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Bertsimas, Dimitris John

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Author ID: bertsimas.dimitris-j Recent zbMATH articles by "Bertsimas, Dimitris John"
Published as: Bertsimas, D.; Bertsimas, Dimitris; Bertsimas, Dimitris J.; Bertsimas, Dimitris.
Homepage: http://www.mit.edu/~dbertsim/
External Links: MGP · Wikidata · ORCID · ResearchGate · dblp · GND
Documents Indexed: 182 Publications since 1988
all top 5

Co-Authors

6 single-authored
12 Teo, Chungpiaw
9 Paschalidis, Ioannis Ch.
9 Tsitsiklis, John N.
8 Odoni, Amedeo R.
6 Gamarnik, David
5 Goyal, Vineet
5 Gupta, Vishal
5 Natarajan, Karthik
5 Niño-Mora, José
5 Nohadani, Omid
4 Avram, Florin
4 Bandi, Chaithanya
4 Brown, David B.
4 Mišić, Velibor V.
4 Mourtzinou, Georgia
4 Sim, Melvyn
4 Van Parys, Bart P. G.
4 van Ryzin, Garrett J.
4 Vohra, Rakesh V.
3 Caramanis, Constantine
3 Doan, Xuan Vinh
3 Goemans, Michel X.
3 Jaillet, Patrick
3 Kallus, Nathan
3 King, Angela
3 Lulli, Guglielmo
3 Mazumder, Rahul
3 Nakazato, Daisuke
3 Nasrabadi, Ebrahim
3 Papaconstantinou, Xenophon A.
3 Pauphilet, Jean
3 Perakis, Georgia
3 Peterson, Michael D.
3 Sethuraman, Jayachandran
3 Vempala, Santosh S.
3 Youssef, Nataly
2 Aghassi, Michele
2 Berk, Lauren
2 Copenhaver, Martin S.
2 Dunning, Iain
2 Farias, Vivek F.
2 Georghiou, Angelos
2 Iancu, Dan Andrei
2 Kogan, Leonid
2 Korolko, Nikita
2 Li, Michael Lingzhi
2 Lo, Andrew W.
2 Luo, Xiaodong
2 Orlin, James B.
2 Pachamanova, Dessislava
2 Parrilo, Pablo A.
2 Popescu, Ioana
2 Shioda, Romy
2 Stock Patterson, Sarah
2 Sun, Xu Andy
2 Teo, Kwong Meng
2 Thiele, Aurélie C.
2 Trichakis, Nikolaos
2 Vranas, Peter B. M.
2 Weinstein, Alexander M.
1 Bandi, Michael Martin Chaithanya
1 Ben-Tal, Aharon
1 Berman, Oded
1 Bidkhori, Hoda
1 Bjarnadóttir, Margrét V.
1 Brynjolfsson, Erik
1 Cacchiani, Valentina
1 Chervi, Philippe
1 Chryssikou, Thalia
1 Cory-Wright, Ryan
1 Craft, David L.
1 de Boer, Sanne V.
1 de Ruiter, Frans J. C. T.
1 Delarue, Arthur
1 Demir, Ramazan
1 Dunn, Jack
1 Frankovich, Michael
1 Freund, Robert M.
1 Griffith, J. Daniel
1 Grigni, Michelangelo
1 Gupta, Shubham
1 Howell, Louis H.
1 Johnson, Mac
1 Kane, Michael A.
1 Keilson, Julian
1 Kochenderfer, Mykel J.
1 Kryder, J. Christian
1 Lamperski, Jourdain B.
1 Larson, Richard Charles
1 Lasserre, Jean-Bernard
1 Lauprete, Geoffrey J.
1 Lu, Brian Y.
1 Martin, Sébastien
1 Mersereau, Adam J.
1 Ng, Yeesian
1 O’Hair, Allison
1 Pandey, Rudra
1 Paskov, Ivan
1 Pawlowski, Colin
1 Reichman, Shachar
...and 17 more Co-Authors

Publications by Year

Citations contained in zbMATH

162 Publications have been cited 3,534 times in 2,196 Documents Cited by Year
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
450
2004
Theory and applications of robust optimization. Zbl 1233.90259
Bertsimas, Dimitris; Brown, David B.; Caramanis, Constantine
307
2011
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
246
2003
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
89
2004
Optimal inequalities in probability theory: A convex optimization approach. Zbl 1077.60020
Bertsimas, Dimitris; Popescu, Ioana
84
2005
A robust optimization approach to inventory theory. Zbl 1167.90314
Bertsimas, Dimitris; Thiele, Aurélie
77
2006
Constructing uncertainty sets for robust linear optimization. Zbl 1228.90061
Bertsimas, Dimitris; Brown, David B.
64
2009
A vehicle routing problem with stochastic demand. Zbl 0764.90030
Bertsimas, Dimitris J.
