Adaptive Distributionally Robust Optimization

Dimitris Bertsimas
Dimitris Bertsimas
[email protected]
http://orcid.org/0000-0002-1985-1003
Massachusetts Institute of Technology, Cambridge, Massachusetts 02139
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,
Melvyn Sim
Corresponding Author
Melvyn Sim
[email protected]
http://orcid.org/0000-0001-9798-2482
Department of Analytics and Operations Research, NUS Business School, National University of Singapore, Singapore 119077
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,
Meilin Zhang
Meilin Zhang
[email protected]
SUSS Business School, Singapore University of Social Science, Singapore 599494
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Massachusetts Institute of Technology, Cambridge, Massachusetts 02139

Corresponding Author

Melvyn Sim

Department of Analytics and Operations Research, NUS Business School, National University of Singapore, Singapore 119077

Search for more papers by this author

Meilin Zhang

[email protected]

SUSS Business School, Singapore University of Social Science, Singapore 599494

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Published Online:9 May 2018https://doi.org/10.1287/mnsc.2017.2952

Supplemental Material

mnsc.2017.2952-sm.pdf (270 KB)

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Volume 65, Issue 2

February 2019

Pages v-vi, 459-954

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Received:March 05, 2016
Accepted:August 21, 2017
Published Online:May 09, 2018

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Dimitris Bertsimas, Melvyn Sim, Meilin Zhang (2018) Adaptive Distributionally Robust Optimization. Management Science 65(2):604-618.

https://doi.org/10.1287/mnsc.2017.2952

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