13 citations · 44 across the 9 of their papers we have counts for
4 papers · 1 filter
Adaptive Pricing in Unit Commitment Under Load and Capacity Uncertainty
Dimitris Bertsimas, Angelos G. Koulouras
The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and st…
Multistage Stochastic Optimization via Kernels
Dimitris Bertsimas, Kimberly Villalobos Carballo
We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed…
A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation
Dimitris Bertsimas, J. Daniel Griffith, Vishal Gupta +3
Dynamic resource allocation (DRA) problems are an important class of dynamic stochastic optimization problems that arise in a variety of important real-world applications. DRA prob…
Performance Analysis of Queueing Networks via Robust Optimization
Dimitris Bertsimas, David Gamarnik, Alexander Rikun
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, ther…