Theory and Applications of Robust Optimization

Finite Adaptability in Multistage Linear Optimization

(2010) Dimitris Bertsimas et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Robust Regression and Lasso

(2010) Huan Xu et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems

(2010) Dimitris Bertsimas et al.   MATHEMATICS OF OPERATIONS RESEARCH

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

(2010) Erick Delage et al.   OPERATIONS RESEARCH

A Soft Robust Model for Optimization Under Ambiguity

(2010) Aharon Ben-Tal et al.   OPERATIONS RESEARCH

Constructing Risk Measures from Uncertainty Sets

(2009) Karthik Natarajan et al.   OPERATIONS RESEARCH

Constructing Uncertainty Sets for Robust Linear Optimization

(2009) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

Percentile Optimization for Markov Decision Processes with Parameter Uncertainty

(2009) Erick Delage et al.   OPERATIONS RESEARCH

Computing robust basestock levels

(2007) Daniel Bienstock et al.   Discrete Optimization

A Linear Decision-Based Approximation Approach to Stochastic Programming

(2007) Xin Chen et al.   OPERATIONS RESEARCH