63
1992
Best subset selection via a modern optimization lens. Zbl 1335.62115
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul
57
2016
On the relation between option and stock prices: A convex optimization approach. Zbl 1163.91382
Bertsimas, Dimitris; Popescu, Ioana
56
2002
Algorithm for cardinality-constrained quadratic optimization. Zbl 1178.90262
Bertsimas, Dimitris; Shioda, Romy
52
2009
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
49
2008
A new generation of vehicle routing research: Robust algorithms, addressing uncertainty. Zbl 0855.90053
Bertsimas, Dimitris J.; Simchi-Levi, David
47
1996
A priori optimization. Zbl 0721.90062
Bertsimas, Dimitris J.; Jaillet, Patrick; Odoni, Amedeo R.
47
1990
Models for minimax stochastic linear optimization problems with risk aversion. Zbl 1218.90215
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; Teo, Chung-Piaw
43
2010
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
43
2006
Survivable networks, linear programming relaxations and the parsimonious property. Zbl 0790.90072
Goemans, Michel X.; Bertsimas, Dimitris J.
42
1993
Data-driven robust optimization. Zbl 1397.90298
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
41
2018
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
41
1993
A stochastic and dynamic vehicle routing problem in the Euclidean plane. Zbl 0736.90027
Bertsimas, Dimitris J.; van Ryzin, Garrett
41
1991
Optimality of affine policies in multistage robust optimization. Zbl 1218.90216
Bertsimas, Dimitris; Iancu, Dan A.; Parrilo, Pablo A.
39
2010
Robust game theory. Zbl 1134.91309
Aghassi, Michele; Bertsimas, Dimitris
38
2006
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
38
2004
A soft robust model for optimization under ambiguity. Zbl 1228.90060
Ben-Tal, Aharon; Bertsimas, Dimitris; Brown, David B.
34
2010
Finite adaptability in multistage linear optimization. Zbl 1368.90100
Bertsimas, Dimitris; Caramanis, Constantine
32
2010
On the power and limitations of affine policies in two-stage adaptive optimization. Zbl 1267.90083
Bertsimas, Dimitris; Goyal, Vineet
30
2012
Solving convex programs by random walks. Zbl 1204.90074
Bertsimas, Dimitris; Vempala, Santosh
28
2004
Stochastic and dynamic vehicle routing in the Euclidean plane with multiple capacitated vehicles. Zbl 0776.90018
van Ryzin, Garrett; Bertsimas, Dimitris J.
28
1993
Design of near optimal decision rules in multistage adaptive mixed-integer optimization. Zbl 1327.90126
Bertsimas, Dimitris; Georghiou, Angelos
27
2015
Tractable stochastic analysis in high dimensions via robust optimization. Zbl 1263.90001
Bandi, Michael Martin Chaithanya; Bertsimas, Dimitris
27
2012
A hierarchy of near-optimal policies for multistage adaptive optimization. Zbl 1368.93336
Bertsimas, Dimitris; Iancu, Dan Andrei; Parrilo, Pablo A.
27
2011
The air traffic flow management problem with enroute capacities. Zbl 0996.90010
Bertsimas, Dimitris; Stock Patterson, Sarah
27
1998
The price of fairness. Zbl 1217.91093
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
26
2011
Hedging derivative securities and incomplete markets: an \(\varepsilon\)-arbitrage approach. Zbl 1163.91381
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
25
2001
When is time continuous? Zbl 0976.91053
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
25
2001
Conservation laws, extended polymatroids and multiarmed bandit problems; a polyhedral approach to indexable systems. Zbl 0857.90055
Bertsimas, Dimitris; Niño-Mora, José
24
1996
Computational approaches to stochastic vehicle routing problems. Zbl 0853.90037
Bertsimas, Dimitris; Chervi, Philippe; Peterson, Michael
23
1995
An approximate dynamic programming approach to multidimensional knapsack problems. Zbl 1232.90322
Bertsimas, Dimitris; Demir, Ramazan
22
2002
Optimization of multiclass queueing networks: Polyhedral and nonlinear characterizations of achievable performance. Zbl 0797.60079
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
22
1994
On the power of robust solutions in two-stage stochastic and adaptive optimization problems. Zbl 1218.90141
Bertsimas, Dimitris; Goyal, Vineet
21
2010
Constrained stochastic LQC: a tractable approach. Zbl 1366.93699
Bertsimas, Dimitris; Brown, David B.
19
2007
Classification and regression via integer optimization. Zbl 1167.90593
Bertsimas, Dimitris; Shioda, Romy
19
2007
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization. Zbl 1218.90142
Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy
18
2011
Robust optimization for unconstrained simulation-based problems. Zbl 1226.90074
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
18
2010
Simulation-based booking limits for airline revenue management. Zbl 1165.90557
Bertsimas, Dimitris; De Boer, Sanne
18
2005
Semidefinite relaxations, multivariate normal distributions, and order statistics. Zbl 1052.90594
Bertsimas, Dimitris; Ye, Yinyu
18
1998
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
17
1995
Further results on the probabilistic traveling salesman problem. Zbl 0776.90082
Bertsimas, Dimitris; Howell, Louis H.
