The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good ...
In this paper, we propose an extended local search framework to solve combinatorial optimization problems with data uncertainty. Our approach represents a major departure from sce...
We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend ...
This paper proposes an iterative methodology for real-time robust mosaic topology inference. It tackles the problem of optimal feature selection (optimal sampling) for global estim...
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...