Concepedia

Christopher Donohue

CD

Statistics

Publications

4

Citations

301

H-Index

4

Active since

1996

Affiliations

University of Chicago(Current)

Christopher Donohue is an author at University of Chicago specializing in stochastic optimization, stochastic programming, and algorithms.

Publications per year

1996–2006

4

Publications

4

A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs

John R. Birge, Christopher Donohue, Derek F. Holmes et al. · Mathematical Programming · 1996 · 112 citations · Full text

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Optimal Portfolio Rebalancing with Transaction Costs

Christopher Donohue, Kenneth Yip · The Journal of Portfolio Management · 2003 · 87 citations

, , +17

The Abridged Nested Decomposition Method for Multistage Stochastic Linear Programs with Relatively Complete Recourse

Christopher Donohue, John R. Birge · Algorithmic operations research · 2006 · 86 citations

, , +10

Stochastic network programming and the dynamic vehicle allocation problem.

Christopher Donohue · Deep Blue (University of Michigan) · 1996 · 16 citations

, , +14

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