28 citations · 52 across the 4 of their papers we have counts for
3 papers · 1 filter
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…
From Predictive to Prescriptive Analytics
Dimitris Bertsimas, Nathan Kallus
In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using…
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…