanis), to appear in IEEE Transactions in Automatic Control.
- Robust nonconvex optimization for simulation based problems, (with O. Nohadani and K. M. Teo), to appear in
*Operations Research*. - Robust chirped mirrors, (with J. Birge, O. Nohadani and F. Kartner), Applied Optics, 47, 14, 2630-2636, 2008.
- Data-Driven and Robust Optimization Approaches to Call Centers, (with X. V. Doan), revised and resubmitted to
*Manufacturing & Service Operations Management*, November 2008. - On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems, (with Vineet Goyal), submitted to
*Mathematics of Operations Research*, 2009. - A soft robust model for optimization under ambiguity, (with Aharon Ben-Tal and David B. Brown), September 2009.
- Nonconvex Robust Optimization for Problems with Constraints, (with Omid Nohadani and Kwong Meng Teo),
*INFORMS Journal on Computing*(preprint), 2009. - Robust optimization with simulated annealing, (with Omid Nohadani),
*Journal of Global Optimization*, 2009. - Optimality of Affine Policies in Multistage Robust Optimization, (with Dan A. Iancu and Pablo A. Parrilo),
*Mathematics of Operations Research*, May 2010. - Performance analyis of queueing networks via robust optimization, (with D. Gamarnik and A. Rikun), to appear in
*Operations Researc*h. - Theory and applications of robust optimization, (with D. Brown and C. Caramanis), to
appear in*SIAM Review*. - A hierarchy of policies for adaptive optimization, (with D. Iancu and P. Parrilo), to appear in
*IEEE Automatic Control.* - A Geometric Characterization of the Power of Finite Adaptability in Multi-stage Stochastic and Adaptive Optimization, (with V. Goyal and A. Sun), to appear in
*Mathematics of*. Operations Research - On the Power and Limitations of Affine Policies in Two-Stage Adaptive Optimization, (with V. Goyal), to appear in
*Mathematical Programming*. - Robust Logistic Regression, (with A. Fertis), submitted to Operations Research, 2008.
- On the Equivalence of Robust Optimization and Regularization in Statistics, (with A.
Fertis), submitted to Operations Research, 2009. - An Adaptive Local Search Algorithm for Solving Mixed Integer Optimization Problems,
(with V. Goyal), submitted to*Mathematical Programming*, 2009. - Robust Option Pricing: An ε-Arbitrage Approach, (with C. Bandi and A. Chen), submitted to
*European Journal of Operations Research*, 2010. - On the Power of Robust Solutions in Nonlinear Adjustable Optimization Problems, (with
V. Goyal), submitted to*Operations Research*, 2011. - Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem, (with E. Litvinov, A. Sun, J. Zhao, and T. Zheng),
*IEEE Transactions on Power Systems*, 28, 1, 52-63, 2013. - Tractable Stochastic Analysis in High Dimensions via Robust Optimization, (with C. Bandi),
*Mathematical Programming*, 134, 1, 23-70, 2012. - On the Performance of Affine Policies for Two-Stage Adaptive Optimization: a Geometric Perspective, (with H. Bidkhori),
*Mathematical Programming*, Series A, 2013. - Multistage Robust Mixed Integer Optimization with Adaptive Partitions, (with I. Dunning), Submitted to
*Operations Research*, 2014. - Data-driven learning in dynamic pricing using adaptive optimization, (with P. Vayanos), Submitted to
*Operations Research*, 2014. - Robust Queueing Theory, (with C. Bandi and N. Youssef), Submitted to
*Operations Research*, 2014. - Robust Transient Multi-Server Queues and Feedforward Networks, (with C. Bandi and N. Youssef), Submitted to
*Operations Research*, 2014.
- Deducing queuing from transactional data: the queue inference engine, revisited, (with L. Servi),
*Operations Research*, 40, S217-S228, 1992. - Estimation of time-varying parameters in statistical models: an optimization approach, (with D. Gamarnik and J. Tsitsiklis),
*Machine Learning*, 35, 3, 225-245, 1999. - Classification and Regression via Integer Optimization, (with Romy Shioda),
*Operations Research*, 55, 252-271, 2007. - An Integer Optimization Approach to Associative Classification, (with A. Chang and C. Rudin),
*26th Annual Conference on Neural Information Processing Systems*, 3302-3310, 2012. - Characterization of the equivalence of robustification and regularization in linear, median, and matrix regression, (with M. Copenhaver), 2014.
