776 citations
- Université de MontréalCA16 papers
- Group for Research in Decision AnalysisCA13 papers
- McGill UniversityCA10 papers
- Mila - Quebec Artificial Intelligence InstituteCA9 papers
- University of TorontoCA8 papers
- Polytechnique MontréalCA7 papers
- Peking UniversityCN6 papers
- Tsinghua UniversityCN6 papers
- Université de SherbrookeCA6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Université du Québec à MontréalCA5 papers
- Ghent UniversityBE4 papers
4 papers · 2 filters
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
Utsav Sadana, Abhilash Chenreddy, Erick Delage +3
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to so…
Sequential stochastic blackbox optimization with zeroth-order gradient estimators
Charles Audet, Jean Bigeon, Romain Couderc +1
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown d…
Two-stage and Lagrangian Dual Decision Rules for Multistage Adaptive Robust Optimization
Maryam Daryalal, Ayse N. Arslan, Merve Bodur
In this work, we design primal and dual bounding methods for multistage adaptive robust optimization (MSARO) problems motivated by two decision rules rooted in the stochastic progr…
Operational Research: Methods and Applications
Fotios Petropoulos, Gilbert Laporte, Emel Aktas +79
Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This…