17
1993
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
17
1992
An analytic approach to a general class of G/G/s queueing systems. Zbl 0703.60092
Bertsimas, Dimitris
17
1990
Multistage robust mixed-integer optimization with adaptive partitions. Zbl 1348.90624
Bertsimas, Dimitris; Dunning, Iain
16
2016
OR forum: An algorithmic approach to linear regression. Zbl 1338.90272
Bertsimas, Dimitris; King, Angela
16
2016
A robust optimization approach to supply chain management. Zbl 1092.90521
Bertsimas, Dimitris; Thiele, Aurélie
16
2004
A new algorithm for state-constrained separated continuous linear programs. Zbl 0921.49023
Luo, Xiaodong; Bertsimas, Dimitris
16
1999
Probabilistic service level guarantees in make-to-stock manufacturing systems. Zbl 1163.90416
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.
15
2001
Locating discretionary service facilities. II: Maximizing market size, minimizing inconvenience. Zbl 0862.90086
Berman, Oded; Bertsimas, Dimitris; Larson, Richard C.
15
1995
The probabilistic minimum spanning tree problem. Zbl 0702.90089
Bertsimas, Dimitris J.
15
1990
Inverse optimization: a new perspective on the Black-Litterman model. Zbl 1260.91266
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
14
2012
Nonconvex robust optimization for problems with constraints. Zbl 1243.90176
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
14
2010
Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions. Zbl 1012.60082
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
14
2001
The distributional Little’s law and its applications. Zbl 0837.90048
Bertsimas, Dimitris; Nakazato, Daisuke
14
1995
Traveling salesman facility location problems. Zbl 0682.90039
Bertsimas, Dimitris J.
14
1989
Optimal classification trees. Zbl 06841416
Bertsimas, Dimitris; Dunn, Jack
13
2017
Least quantile regression via modern optimization. Zbl 1302.62154
Bertsimas, Dimitris; Mazumder, Rahul
13
2014
Robust and adaptive network flows. Zbl 1291.90046
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Stiller, Sebastian
13
2013
An integer optimization approach to large-scale air traffic flow management. Zbl 1218.90119
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
13
2011
Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds. Zbl 1077.90047
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
13
2004
Restless bandits, linear programming relaxations, and a primal-dual index heuristic. Zbl 1106.90383
Bertsimas, Dimitris; Niño-Mora, José
13
2000
Asymptotically optimal algorithms for job shop scheduling and packet routing. Zbl 0944.68006
Bertsimas, Dimitris; Gamarnik, David
13
1999
Rounding algorithms for covering problems. Zbl 0894.90121
Bertsimas, Dimitris; Vohra, Rakesh
13
1998
Simulated annealing. Zbl 0764.60073
Bertsimas, Dimitris; Tsitsiklis, John
13
1992
Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Zbl 1444.62094
Bertsimas, Dimitris; van Parys, Bart
12
2020
Robust queueing theory. Zbl 1327.90047
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
12
2015
Data-driven estimation in equilibrium using inverse optimization. Zbl 1334.49017
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
12
2015
Robust option pricing. Zbl 1339.91112
Bandi, Chaithanya; Bertsimas, Dimitris
12
2014
Large deviations analysis of the generalized processor sharing policy. Zbl 0937.68011
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
12
1999
Transient laws of non-stationary queueing systems and their applications. Zbl 0894.60087
Bertsimas, Dimitris; Mourtzinou, Georgia
12
1997
Robust sample average approximation. Zbl 1432.90168
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
11
2018
Characterization of the equivalence of robustification and regularization in linear and matrix regression. Zbl 1403.62040
Bertsimas, Dimitris; Copenhaver, Martin S.
11
2018
Persistence in discrete optimization under data uncertainty. Zbl 1130.90365
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
11
2006
From fluid relaxations to practical algorithms for job shop scheduling: The makespan objective. Zbl 1040.90014
Bertsimas, Dimitris; Sethuraman, Jay
11
2002
On dependent randomized rounding algorithms. Zbl 0954.90025
Bertsimas, Dimitris; Teo, Chungpiaw; Vohra, Rakesh
11
1999
On the large deviations behavior of acyclic networks of \(G/G/1\) queues. Zbl 0973.90012
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
11
1998
Asymptotic buffer overflow probabilities in multiclass multiplexers: An optimal control approach. Zbl 0949.93078
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
11
1998
Stability conditions for multiclass fluid queueing networks. Zbl 0870.90061
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
11
1996
Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem. Zbl 0733.90072
Goemans, Michel X.; Bertsimas, Dimitris J.