- Optimization of multiclass queuing networks: polyhedral and nonlinear characterizations of achievable performance, (with I. Paschalidis and J. Tsitsiklis),
*Annals of Applied Probability*, 4, 1, 43-75, 1994. - Optimization of multiclass queuing networks:a linear control approach, (with F. Avram and M. Ricard),
*Stochastic networks; proceedings of the IMA*,(F. Kelly and R. Williams, editors), 199-234, 1995. - Stability conditions for multiclass fluid networks, (with D. Gamarnik and J. Tsitsiklis),
*IEEE Automatic Control*, 41, 1618-1631, 1996. - A new algorithm for state-constrained separated continuous linear programs, (with X. Luo),
*SIAM Journal on Control and Optimization*, 37, 1, 177-210, 1998. - Bounds and policies for loss networks, (with T. Chryssikou),
*Operations Research*, 47, 3, 379-394, 1999. - Asymptotically optimal algorithms for job shop scheduling and packet routing, (with D. Gamarnik),
*Journal of Algorithms*, 33, 296-318, 1999. - An Approximate Dynamic Programming Approach to Multi-dimensional Knapsack Problems, (with Ramazan Demir), Management Science, 48, 4, 550--565, 2002.
- From fluid relaxations to practical algorithms for job shop scheduling: the holding cost objective, (with David Gamarnik and Jay Sethuraman), Operations Research, 51, 5, 798--813, 2003.
- From fluid relaxations to practical algorithms for job shop scheduling: the makespan objective, (with Jay Sethuraman), Mathematical Programming, 92, 1, 61--102, 2002.
- Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions, (with David Gamarnik and John Tsitsiklis), Annals of Applied Probability, 11, 4, 1384-1428, 2001.
- Dynamic Classification of Online Customers, (with A. Mersereau and N. Patel), 3rd SIAM Conference in Data Mining, 107-118, 2003.
- Branching bandits and Klimov's problem: achievable region and side constraints, (with I. Paschalidis and J. Tsitsiklis),
*IEEE Automatic Control*, 40, 12, 2063-2075, 1995. - The achievable region method in the optimal control of queuing systems; formulations, bounds and policies,
*Queuing Systems and Applications*, 21, 3-4,337-389, 1995. - Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; a Polyhedral Approach to Indexable Systems, (with Jose Niño-Mora),
*Mathematics of Operations Research*, 21, 2, 257-306, 1996. - Optimization of multiclass queuing networks with changeover times via the achievable region approach: Part I, the single-station case, (with J. Niño-Mora),
*Mathematics of Operations Research*, 24, 2, 306-329, 1999. - Optimization of multiclass queuing networks with changeover times via the achievable region approach: Part II, the multi-station case, (with J. Niño-Mora),
*Mathematics of Operations Research*, 24, 2, 331-361, 1999. - Restless bandits, linear programming relaxations and a primal-dual heuristic, (with J. Niño-Mora),
*Operations Research*, 48, 80-90, 2000. - The Generalized Restless Bandit Problem: Algorithms and Applications, (with A. Becker
and Xuan Vinh Doan), submitted to Operations Research, 2011.
- On probabilistic traveling salesman facility location problems,
*Transportation Science*, 3, 184-191, 1989. - The probabilistic minimum spanning tree problem,
*Networks*, 20, 245-275, 1990. - A priori optimization, (with P. Jaillet and A. Odoni),
*Operations Research*, 38, 6, 1019-1033, 1990. - A stochastic and dynamic vehicle routing problem in the Euclidean plane, (with G. van Ryzin),
*Operations Research*, 39, 4, 601-615, 1991. - A vehicle routing problem with stochastic demand,
*Operations Research*, 40, 574-585, 1992. - Stochastic and Dynamic Vehicle Routing in the Euclidean Plane with Multiple Capacitated Vehicles, (with G. van Ryzin),
*Operations Research*, 41, 60-76, 1993. - Further results on the probabilistic traveling salesman problem, (with L. Howell),
*European Journal of Operations Research*, 65, 1, 68-95, 1993. - Stochastic and dynamic vehicle routing with general arrival and demand distributions, (with G. van Ryzin),
*Advances in Applied Probability*, 25, 4, 947-978, 1993. - A new generation of vehicle routing research, (with D. Simchi-Levi),
*Operations Research*, 44, 2, 286-304, 1996.
__Approximate Dynamic Programming Algorithms for Facility Location Problems__, (with C. Teo and R. Vohra), submitted to*INFORMS Journal of Computing*__A Linear Optimization Approach to the Lov\'asz Local Lemma__,(with E. Perevalov), submitted to*Mathematical Programming*__Constructing cutting plane algorithms for integer programming: a geometric approach__, (with R. Weismantel), submitted to*Mathematical Programming*__A duality theory for 0/1 integer programming__, (with R. Weismantel),submitted to*Mathematics of Operations Research*
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