Data-driven robust optimization

2017/02/25 by Dimitris Bertsimas, Vishal Gupta, Nathan Kallus · 607 citations
Decision Sciences · Mathematics · #Artificial intelligence #Computer science #Data mining #Fuzzy Systems and Optimization #Mathematical optimization #Mathematics #Multi-Criteria Decision Making #Optimization problem #Portfolio #Portfolio optimization #Probabilistic logic #Risk and Portfolio Optimization #Robust optimization #Set (abstract data type) #Uncertain data

paper · doi:10.1007/s10107-017-1125-8

published in Mathematical Programming 167(2), 235-292 (Springer Science+Business Media)

openalex publication_date 2017/02/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06

Citations

• On Distributionally Robust Chance-Constrained Linear Programs

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