11
1991
Optimal design for multi-item auctions: a robust optimization approach. Zbl 1312.91054
Bandi, Chaithanya; Bertsimas, Dimitris
10
2014
A learning approach for interactive marketing to a customer segment. Zbl 1167.90552
Bertsimas, Dimitris; Mersereau, Adam J.
10
2007
Duality in two-stage adaptive linear optimization: faster computation and stronger bounds. Zbl 1348.90625
Bertsimas, Dimitris; de Ruiter, Frans J. C. T.
9
2016
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective. Zbl 1341.90094
Bertsimas, Dimitris; Bidkhori, Hoda
9
2015
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Zbl 1309.90121
Bertsimas, Dimitris; Goyal, Vineet; Lu, Brian Y.
9
2015
On the approximability of adjustable robust convex optimization under uncertainty. Zbl 1285.90021
Bertsimas, Dimitris; Goyal, Vineet
9
2013
Fairness, efficiency, and flexibility in organ allocation for kidney transplantation. Zbl 1268.91086
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
9
2013
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective. Zbl 1165.90449
Bertsimas, Dimitris; Gamarnik, David; Sethuraman, Jay
9
2003
The traffic flow management rerouting problem in air traffic control: A dynamic network flow approach. Zbl 0991.90516
Bertsimas, Dimitris; Patterson, Sarah Stock
9
2000
Moment problems and semidefinite optimization. Zbl 0957.90522
Bertsimas, Dimitris; Sethuraman, Jay
9
2000
The multi-airport ground-holding problem in air traffic control. Zbl 0925.90258
Vranas, Peter B.; Bertsimas, Dimitris J.; Odoni, Amedeo R.
9
1994
Stochastic and dynamic vehicle routing with general demand and interarrival time distributions. Zbl 0784.60016
Bertsimas, Dimitris J.; van Ryzin, Garrett
9
1993
Transient and busy period analysis of the GI/G/1 queue: The method of stages. Zbl 0743.60091
Bertsimas, Dimitris J.; Nakazato, Daisuke
9
1992
Binary decision rules for multistage adaptive mixed-integer optimization. Zbl 1391.90437
Bertsimas, Dimitris; Georghiou, Angelos
8
2018
Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Zbl 1444.62094
Bertsimas, Dimitris; van Parys, Bart
12
2020
Scalable holistic linear regression. Zbl 07204099
Bertsimas, Dimitris; Li, Michael Lingzhi
1
2020
Exact first-choice product line optimization. Zbl 1444.90071
Bertsimas, Dimitris; Mišić, Velibor V.
1
2019
Certifiably optimal sparse principal component analysis. Zbl 1435.62214
Berk, Lauren; Bertsimas, Dimitris
1
2019
Robust and stochastic formulations for ambulance deployment and dispatch. Zbl 1430.90057
Bertsimas, Dimitris; Ng, Yeesian
1
2019
Data-driven robust optimization. Zbl 1397.90298
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
41
2018
Robust sample average approximation. Zbl 1432.90168
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
11
2018
Characterization of the equivalence of robustification and regularization in linear and matrix regression. Zbl 1403.62040
Bertsimas, Dimitris; Copenhaver, Martin S.
11
2018
Binary decision rules for multistage adaptive mixed-integer optimization. Zbl 1391.90437
Bertsimas, Dimitris; Georghiou, Angelos
8
2018
Robust transient analysis of multi-server queueing systems and feed-forward networks. Zbl 1397.90104
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
3
2018
From predictive methods to missing data imputation: an optimization approach. Zbl 06982952
Bertsimas, Dimitris; Pawlowski, Colin; Zhuo, Ying Daisy
1
2018
Optimal classification trees. Zbl 06841416
Bertsimas, Dimitris; Dunn, Jack
13
2017
Logistic regression: from art to science. Zbl 1442.62166
Bertsimas, Dimitris; King, Angela
8
2017
Certifiably optimal low rank factor analysis. Zbl 1437.62216
Bertsimas, Dimitris; Copenhaver, Martin S.; Mazumder, Rahul
6
2017
Robust product line design. Zbl 1364.90353
Bertsimas, Dimitris; Mišić, Velibor V.
4
2017
A comparison of Monte Carlo tree search and rolling horizon optimization for large-scale dynamic resource allocation problems. Zbl 1380.91089
Bertsimas, Dimitris; Griffith, J. Daniel; Gupta, Vishal; Kochenderfer, Mykel J.; Mišić, Velibor V.
