367 citations · 1.4k across the 72 of their papers we have counts for
3 papers · 2 filters
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…
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…
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…