Publications

Preprints

Learning Decision-Focused Uncertainty Sets in Contextual Dynamic Optimization

I. Wang, A. Liang, B. Stellato. 

LROPT: A Package for Modeling and Learning Uncertainty Sets in Robust Optimization

I. Wang, A. Soloman, C. Becker, B. Van Parys, B. Stellato. Link: Github

(To be submitted to Mathematical Programming Computation)

Learning Decision-Focused Uncertainty Sets in Robust Optimization

I. Wang, C. Becker, B. Van Parys, B. Stellato.  Arxiv Preprint, 2023

Link: 2305.19225 (To be submitted to Operations Research)

Mean Robust Optimization

I. Wang, C. Becker, B. Van Parys, B. Stellato. Arxiv Preprint, 2022

Link: 2207.10820 (Under revision in Mathematical Programming)