1
2017
Best subset selection via a modern optimization lens. Zbl 1335.62115
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul
57
2016
Multistage robust mixed-integer optimization with adaptive partitions. Zbl 1348.90624
Bertsimas, Dimitris; Dunning, Iain
16
2016
OR forum: An algorithmic approach to linear regression. Zbl 1338.90272
Bertsimas, Dimitris; King, Angela
16
2016
Duality in two-stage adaptive linear optimization: faster computation and stronger bounds. Zbl 1348.90625
Bertsimas, Dimitris; de Ruiter, Frans J. C. T.
9
2016
On the power of randomization in network interdiction. Zbl 1408.91038
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Orlin, James B.
8
2016
Decomposable Markov decision processes: A fluid optimization approach. Zbl 1354.90164
Bertsimas, Dimitris; Mišić, Velibor V.
1
2016
Design of near optimal decision rules in multistage adaptive mixed-integer optimization. Zbl 1327.90126
Bertsimas, Dimitris; Georghiou, Angelos
27
2015
Robust queueing theory. Zbl 1327.90047
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
12
2015
Data-driven estimation in equilibrium using inverse optimization. Zbl 1334.49017
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
12
2015
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective. Zbl 1341.90094
Bertsimas, Dimitris; Bidkhori, Hoda
9
2015
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Zbl 1309.90121
Bertsimas, Dimitris; Goyal, Vineet; Lu, Brian Y.
9
2015
The power of optimization over randomization in designing experiments involving small samples. Zbl 1329.90078
Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan
5
2015
Robust fluid processing networks. Zbl 1360.90044
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Paschalidis, Ioannis Ch.
3
2015
Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach. Zbl 1357.90174
Bertsimas, Dimitris; Takeda, Akiko
1
2015
Least quantile regression via modern optimization. Zbl 1302.62154
Bertsimas, Dimitris; Mazumder, Rahul
13
2014
Robust option pricing. Zbl 1339.91112
Bandi, Chaithanya; Bertsimas, Dimitris
12
2014
Optimal design for multi-item auctions: a robust optimization approach. Zbl 1312.91054
Bandi, Chaithanya; Bertsimas, Dimitris
10
2014
Dynamic resource allocation: a flexible and tractable modeling framework. Zbl 1338.90158
Bertsimas, Dimitris; Gupta, Shubham; Lulli, Guglielmo
5
2014
Robust and adaptive network flows. Zbl 1291.90046
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Stiller, Sebastian
13
2013
On the approximability of adjustable robust convex optimization under uncertainty. Zbl 1285.90021
Bertsimas, Dimitris; Goyal, Vineet
9
2013
Fairness, efficiency, and flexibility in organ allocation for kidney transplantation. Zbl 1268.91086
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
9
2013
A hybrid approach to beam angle optimization in intensity-modulated radiation therapy. Zbl 1348.90661
Bertsimas, D.; Cacchiani, V.; Craft, D.; Nohadani, O.
8
2013
An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems. Zbl 1273.90198
Bertsimas, Dimitris; Freund, Robert M.; Sun, Xu Andy
4
2013
Learning preferences under noise and loss aversion: an optimization approach. Zbl 1291.90302
Bertsimas, Dimitris; O’Hair, Allison
2
2013
On the power and limitations of affine policies in two-stage adaptive optimization. Zbl 1267.90083
Bertsimas, Dimitris; Goyal, Vineet
30
2012
Tractable stochastic analysis in high dimensions via robust optimization. Zbl 1263.90001
Bandi, Michael Martin Chaithanya; Bertsimas, Dimitris
27
2012
Inverse optimization: a new perspective on the Black-Litterman model. Zbl 1260.91266
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
14
2012
Theory and applications of robust optimization. Zbl 1233.90259
Bertsimas, Dimitris; Brown, David B.; Caramanis, Constantine
307
2011
A hierarchy of near-optimal policies for multistage adaptive optimization. Zbl 1368.93336
Bertsimas, Dimitris; Iancu, Dan Andrei; Parrilo, Pablo A.
27
2011
The price of fairness. Zbl 1217.91093
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
26
2011
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization. Zbl 1218.90142
Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy
18
2011
An integer optimization approach to large-scale air traffic flow management. Zbl 1218.90119
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
13
2011
Performance analysis of queueing networks via robust optimization. Zbl 1233.90110
Bertsimas, Dimitris; Gamarnik, David; Rikun, Alexander Anatoliy
6
2011
Optimal selection of airport runway configurations. Zbl 1241.90078
Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo
2
2011
Models for minimax stochastic linear optimization problems with risk aversion. Zbl 1218.90215
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; Teo, Chung-Piaw
43
2010
Optimality of affine policies in multistage robust optimization. Zbl 1218.90216
Bertsimas, Dimitris; Iancu, Dan A.; Parrilo, Pablo A.
39
2010
A soft robust model for optimization under ambiguity. Zbl 1228.90060
Ben-Tal, Aharon; Bertsimas, Dimitris; Brown, David B.
