Optimization

Optimization under uncertainty, Data-driven optimization

Bahar Taşkesen, Dan Andrei Iancu, Çağil Koçyiğit, Daniel Kuhn (2025). Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control. Advances in Neural Information Processing Systems (NeurIPS).
PDF
Sergio Camelo-Gomez, Dragos F. Ciocan, Dan Andrei Iancu, Xavier Warnes, Spyros I. Zoumpoulis (2025). Optimized Targeted Confinements for Future Pandemic Response. Major revision at Operations Research.
PDF
Bahar Taşkesen, Dan Andrei Iancu, Çağil Koçyiğit, Daniel Kuhn (2025). Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control. Major revision at Management Science.
PDF
Sergio Camelo-Gomez, Joann F. De Zegher, Dan Andrei Iancu (2025). Stable and Profitable Trading Platforms for Smallholder Commodity Supply Chains. Major revision at Manufacturing & Service Operations Management.
PDF
Bahar Taşkesen, Dan Andrei Iancu, Çağil Koçyiğit, Daniel Kuhn (2023). Distributionally Robust Linear Quadratic Control. Advances in Neural Information Processing Systems (NeurIPS).
PDF
Dan Andrei Iancu, Nikolaos Trichakis, Do Young Yoon (2021). Monitoring with Limited Information. Management Science, vol. 67, no. 7, pp. 4233–4251.
PDF Online companion DOI
Yonatan Gur, Dan Andrei Iancu, Xavier Warnes (2021). Value Loss in Allocation Systems with Provider Guarantees. Management Science, vol. 67, no. 6, pp. 3757–3784.
PDF Replication code PDF DOI
Diana M. Negoescu, Kostas Bimpikis, Margaret L. Brandeau, Dan Andrei Iancu (2018). Dynamic Learning of Patient Response Types: An Application to Treating Chronic Diseases. Management Science, vol. 64, no. 8, pp. 3469–3488.
PDF Online companion DOI
Dan Andrei Iancu, Marek Petrik, Dharmashankar Subramanian (2015). Tight Approximations of Dynamic Risk Measures. Mathematics of Operations Research, vol. 40, no. 3, pp. 655–682.
PDF DOI
Erick Delage, Dan Andrei Iancu (2015). Robust Multi-stage Decision Making. TutORials in Operations Research: The Operations Research Revolution, pp. 20–46, INFORMS.
PDF Presentation slides
Dan Andrei Iancu, Nikolaos Trichakis (2014). Fairness and Efficiency in Multiportfolio Optimization. Operations Research, vol. 62, no. 6, pp. 1285–1301.
PDF Online companion Stanford Business Insights DOI
Dan Andrei Iancu, Nikolaos Trichakis (2014). Pareto Efficiency in Robust Optimization. Management Science, vol. 60, no. 1, pp. 130–147.
PDF DOI
Dan Andrei Iancu, Mayank Sharma, Maxim Sviridenko (2013). Supermodularity and Affine Policies in Dynamic Robust Optimization. Operations Research, vol. 61, no. 4, pp. 941–956.
PDF Online companion DOI
Dimitris Bertsimas, Dan Andrei Iancu, Dmitriy Katz-Rogozhnikov (2013). A New Local Search Algorithm for Binary Optimization. INFORMS Journal on Computing, vol. 25, no. 2, pp. 208–221.
PDF DOI
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2011). A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization. IEEE Transactions on Automatic Control, vol. 56, no. 12, pp. 2809–2824.
PDF DOI
Soumyadip Ghosh, Dan Andrei Iancu, Dmitriy Katz-Rogozhnikov, Dzung T. Phan, Mark S. Squillante (2011). Power Generation Management Under Time-Varying Power and Demand Conditions. Proceedings of the IEEE Power & Energy Society General Meeting, pp. 1–7.
PDF DOI
Dan Andrei Iancu (2010). Adaptive Robust Optimization with Applications in Inventory and Revenue Management. Ph.D. Thesis, Massachusetts Institute of Technology.
PDF
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2010). Optimality of Affine Policies in Multistage Robust Optimization. Mathematics of Operations Research, vol. 35, no. 2, pp. 363–394.
PDF DOI
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo (2009). Optimality of Affine Policies in Multi-stage Robust Optimization. Proceedings of the 48th IEEE Conference on Decision and Control (CDC), pp. 1131–1138.
PDF DOI