28 citations · 52 across the 4 of their papers we have counts for
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math.OC2014★ 11 cited
Robust Sample Average Approximation
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus
Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong as…
math.OC2014★ 28 cited
Data-Driven Robust Optimization
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utili…