In this paper, we propose a framework for robust optimization that relaxes the standard notion of robustness by allowing the decision maker to vary the protection level in a smooth way across the ...

Dimitris Bertsimas, David Gamarnik, Alexander Anatoliy Rikun, Performance Analysis of Queueing Networks via Robust Optimization, Operations Research, Vol. 59, No. 2 (March • April • 2011), pp. 455-466 ...

In this paper we focus on a linear optimization problem with uncertainties, having expectations in the objective and in the set of constraints. We present a modular framework to obtain an approximate ...

What is robust design optimization (RDO), and is it better than standard optimization? In this customer case, we describe a multi-disciplinary optimization of a turbocharger compressor from Ford Motor ...

Robust portfolios converge towards mean-variance portfolios at low uncertainty of asset returns. Robust portfolios converge towards risk-based portfolios at high uncertainty of asset returns. At ...