"Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach."

Bertsimas, Dimitris, Leonid Kogan and Andrew W. Lo. Operations Research Vol. 49, No. 3 (2001): 372–397.

"Probabilistic Service Level Guarantees in Make-to-Stock Manufacturing System."

Bertsimas, Dimitris and Ioannis Paschalidis. Operations Research Vol. 49, No. 1 (2001): 119-133.

"The Traffic Flow Management Rerouting Problem in Air Traffic Control: A Dynamic Network Flow Approach."

Bertsimas, Dimitris and Sarah Stock-Patterson. Transportation Science Vol. 34, No. 3 (2000): 239-255.

"When Is Time Continuous?"

Bertsimas, Dimitris, Leonid Kogan and Andrew W. Lo. Journal of Financial Economics Vol. 55, No. 2 (2000): 173–204.

"Moment Problems and Semidefinite Programming: Applications in Probability and Finance."

Bertsimas, Dimitris and Jay Sethuraman. In Semidefinite Programming, 469-509. New York, NY: Springer, 2000.

"Restless Bandits, Linear Programming Relaxations and a Primal-Dual Heuristic."

Bertsimas, Dimitris and José Niño-Mora. Operations Research Vol. 48, No. 1 (2000): 80-90.