{"id":"https://openalex.org/W3016155920","doi":"https://doi.org/10.1109/cdc42340.2020.9303863","title":"Nonparametric Estimation of Uncertainty Sets for Robust Optimization","display_name":"Nonparametric Estimation of Uncertainty Sets for Robust Optimization","publication_year":2020,"publication_date":"2020-12-14","ids":{"openalex":"https://openalex.org/W3016155920","doi":"https://doi.org/10.1109/cdc42340.2020.9303863","mag":"3016155920"},"language":"en","primary_location":{"id":"doi:10.1109/cdc42340.2020.9303863","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc42340.2020.9303863","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 59th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2004.03069","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040312918","display_name":"Polina Alexeenko","orcid":null},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Polina Alexeenko","raw_affiliation_strings":["School of Electrical and Computer Engineering, Cornell Univ., Ithaca, NY, USA","Cornell University,School of Electrical and Computer Engineering,Ithaca,NY,USA,14853"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Electrical and Computer Engineering, Cornell Univ., Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"Cornell University,School of Electrical and Computer Engineering,Ithaca,NY,USA,14853","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071680590","display_name":"Eilyan Bitar","orcid":"https://orcid.org/0000-0002-5659-5969"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Eilyan Bitar","raw_affiliation_strings":["School of Electrical and Computer Engineering, Cornell Univ., Ithaca, NY, USA","cornell University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Electrical and Computer Engineering, Cornell Univ., Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"cornell University","institution_ids":["https://openalex.org/I205783295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I205783295"],"apc_list":null,"apc_paid":null,"fwci":0.1797,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.53791898,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1196","last_page":"1203"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9968000054359436,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.7985227108001709},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7476091384887695},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6213024258613586},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5971640348434448},{"id":"https://openalex.org/keywords/joint-probability-distribution","display_name":"Joint probability distribution","score":0.566152036190033},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.5438876152038574},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.5292743444442749},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.5093844532966614},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.5021343231201172},{"id":"https://openalex.org/keywords/probability-mass-function","display_name":"Probability mass function","score":0.453593909740448},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.446181982755661},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4358215630054474},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.37923872470855713},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33085620403289795},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22023287415504456}],"concepts":[{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.7985227108001709},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7476091384887695},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6213024258613586},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5971640348434448},{"id":"https://openalex.org/C18653775","wikidata":"https://www.wikidata.org/wiki/Q1333358","display_name":"Joint probability distribution","level":2,"score":0.566152036190033},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.5438876152038574},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.5292743444442749},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.5093844532966614},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.5021343231201172},{"id":"https://openalex.org/C197096303","wikidata":"https://www.wikidata.org/wiki/Q869887","display_name":"Probability mass function","level":3,"score":0.453593909740448},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.446181982755661},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4358215630054474},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.37923872470855713},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33085620403289795},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22023287415504456},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1109/cdc42340.2020.9303863","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc42340.2020.9303863","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 59th IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:arXiv.org:2004.03069","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2004.03069","pdf_url":"https://arxiv.org/pdf/2004.03069","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3016155920","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/2004.03069.