most citedLearning Decision-Focused Uncertainty Sets in Robust Optimization

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math.OC2026★ 1 cited

Learning Decision-Focused Uncertainty Sets in Robust Optimization

Irina Wang, Bart Van Parys, Bartolomeo Stellato

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while a…

math.OC2026★ 6 cited

Mean Robust Optimization

Irina Wang, Cole Becker, Bart Van Parys +1

Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are…