Journal Articles and Preprints
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)
Learning Decision-Focused Uncertainty Sets in Robust Optimization
I. Wang, C. Becker, B. Van Parys, and B. Stellato. arXiv Preprint, 2025
Link: arXiv, Github (under review in JMLR)
Fast Online Distributionally Robust Optimization via Data Compression
M. Fochesato, I. Wang and B. Stellato. arXiv Preprint, 2025
Link: arXiv, Github (under review in INFORMS Journal on Computing)
Working Papers
CVXRO: A Package for Convex Optimization Under Uncertainty
I. Wang, A. Soloman, and B. Stellato.
Link: Github
Learning Dynamic Uncertainty Sets in Energy Operations
I. Wang, R. Mieth, and B. Stellato.
Designing “Optimal” Uncertainty Sets for Robust Optimization
I. Wang, E. Sharifian, D. Kuhn, and B. Stellato.
Low-Rank Distributionally Robust Optimization
I. Wang, A. Selvi, P. Hausner, and B. Stellato