Logistics and SupplY Chain:

• Multiperiod inventory control. By Joel Goh and Melvyn Sim. [description] [code]
• Warehouse management. By Joel Goh and Melvyn Sim. [description] [code]

Finance:

• The simple portfolo example from "Price of Robustness". By Melvyn Sim [description] [code]
• Portfolio selection via worst-case CVaR. By Joel Goh [description] [code]
• Portfolio allocation via Entropic Satisficing Measure. By Melvyn Sim. [description] [code]

MISCELLANY:

• Solving Sudoku using Linear Programming. By Joel Goh and Melvyn Sim. [code]