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math.OC2026
De-risking solutions to optimization problems
Daniel Bienstock, Blake Sisson
We develop a cutting-plane methodology that adjusts solutions to optimization problems so as to reduce features that bring about exposure to risk, such as concentration of assets o…
math.OC2026
Probabilistic Modeling versus Robust Optimization: A tutorial based on a humanitarian logistics use case
Justin Kilb, Daniel Bienstock, Alexandra M. Newman
This tutorial contrasts probabilistic modeling and robust optimization to determine decisions in humanitarian logistics, specifically supply chains subject to adversarial (natural…