Recent advances in robust optimization: An overview

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

Natural Sciences, Mathematics, Optimization +15

Theory and Applications of Robust Optimization

David B. Brown, Constantine Caramanis, Dimitris Bertsimas · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 2.5K citations · Full text

Natural Sciences, Finance, Mathematics +12

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

Erick Delage, Yinyu Ye · Operations Research · 2010 · 1.9K citations

Business, Decision Sciences, Finance +16

Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem

Dimitris Bertsimas, Eugene Litvinov, Xu Andy Sun et al. · IEEE Transactions on Power Systems · 2012 · 1.6K citations

Natural Sciences, Mathematics, Optimization +15

Robust Unit Commitment With Wind Power and Pumped Storage Hydro

Ruiwei Jiang, Jianhui Wang, Yongpei Guan · IEEE Transactions on Power Systems · 2011 · 950 citations

Agriculture, Decision Sciences, Optimization +16