8 citations · 8 across the 6 of their papers we have counts for
6 papers
Constructing Uncertainty Sets for Robust Risk Measures: A Composition of -Divergences Approach to Combat Tail Uncertainty
Guanyu Jin, Roger J. A. Laeven, Dick den Hertog +1
Risk measures, which typically evaluate the impact of extreme losses, are highly sensitive to misspecification in the tails. This paper studies a robust optimization approach to co…
Extending the Scope of Robust Quadratic Optimization
Ahmadreza Marandi, Aharon Ben-Tal, Dick den Hertog +1
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain paramete…
A Tractable Approach for designing Piecewise Affine Policies in Two-stage Adjustable Robust Optimization
Aharon Ben-Tal, Omar El Housni, Vineet Goyal
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that…
Computing the channel capacity of a communication system affected by uncertain transition probabilities
Krzysztof Postek, Aharon Ben-Tal
We study the problem of computing the capacity of a discrete memoryless channel under uncertainty affecting the channel law matrix, and possibly with a constraint on the average co…
Oracle-Based Robust Optimization via Online Learning
Aharon Ben-Tal, Elad Hazan, Tomer Koren +1
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some giv…
On solving large scale polynomial convex problems by randomized first-order algorithms
Aharon Ben-Tal, Arkadi Nemirovski
One of the most attractive recent approaches to processing well-structured large-scale convex optimization problems is based on smooth convex-concave saddle point reformu-lation of…