Journal Articles
Mean Robust Optimization
I. Wang, C. Becker, B. Van Parys, and B. Stellato.
Links: arXiv, Github, Journal (Mathematical Programming, 2024)
The Benefit of Uncertainty Coupling in Robust and Adaptive Robust Optimization
D. Bertsimas, L. Na, B. Stellato, and I. Wang
Links: arXiv, Journal (INFORMS Journal on Optimization, 2024)
Preprints and Working Papers
Learning Decision-Focused Uncertainty Sets in Robust Optimization
I. Wang, C. Becker, B. Van Parys, and B. Stellato. arXiv Preprint, 2023
Link: arXiv, Github (submitted to Operations Research)
Data Compression for Fast Online Stochastic Optimization
M. Fochesato, I. Wang and B. Stellato. arXiv Preprint, 2025
Link: arXiv, Github (submitted to SIOPT)
LROPT: A Package for Modeling and Learning Uncertainty Sets in Robust Optimization
I. Wang, A. Soloman, C. Becker, B. Van Parys, and B. Stellato.
Link: Github (To be submitted to Mathematical Programming Computation)
Decision-Focused Uncertainty Sets in Optimal Power Flow
I. Wang, R. Mieth, and B. Stellato.
Link: Github (To be submitted to IEEE Transactions on Power Systems)
Learning Uncertainty Sets in Dynamic Optimization
I. Wang and B. Stellato. (To be submitted to Journal of Machine Learning Research)