24 citations · 24 across the 1 of their papers we have counts for
3 papers
math.OC2019
Dynamic optimization with side information
Dimitris Bertsimas, Christopher McCord, Bradley Sturt
We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning…
stat.ML2019★ 24 cited
From Predictions to Prescriptions in Multistage Optimization Problems
Dimitris Bertsimas, Christopher McCord
In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distrib…
stat.ML2018
Optimization over Continuous and Multi-dimensional Decisions with Observational Data
Dimitris Bertsimas, Christopher McCord
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We p…