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From Data to Decisions: Distributionally Robust Optimization Is Optimal

Citations

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Cited by:

  1. Dimitris Bertsimas & Shimrit Shtern & Bradley Sturt, 2023. "A Data-Driven Approach to Multistage Stochastic Linear Optimization," Management Science, INFORMS, vol. 69(1), pages 51-74, January.
  2. Sanjay Jain & Jónas Oddur Jónasson & Jean Pauphilet & Kamalini Ramdas, 2024. "Robust Combination Testing: Methods and Application to COVID-19 Detection," Management Science, INFORMS, vol. 70(4), pages 2661-2681, April.
  3. Tian, Xuecheng & Wang, Shuaian & Laporte, Gilbert & Yang, Ying, 2024. "Determinism versus uncertainty: Examining the worst-case expected performance of data-driven policies," European Journal of Operational Research, Elsevier, vol. 318(1), pages 242-252.
  4. Kim, Seokwoo & Choi, Dong Gu, 2024. "A sample robust optimal bidding model for a virtual power plant," European Journal of Operational Research, Elsevier, vol. 316(3), pages 1101-1113.
  5. Heyhat, Shaghayegh & Rahmani, Donya & Shahparvari, Shahrooz, 2026. "Data-driven distributionally robust optimization for resilient healthcare resource planning and crisis mitigation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 205(C).
  6. Phan-Anh-Huy Nguyen & Ping-Yu Hsu, 2023. "Robust and High-Accessibility Ranking Method for Crowdsourcing-Based Decision Making," Group Decision and Negotiation, Springer, vol. 32(5), pages 1211-1236, October.
  7. Ribeiro, Rafaela & Fanzeres, Bruno, 2026. "Integrated estimate-and-optimize decision trees learning for two-stage linear decision-making problems," European Journal of Operational Research, Elsevier, vol. 329(2), pages 607-628.
  8. Wentao Ma & Zhiping Chen, 2024. "Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 100(2), pages 553-600, October.
  9. Wang, Chong & Liu, Kaiyuan & Zhang, Canrong & Miao, Lixin, 2024. "Distributionally robust chance-constrained optimization for the integrated berth allocation and quay crane assignment problem," Transportation Research Part B: Methodological, Elsevier, vol. 182(C).
  10. M. A. Lejeune & H. N. Nguyen, 2026. "Distributionally robust fractional optimization of probability of exceedance," Journal of Global Optimization, Springer, vol. 94(1), pages 127-174, January.
  11. Karmel S. Shehadeh, 2023. "Distributionally Robust Optimization Approaches for a Stochastic Mobile Facility Fleet Sizing, Routing, and Scheduling Problem," Transportation Science, INFORMS, vol. 57(1), pages 197-229, January.
  12. Xiangyi Fan & Grani A. Hanasusanto, 2024. "A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 526-542, March.
  13. Wu, Zhongqi & Jiang, Hui & Liang, Xiaoyu & Zhou, Yangye, 2024. "Multi-period distributionally robust emergency medical service location model with customized ambiguity sets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 181(C).
  14. Wu, Zhongqi & Jiang, Hui & Zhou, Yangye & Li, Haoyan, 2024. "Enhancing emergency medical service location model for spatial accessibility and equity under random demand and travel time," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 185(C).
  15. Pang, Yaxin & Pan, Shenle & Zhou, Wei & Ballot, Eric, 2025. "Resilience of global supply chains with logistics service uncertainty: Onshoring versus offshoring strategy," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
  16. Tobias Sutter & Bart P. G. Van Parys & Daniel Kuhn, 2024. "A Pareto Dominance Principle for Data-Driven Optimization," Operations Research, INFORMS, vol. 72(5), pages 1976-1999, September.
  17. Dimitris Bertsimas & Ryan Cory-Wright & Vassilis Digalakis, 2025. "Decarbonizing OCP," Manufacturing & Service Operations Management, INFORMS, vol. 27(6), pages 1760-1778, November.
  18. Tang, Shixuan & Huang, Wentao & Jian, Sisi, 2025. "Integrating crowd-shipping into last-mile delivery: A two-stage stochastic optimization approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 203(C).
  19. Ali Keyvandarian & Ahmed Saif, 2024. "An Adaptive Distributionally Robust Optimization Approach for Optimal Sizing of Hybrid Renewable Energy Systems," Journal of Optimization Theory and Applications, Springer, vol. 203(2), pages 2055-2082, November.
  20. Wei Zhang & Kai Wang & Alexandre Jacquillat & Shuaian Wang, 2023. "Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 886-908, July.
  21. Hao Shen & Mengying Xue & Zuo-Jun Max Shen, 2025. "Data-Driven Reliable Facility Location Design," Management Science, INFORMS, vol. 71(8), pages 7182-7199, August.
  22. Hongseok Namkoong & Yuanzhe Ma & Peter W. Glynn, 2026. "Minimax Optimal Estimation of Stability Under Distribution Shift," Operations Research, INFORMS, vol. 74(1), pages 464-483, January.
  23. Shen, Weijie & Ding, Hongjian & Zeng, Ming & Zhang, Xiaochun, 2025. "Optimal bidding strategy for integrated energy system participating in spot power market: A Wasserstein metric based DRO method," Energy, Elsevier, vol. 327(C).
  24. Miguel Angel Muñoz & Pierre Pinson & Jalal Kazempour, 2023. "Online decision making for trading wind energy," Computational Management Science, Springer, vol. 20(1), pages 1-31, December.
  25. Hsieh, Chung-Han, 2024. "On solving robust log-optimal portfolio: A supporting hyperplane approximation approach," European Journal of Operational Research, Elsevier, vol. 313(3), pages 1129-1139.
  26. Anand Deo & Karthyek Murthy, 2025. "The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization," Papers 2504.07728, arXiv.org.
  27. Tiffany (Tianhui) Cai & Hongseok Namkoong & Steve Yadlowsky, 2026. "Diagnosing Model Performance Under Distribution Shift," Operations Research, INFORMS, vol. 74(2), pages 898-916, March.
  28. Sadana, Utsav & Chenreddy, Abhilash & Delage, Erick & Forel, Alexandre & Frejinger, Emma & Vidal, Thibaut, 2025. "A survey of contextual optimization methods for decision-making under uncertainty," European Journal of Operational Research, Elsevier, vol. 320(2), pages 271-289.
  29. Xiaotie Chen & David L. Woodruff, 2023. "Software for Data-Based Stochastic Programming Using Bootstrap Estimation," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1218-1224, November.
  30. Man Yiu Tsang & Karmel S. Shehadeh & Frank E. Curtis & Beth R. Hochman & Tricia E. Brentjens, 2025. "Stochastic Optimization Approaches for an Operating Room and Anesthesiologist Scheduling Problem," Operations Research, INFORMS, vol. 73(3), pages 1430-1458, May.
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