Dynamic optimization with side information

v1v2 (latest)

Dynamic optimization with side information

17 July 2019

Dimitris Bertsimas

Christopher McCord

ArXiv (abs)PDF HTML

Papers citing "Dynamic optimization with side information"

7 / 7 papers shown

Title
From Predictions to Prescriptions in Multistage Optimization Problems Dimitris Bertsimas Christopher McCord 72 34 0 26 Apr 2019
Bootstrap Robust Prescriptive Analytics Dimitris Bertsimas Bart P. G. Van Parys 54 54 0 27 Nov 2017
Smart "Predict, then Optimize" Adam N. Elmachtoub Paul Grigas 71 597 0 22 Oct 2017
Quantifying Distributional Model Risk via Optimal Transport Jose H. Blanchet Karthyek Murthy 78 426 0 05 Apr 2016
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations Peyman Mohajerin Esfahani Daniel Kuhn 80 1,664 0 19 May 2015
From Predictive to Prescriptive Analytics Dimitris Bertsimas Nathan Kallus 129 542 0 22 Feb 2014
On the rate of convergence in Wasserstein distance of the empirical measure N. Fournier Arnaud Guillin 179 1,143 0 07 Dec 2013