239 citations · 355 across the 14 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2024
The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
Jerry Anunrojwong, Santiago R. Balseiro, Omar Besbes
In robust decision-making under non-Bayesian uncertainty, different robust optimization criteria, such as maximin performance, minimax regret, and maximin ratio, have been proposed…
math.OC2021★ 20 cited
How Big Should Your Data Really Be? Data-Driven Newsvendor: Learning One Sample at a Time
Omar Besbes, Omar Mouchtaki
We study the classical newsvendor problem in which the decision-maker must trade-off underage and overage costs. In contrast to the typical setting, we assume that the decision-mak…