A Machine Learning Approach to Two-Stage Adaptive Robust Optimization

no code implementations • 23 Jul 2023 • Dimitris Bertsimas, Cheol Woo Kim

We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets.

Optimal Control of Multiclass Fluid Queueing Networks: A Machine Learning Approach

no code implementations • 23 Jul 2023 • Dimitris Bertsimas, Cheol Woo Kim

We use numerical solutions of MFQNET control problems as a training set and apply OCT-H to learn explicit control policies.