73 citations · 218 across the 15 of their papers we have counts for
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math.OC2022★ 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…
stat.ML2022★ 6 cited
Holistic Robust Data-Driven Decisions
Amine Bennouna, Bart Van Parys, Ryan Lucas
The design of data-driven formulations for machine learning and decision-making with good out-of-sample performance is a key challenge. The observation that good in-sample performa…