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Data-driven robust optimization |
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| Authors: | Bertsimas Dimitris Gupta Vishal Kallus Nathan |
| Institution: | 1.Sloan School of Management, Massachusetts Institute of Technology, Cambridge, MA, 02139, USA ;2.Marshall School of Business, University of Southern California, Los Angeles, CA, 90029, USA ;3.School of Operations Research and Information Engineering, Cornell University and Cornell Tech, New York, NY, 10011, USA ; |
| Abstract: | Mathematical Programming - The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema... |
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