34
2010
Finite adaptability in multistage linear optimization. Zbl 1368.90100
Bertsimas, Dimitris; Caramanis, Constantine
32
2010
On the power of robust solutions in two-stage stochastic and adaptive optimization problems. Zbl 1218.90141
Bertsimas, Dimitris; Goyal, Vineet
21
2010
Robust optimization for unconstrained simulation-based problems. Zbl 1226.90074
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
18
2010
Nonconvex robust optimization for problems with constraints. Zbl 1243.90176
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
14
2010
Robust optimization with simulated annealing. Zbl 1198.90402
Bertsimas, Dimitris; Nohadani, Omid
8
2010
Robust and data-driven approaches to call centers. Zbl 1206.90021
Bertsimas, Dimitris; Doan, Xuan Vinh
5
2010
Constructing uncertainty sets for robust linear optimization. Zbl 1228.90061
Bertsimas, Dimitris; Brown, David B.
64
2009
Algorithm for cardinality-constrained quadratic optimization. Zbl 1178.90262
Bertsimas, Dimitris; Shioda, Romy
52
2009
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
49
2008
The air traffic flow management problem: An integer optimization approach. Zbl 1143.90358
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
5
2008
Algorithmic prediction of health-care costs. Zbl 1167.91406
Bertsimas, Dimitris; Bjarnadóttir, Margrét V.; Kane, Michael A.; Kryder, J. Christian; Pandey, Rudra; Vempala, Santosh; Wang, Grant
4
2008
Approximating integrals of multivariate exponentials: A moment approach. Zbl 1160.65009
Bertsimas, Dimitris; Doan, Xuan Vinh; Lasserre, Jean
3
2008
Constrained stochastic LQC: a tractable approach. Zbl 1366.93699
Bertsimas, Dimitris; Brown, David B.
19
2007
Classification and regression via integer optimization. Zbl 1167.90593
Bertsimas, Dimitris; Shioda, Romy
19
2007
A learning approach for interactive marketing to a customer segment. Zbl 1167.90552
Bertsimas, Dimitris; Mersereau, Adam J.
10
2007
A semidefinite optimization approach to the steady-state analysis of queueing systems. Zbl 1165.90387
Bertsimas, Dimitris; Natarajan, Karthik
8
2007
A robust optimization approach to inventory theory. Zbl 1167.90314
Bertsimas, Dimitris; Thiele, Aurélie
77
2006
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
43
2006
Robust game theory. Zbl 1134.91309
Aghassi, Michele; Bertsimas, Dimitris
38
2006
Persistence in discrete optimization under data uncertainty. Zbl 1130.90365
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
11
2006
Solving asymmetric variational inequalities via convex optimization. Zbl 1254.49003
Aghassi, Michele; Bertsimas, Dimitris; Perakis, Georgia
8
2006
Tight bounds on expected order statistics. Zbl 1110.62063
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
7
2006
Dynamic pricing: a learning approach. Zbl 1115.90061
Bertsimas, Dimitris; Perakis, Georgia
7
2006
Bounds on linear PDEs via semidefinite optimization. Zbl 1099.90063
Bertsimas, Dimitris; Caramanis, Constantine
6
2006
Optimal inequalities in probability theory: A convex optimization approach. Zbl 1077.60020
Bertsimas, Dimitris; Popescu, Ioana
84
2005
Simulation-based booking limits for airline revenue management. Zbl 1165.90557
Bertsimas, Dimitris; De Boer, Sanne
18
2005
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
450
2004
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
89
2004
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
38
2004
Solving convex programs by random walks. Zbl 1204.90074
Bertsimas, Dimitris; Vempala, Santosh
28
2004
A robust optimization approach to supply chain management. Zbl 1092.90521
Bertsimas, Dimitris; Thiele, Aurélie
16
2004
Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds. Zbl 1077.90047
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
13
2004
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
246
2003
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective. Zbl 1165.90449
Bertsimas, Dimitris; Gamarnik, David; Sethuraman, Jay
9
2003
On the relation between option and stock prices: A convex optimization approach. Zbl 1163.91382
Bertsimas, Dimitris; Popescu, Ioana
56
2002
An approximate dynamic programming approach to multidimensional knapsack problems. Zbl 1232.90322
Bertsimas, Dimitris; Demir, Ramazan
22
2002
From fluid relaxations to practical algorithms for job shop scheduling: The makespan objective. Zbl 1040.90014
Bertsimas, Dimitris; Sethuraman, Jay
11
2002
Hedging derivative securities and incomplete markets: an \(\varepsilon\)-arbitrage approach. Zbl 1163.91381
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
25
2001
When is time continuous? Zbl 0976.91053
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
25
2001
Probabilistic service level guarantees in make-to-stock manufacturing systems. Zbl 1163.90416
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.
