Roy H. Kwon
Title
Cited by
Cited by
Year
A carrier’s optimal bid generation problem in combinatorial auctions for transportation procurement
CG Lee, RH Kwon, Z Ma
Transportation Research Part E: Logistics and Transportation Review 43 (2á…, 2007
1062007
Robust portfolio selection for index tracking
C Chen, RH Kwon
Computers & Operations Research 39 (4), 829-837, 2012
772012
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value-at-risk criterion
S Yau, RH Kwon, JS Rogers, D Wu
International Journal of Production Economics 134 (1), 67-77, 2011
692011
Optimization-based bidding in day-ahead electricity auction markets: A review of models for power producers
RH Kwon, D Frances
Handbook of networks in power systems I, 41-59, 2012
682012
Iterative combinatorial auctions with bidder-determined combinations
RH Kwon, G Anandalingam, LH Ungar
Management Science 51 (3), 407-418, 2005
562005
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
Z Ma, RH Kwon, CG Lee
Transportation Research Part E: Logistics and Transportation Review 46 (1á…, 2010
512010
Optimizing the deployment of public access defibrillators
TCY Chan, D Demirtas, RH Kwon
Management science 62 (12), 3617-3635, 2016
462016
A two-stage stochastic mixed-integer programming approach to the index tracking problem
SJ Stoyan, RH Kwon
Optimization and Engineering 11 (2), 247-275, 2010
402010
Introduction to linear optimization and extensions with MATLAB«
RH Kwon
CRC Press, 2013
202013
A stochastic-goal mixed-integer programming approach for integrated stock and bond portfolio optimization
SJ Stoyan, RH Kwon
Computers & Industrial Engineering 61 (4), 1285-1295, 2011
202011
Portfolio selection under model uncertainty: a penalized moment-based optimization approach
JY Li, RH Kwon
Journal of Global Optimization 56 (1), 131-164, 2013
162013
An integrated combinatorial auction mechanism for truckload transportation procurement
RH Kwon, CG Lee, Z Ma
University of Toronto, http://www. mie. utoronto. ca/labs/ilr/MultiRoundá…, 2005
162005
Modeling and optimization of the electromechanical behavior of an ionic polymer–metal composite
C Jo, HE Naguib, RH Kwon
Smart Materials and Structures 17 (6), 065022, 2008
152008
Factor-based robust index tracking
RH Kwon, D Wu
Optimization and Engineering 18 (2), 443-466, 2017
132017
A constriction resistance model of conjugated polymer based piezoresistive sensors for electronic skin applications
N Khalili, HE Naguib, RH Kwon
Soft matter 12 (18), 4180-4189, 2016
132016
Stochastic programming models for replication of electricity forward contracts for industry
RH Kwon, J Scott Rogers, S Yau
Naval Research Logistics (NRL) 53 (7), 713-726, 2006
132006
Fabrication, modeling and optimization of an ionic polymer gel actuator
C Jo, HE Naguib, RH Kwon
Smart Materials and Structures 20 (4), 045006, 2011
112011
Optimization of covered call strategies
M Diaz, RH Kwon
Optimization Letters 11 (7), 1303-1317, 2017
72017
A constrained cluster-based approach for tracking the S&P 500 index
D Wu, RH Kwon, G Costa
International Journal of Production Economics 193, 222-243, 2017
62017
Valuation of performance-based contracts for capital equipment: A stochastic programming approach
M Sharifi, RH Kwon, AKS Jardine
The Engineering Economist 61 (1), 1-22, 2016
62016
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Articles 1–20