14 citations · 24 across the 9 of their papers we have counts for
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math.OC2019★ 6 cited
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…
math.OC2019★ 14 cited
Two-stage sample robust optimization
Dimitris Bertsimas, Shimrit Shtern, Bradley Sturt
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the t…