Data-driven robust optimization

Oracle-Based Robust Optimization via Online Learning

(2015) Aharon Ben-Tal et al.   OPERATIONS RESEARCH

Robust Queueing Theory

(2015) Chaithanya Bandi et al.   OPERATIONS RESEARCH

Distributionally Robust Convex Optimization

(2014) Wolfram Wiesemann et al.   OPERATIONS RESEARCH

Robust Stochastic Lot-Sizing by Means of Histograms

(2013) Diego Klabjan et al.   PRODUCTION AND OPERATIONS MANAGEMENT

Random Convex Programs with $L_1$-Regularization: Sparsity and Generalization

(2013) M. C. Campi et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

(2012) Aharon Ben-Tal et al.   MANAGEMENT SCIENCE

Tractable stochastic analysis in high dimensions via robust optimization

(2012) Chaithanya Bandi et al.   MATHEMATICAL PROGRAMMING

Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model

(2012) Paat Rusmevichientong et al.   OPERATIONS RESEARCH

Performance Analysis of Queueing Networks via Robust Optimization

(2011) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

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

(2010) Erick Delage et al.   OPERATIONS RESEARCH

Constructing Uncertainty Sets for Robust Linear Optimization

(2009) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

(2009) Wenqing Chen et al.   OPERATIONS RESEARCH

Cutting-set methods for robust convex optimization with pessimizing oracles

(2009) Almir Mutapcic et al.   OPTIMIZATION METHODS & SOFTWARE

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization

(2008) Karthik Natarajan et al.   MANAGEMENT SCIENCE

The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

(2008) M. C. Campi et al.   SIAM JOURNAL ON OPTIMIZATION