170 citations · 351 across the 11 of their papers we have counts for
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math.OC2015★ 3 cited
Data-driven Inverse Optimization with Imperfect Information
Peyman Mohajerin Esfahani, Soroosh Shafieezadeh-Abadeh, Grani Adiwena Hanasusanto +1
In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the o…
math.OC2015★ 170 cited
Distributionally Robust Logistic Regression
Soroosh Shafieezadeh-Abadeh, Peyman Mohajerin Esfahani, Daniel Kuhn
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centere…