15
2001
Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions. Zbl 1012.60082
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
14
2001
Multistage lot sizing problems via randomized rounding. Zbl 1163.90720
Teo, Chung-Piaw; Bertsimas, Dimitris
6
2001
Restless bandits, linear programming relaxations, and a primal-dual index heuristic. Zbl 1106.90383
Bertsimas, Dimitris; Niño-Mora, José
13
2000
The traffic flow management rerouting problem in air traffic control: A dynamic network flow approach. Zbl 0991.90516
Bertsimas, Dimitris; Patterson, Sarah Stock
9
2000
Moment problems and semidefinite optimization. Zbl 0957.90522
Bertsimas, Dimitris; Sethuraman, Jay
9
2000
A new algebraic geometry algorithm for integer programming. Zbl 1231.13026
Bertsimas, Dimitris; Perakis, Georgia; Tayur, Sridhar
5
2000
A new algorithm for state-constrained separated continuous linear programs. Zbl 0921.49023
Luo, Xiaodong; Bertsimas, Dimitris
16
1999
...and 62 more Documents
all top 5

Cited by 3,763 Authors

68 Bertsimas, Dimitris John
27 Jeyakumar, Vaithilingam
22 Goerigk, Marc
22 Li, Guoyin
21 Kuhn, Daniel
19 Poss, Michael
16 den Hertog, Dick
16 Schöbel, Anita
14 Murat, Cécile
14 Wiesemann, Wolfram
12 Ben-Tal, Aharon
12 Pinar, Mustafa Çelebi
12 Thiele, Aurélie C.
11 Atamtürk, Alper
11 Chassein, André B.
11 Chuong, Thai Doan
11 Koster, Arie M. C. A.
11 Whitt, Ward
10 Escudero, Laureano Fernando
10 Paschos, Vangelis Th.
10 Penrose, Mathew D.
10 Sun, Jie
10 Teo, Chungpiaw
9 Buchheim, Christoph
9 Carrizosa, Emilio
9 Kasperski, Adam
9 Mehrotra, Sanjay
9 Natarajan, Karthik
9 Puerto Albandoz, Justo
9 Sim, Melvyn
9 Williamson, David P.
9 Zieliński, Paweł
8 Alonso-Ayuso, Antonio
8 Bauso, Dario
8 Chan, Timothy C. Y.
8 Gabrel, Virginie
8 Gendreau, Michel
8 Georghiou, Angelos
8 Gotoh, Jun-ya
8 Hanasusanto, Grani A.
8 Laporte, Gilbert
8 Lasserre, Jean-Bernard
8 Lee, Gue Myung
8 Nace, Dritan
8 Pardalos, Panos M.
8 Rustem, Berc
8 Takano, Yuichi
8 Xu, Huifu
8 Ye, Yinyu
8 Zuluaga, Luis Fernando
7 Boyd, Stephen Poythress
7 Garatti, Simone
7 Goberna, Miguel Angel
7 Goyal, Vineet
7 Kurtz, Jannis
7 Lam, Henry
7 Li, Duan
7 Tsitsiklis, John N.
7 Weiss, Gideon
7 Yukich, Joseph Elliott
6 Álvarez-Miranda, Eduardo
6 Averbakh, Igor
6 Berman, Oded
6 Büsing, Christina
6 Fernández, Elena
6 Gamarnik, David
6 Goemans, Michel X.
6 Jaillet, Patrick
6 Klopfenstein, Olivier
6 Kwon, Roy H.
6 Ling, Aifan
6 Mazumder, Rahul
6 Pesenti, Raffaele
6 Uryasev, Stan
6 Van Parys, Bart P. G.
6 Vielma, Juan Pablo
6 Yao, Tao
5 Aswani, Anil
5 Bertazzi, Luca
5 Bierlaire, Michel
5 Bruneel, Herwig
5 Campi, Marco Claudio
5 Chen, Zhiping
5 Ghate, Archis
5 Goulart, Paul J.
5 Jiang, Ruiwei
5 Kutschka, Manuel
5 Lee, Kyungsik
5 Liu, Yongchao
5 López-Cerdá, Marco Antonio
5 Lygeros, John
5 Mannor, Shie
5 Mišić, Velibor V.
5 Miyazawa, Masakiyo
5 Nohadani, Omid
5 Ordóñez, Fernando
5 Ouorou, Adam
5 Paschalidis, Ioannis Ch.
5 Perakis, Georgia
5 Postek, Krzysztof
...and 3,663 more Authors
all top 5

Cited in 248 Serials

326 European Journal of Operational Research
120 Computers & Operations Research
115 Mathematical Programming. Series A. Series B
90 Operations Research
78 Operations Research Letters
78 Annals of Operations Research
52 Queueing Systems
49 Optimization Letters
41 SIAM Journal on Optimization
40 Journal of Global Optimization
38 Journal of Optimization Theory and Applications
34 The Annals of Applied Probability
34 INFORMS Journal on Computing
31 OR Spectrum
29 Automatica
29 Computational Optimization and Applications
28 Discrete Applied Mathematics
26 Mathematics of Operations Research
25 Applied Mathematical Modelling
25 Computational Management Science
21 Mathematical Problems in Engineering
20 Optimization
17 Journal of Scheduling
16 Optimization and Engineering
15 Applied Mathematics and Computation
15 Journal of Computational and Applied Mathematics
15 Networks
15 Networks and Spatial Economics
15 Discrete Optimization
13 Mathematical Methods of Operations Research
13 Journal of Combinatorial Optimization
13 Journal of Industrial and Management Optimization
13 EURO Journal on Computational Optimization