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.2004.03069","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2004.03069","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2004.03069","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2004.03069","pdf_url":"https://arxiv.org/pdf/2004.03069","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2600827254","display_name":null,"funder_award_id":"ECCS-1351621","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6786663224","display_name":null,"funder_award_id":"IIP-1632124","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6803364981","display_name":"CAREER: Cyber-security of Electric Power Systems: Theft and Systemic Failure","funder_award_id":"1351621","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G867093264","display_name":"PFI:BIC - Energy Smart Community - Leveraging Virtual Storage to Turn Advanced Metering Infrastructure into a Smart Service System","funder_award_id":"1632124","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8921332449","display_name":null,"funder_award_id":"1351621","funder_id":"https://openalex.org/F4320337392","funder_display_name":"Division of Electrical, Communications and Cyber Systems"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320337392","display_name":"Division of Electrical, Communications and Cyber Systems","ror":"https://ror.org/01krpsy48"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3016155920.pdf","grobid_xml":"https://content.openalex.org/works/W3016155920.grobid-xml"},"referenced_works_count":53,"referenced_works":["https://openalex.org/W66371144","https://openalex.org/W103594849","https://openalex.org/W760153864","https://openalex.org/W1484551447","https://openalex.org/W1542523037","https://openalex.org/W1567070076","https://openalex.org/W1574634603","https://openalex.org/W1595409123","https://openalex.org/W1867531623","https://openalex.org/W1967452588","https://openalex.org/W1967729795","https://openalex.org/W1968355947","https://openalex.org/W1976466849","https://openalex.org/W1983609582","https://openalex.org/W1989755892","https://openalex.org/W1999732675","https://openalex.org/W2003777645","https://openalex.org/W2005678164","https://openalex.org/W2006041100","https://openalex.org/W2009288137","https://openalex.org/W2014838276","https://openalex.org/W2022840043","https://openalex.org/W2049606892","https://openalex.org/W2060918050","https://openalex.org/W2067129409","https://openalex.org/W2080717363","https://openalex.org/W2083350518","https://openalex.org/W2085828897","https://openalex.org/W2092660864","https://openalex.org/W2094435766","https://openalex.org/W2096011304","https://openalex.org/W2099506495","https://openalex.org/W2102538225","https://openalex.org/W2103201064","https://openalex.org/W2109169614","https://openalex.org/W2109427113","https://openalex.org/W2131295967","https://openalex.org/W2132870739","https://openalex.org/W2134925370","https://openalex.org/W2136440798","https://openalex.org/W2157506811","https://openalex.org/W2406551241","https://openalex.org/W2504767107","https://openalex.org/W2568974444","https://openalex.org/W2798344481","https://openalex.org/W2899702797","https://openalex.org/W2963450292","https://openalex.org/W2964100187","https://openalex.org/W3106992008","https://openalex.org/W4251616545","https://openalex.org/W6602677051","https://openalex.org/W6679871658","https://openalex.org/W6680589873"],"related_works":["https://openalex.org/W3120319067","https://openalex.org/W7639229","https://openalex.org/W2559852639","https://openalex.org/W145104894","https://openalex.org/W3129284405","https://openalex.org/W2582129910","https://openalex.org/W3036332583","https://openalex.org/W3214610920","https://openalex.org/W2953922936","https://openalex.org/W2780035115","https://openalex.org/W1693992350","https://openalex.org/W2146242355","https://openalex.org/W2289072639","https://openalex.org/W338354781","https://openalex.org/W339669337","https://openalex.org/W3012416827","https://openalex.org/W3042065418","https://openalex.org/W2951368259","https://openalex.org/W3099438294","https://openalex.org/W2947133996"],"abstract_inverted_index":{"We":[0],"investigate":[1],"a":[2,41,55,60,114],"data-driven":[3],"approach":[4],"to":[5,44,53,75,87,94,97],"constructing":[6],"uncertainty":[7,46,104],"sets":[8,47,105],"for":[9,113],"robust":[10,110],"optimization":[11,111],"problems,":[12],"where":[13],"the":[14,88,99],"uncertain":[15],"problem":[16],"parameters":[17],"are":[18,72],"modeled":[19],"as":[20],"random":[21],"variables":[22],"whose":[23,48],"joint":[24],"probability":[25,49,86],"distribution":[26],"is":[27,51],"not":[28],"known.":[29],"Relying":[30],"only":[31],"on":[32],"independent":[33],"samples":[34],"drawn":[35],"from":[36],"this":[37],"distribution,":[38],"we":[39,70],"provide":[40],"nonparametric":[42,67],"method":[43],"estimate":[45],"mass":[50,58],"guaranteed":[52],"approximate":[54],"given":[56,61,89],"target":[57,90],"within":[59],"tolerance":[62],"with":[63],"high":[64],"confidence.":[65],"The":[66],"estimators":[68,101],"that":[69,81,106],"consider":[71],"also":[73],"shown":[74],"obey":[76],"distribution-free":[77],"finite-sample":[78],"performance":[79],"bounds":[80],"imply":[82],"their":[83],"convergence":[84],"in":[85,103],"mass.":[91],"In":[92],"addition":[93],"being":[95],"efficient":[96],"compute,":[98],"proposed":[100],"result":[102],"yield":[107],"computationally":[108],"tractable":[109],"problems":[112],"large":[115],"family":[116],"of":[117],"constraint":[118],"functions.":[119]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-03T08:13:44.112507","created_date":"2025-10-10T00:00:00"}