200 citations · 200 across the 4 of their papers we have counts for
3 papers · 1 filter
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance
Hamed Rahimian, Guzin Bayraksan, Tito Homem-de-Mello
We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in quantifying the underlying uncertainty of a problem. Recognizing that not all the reali…
A Model of Supply-Chain Decisions for Resource Sharing with an Application to Ventilator Allocation to Combat COVID-19
Sanjay Mehrotra, Hamed Rahimian, Masoud Barah +2
This paper presents a stochastic optimization model for allocating and sharing a critical resource in the case of a pandemic. The demand for different entities peaks at different t…
Distributionally Robust Optimization: A Review
Hamed Rahimian, Sanjay Mehrotra
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also w…