Data-driven inverse optimization with imperfect information

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

(2017) Peyman Mohajerin Esfahani et al.   MATHEMATICAL PROGRAMMING

A Data-Driven Bidding Model for a Cluster of Price-Responsive Consumers of Electricity

(2016) Javier Saez-Gallego et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

Data-driven estimation in equilibrium using inverse optimization

(2014) Dimitris Bertsimas et al.   MATHEMATICAL PROGRAMMING

Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy

(2014) Timothy C. Y. Chan et al.   OPERATIONS RESEARCH

On the rate of convergence in Wasserstein distance of the empirical measure

(2014) Nicolas Fournier et al.   PROBABILITY THEORY AND RELATED FIELDS

Simple Bounds for the Convergence of Empirical and Occupation Measures in 1-Wasserstein Distance

(2012) Emmanuel Boissard   ELECTRONIC JOURNAL OF PROBABILITY

Inverse Optimization: A New Perspective on the Black-Litterman Model

(2012) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

Inverse optimization for linearly constrained convex separable programming problems

(2009) Jianzhong Zhang et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

An analytical approach to the problem of inverse optimization with additive objective functions: an application to human prehension

(2009) Alexander V. Terekhov et al.   JOURNAL OF MATHEMATICAL BIOLOGY

Inverse integer programming

(2009) Andrew J. Schaefer   Optimization Letters

Cutting plane algorithms for the inverse mixed integer linear programming problem

(2008) Lizhi Wang   OPERATIONS RESEARCH LETTERS