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Alba V. Olivares-Nadal

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2020 – today

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2024
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Alba V. Olivares-Nadal:
Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework. Eur. J. Oper. Res. 315(3): 1021-1037 (2024)
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Daniel Adelman, Cagla Keceli, Alba V. Olivares-Nadal:
Thompson Sampling for Infinite-Horizon Discounted Decision Processes. CoRR abs/2405.08253 (2024)
2020
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Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo:
Embedding the production policy in location-allocation decisions. 4OR 18(3): 357-380 (2020)

2010 – 2019

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2018
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Alba V. Olivares-Nadal, Victor DeMiguel:
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. Oper. Res. 66(3): 733-739 (2018)
2016
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Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo:
Robust newsvendor problem with autoregressive demand. Comput. Oper. Res. 68: 123-133 (2016)
2013
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Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo:
Time series interpolation via global optimization of moments fitting. Eur. J. Oper. Res. 230(1): 97-112 (2013)

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