articleMathematical ProgrammingFeb 25, 2017Closed access

Data-driven robust optimization

DBDimitris BertsimasVGVishal GuptaNKNathan Kallus

Massachusetts Institute of Technology · University of Southern California · +1 more institution

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Abstract

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590
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53.50
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100%
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66
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3

Topics & keywords

Topics
Keywords
  • Robust optimization
  • Mathematical optimization
  • Computer science
  • Probabilistic logic
  • Optimization problem
  • Uncertain data
  • Portfolio optimization
  • Set (abstract data type)
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