12 Statistical Science
12 Top
12 International Transactions in Operational Research
12 Optimization Methods & Software
12 RAIRO. Operations Research
12 Quantitative Finance
11 Theoretical Computer Science
11 Discrete Dynamics in Nature and Society
10 Stochastic Processes and their Applications
10 Stochastic Systems
9 Journal of Applied Probability
9 Insurance Mathematics & Economics
9 Journal of Applied Mathematics
9 JMMA. Journal of Mathematical Modelling and Algorithms
9 4OR
8 Advances in Applied Probability
8 Discrete Event Dynamic Systems
8 CEJOR. Central European Journal of Operations Research
8 Stochastic Models
7 Systems & Control Letters
7 Algorithmica
7 Journal of Economic Dynamics & Control
7 Journal of Machine Learning Research (JMLR)
7 Mathematics and Financial Economics
7 Mathematical Programming Computation
6 Information Processing Letters
6 Naval Research Logistics
6 Asia-Pacific Journal of Operational Research
6 Mathematical and Computer Modelling
6 Machine Learning
6 Computational Statistics and Data Analysis
5 International Journal of Control
5 Journal of Mathematical Analysis and Applications
5 The Annals of Probability
5 Fuzzy Sets and Systems
5 Statistics & Probability Letters
5 International Journal of Production Research
5 Acta Mathematicae Applicatae Sinica. English Series
5 SIAM Journal on Discrete Mathematics
5 Japan Journal of Industrial and Applied Mathematics
5 SIAM Review
5 International Journal of Robust and Nonlinear Control
5 Cybernetics and Systems Analysis
5 Computational and Applied Mathematics
5 International Journal of Theoretical and Applied Finance
5 Probability in the Engineering and Informational Sciences
5 North American Actuarial Journal
5 Journal of the Operations Research Society of China
4 The Annals of Statistics
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Stochastic Analysis and Applications
4 Probability Theory and Related Fields
4 Finance and Stochastics
4 Positivity
4 Journal of Inequalities and Applications
4 Journal of Systems Science and Complexity
4 Asia-Pacific Financial Markets
4 Science China. Mathematics
3 Computers & Mathematics with Applications
3 Journal of the Franklin Institute
3 Information Sciences
3 Journal of Econometrics
3 Numerical Functional Analysis and Optimization
3 SIAM Journal on Control and Optimization
3 Journal of Theoretical Probability
3 Numerical Algorithms
3 Games and Economic Behavior
...and 148 more Serials
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Cited in 42 Fields

1,778 Operations research, mathematical programming (90-XX)
437 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
255 Probability theory and stochastic processes (60-XX)
184 Computer science (68-XX)
161 Statistics (62-XX)
115 Systems theory; control (93-XX)
108 Numerical analysis (65-XX)
79 Calculus of variations and optimal control; optimization (49-XX)
75 Combinatorics (05-XX)
23 Biology and other natural sciences (92-XX)
19 Convex and discrete geometry (52-XX)
17 Information and communication theory, circuits (94-XX)
13 Linear and multilinear algebra; matrix theory (15-XX)
13 Partial differential equations (35-XX)
8 Statistical mechanics, structure of matter (82-XX)
5 Dynamical systems and ergodic theory (37-XX)
5 Approximations and expansions (41-XX)
5 Functional analysis (46-XX)
5 Mechanics of deformable solids (74-XX)
5 Fluid mechanics (76-XX)
4 Measure and integration (28-XX)
4 Integral transforms, operational calculus (44-XX)
4 Operator theory (47-XX)
3 Commutative algebra (13-XX)
3 Algebraic geometry (14-XX)
3 Geophysics (86-XX)
2 History and biography (01-XX)
2 Real functions (26-XX)
2 Functions of a complex variable (30-XX)
2 Geometry (51-XX)
2 Optics, electromagnetic theory (78-XX)
1 General and overarching topics; collections (00-XX)
1 Mathematical logic and foundations (03-XX)
1 Number theory (11-XX)
1 Field theory and polynomials (12-XX)
1 Associative rings and algebras (16-XX)
1 Ordinary differential equations (34-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)

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