Vishal Gupta - Publications

Email: guptavis "at" usc "dot" edu

1.   Data-Pooling in Stochastic Optimization. with Nathan Kallus
Under Review (Submitted May 2019)
[Abstract]   [PDF]   [Code on GitHub]   [SSRN]

2.   The Value of Personalized Pricing. with Adam Elmachtoub and Michael Hamilton
Under Review (Updated Oct. 2018)
[Abstract]   [PDF]   [SSRN]
**Finalist in the 2018 INFORMS Service Science Best Paper Award**
**Accepted in The 15th Conference on Web and Internet Economics (WINE), 2019**

3.   Small-Data, Large-Scale Linear Optimization. with Paat Rusmevichientong
Management Science (Minor Revision)
[Abstract]   [PDF]   [Code on GitHub]   [SSRN]

4.   Maximizing Intervention Effectiveness. with Brian Rongqing Han, Song-Hee Kim, and Hyung Paek
Management Science (Forthcoming)
[Abstract]   [PDF]   [SSRN]
**Finalist in the 2018 Pierskalla Best Paper Award**
**Finalist in the 2018 POMS College of Healthcare and Operations Management (CHOM) Best Paper Competition**

5.   Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization.
Management Science, March 2019.
[Abstract]   [PDF]   [10.1287/mnsc.2018.3140]   [Code on GitHub]   [Optimization Online]

6.   Data-Driven Robust Optimization. with Dimitris Bertsimas and Nathan Kallus
Mathematical Programming, 25 February 2017
[Abstract]   [PDF]   [10.1007/s10107-017-1125-8]   [Code on GitHub]   [arXiv:1401.0212 (Older)]
**Finalist in the 2013 George Nicholson Student Paper Prize**

7.   Robust Sample Average Approximation. with Dimitris Bertsimas and Nathan Kallus
Mathematical Programming, 29 June 2017
[Abstract]   [PDF]   [doi:10.1007/s10107-017-1174-z]   [arXiv:1408.4445 (Older)]
**Winner of the 2013 MIT Operations Research Center Best Student Paper Award**

8.   A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation. with Dimitris Bertsimas, John D. Griffith, Mykel Kochenderfer, Velibor Misic, and Robert Moss
European Journal of Operations Research, 2017
[Abstract]   [PDF]   [doi:10.1016/j.ejor.2017.05.032]   [arXiv:1405.5498 (Older)]

9.   Data-Driven Estimation in Equilibrium Using Inverse Optimization. with Dimitris Bertsimas and Ioannis Ch. Paschalidis
Mathematical Programming September 2014, Issue 0025-5610
[Abstract]   [PDF]   [doi:10.1007/s10107-014-0819-4]   [Code on Github]   [arXiv:1308.3397]

10.   A Course on Advanced Software Tools for Operations Research and Analytics. with Iain Dunning, Angela King, Jerry Kung, Miles Lubin and Jon Silberholz
INFORMS Transactions on Education, January 2015, Vol. 15, Issue 2.
[Abstract]   [PDF]   [ited.2014.0131]   [e-companion]

11.   Inverse Optimization: A New Perspective on the Black-Litterman Model. with Dimitris Bertsimas and Ioannis Ch. Paschalidis
Operations Research, November/December 2012 vol. 60.
[Abstract]   [PDF]   [doi:10.1287/opre.1120.1115]

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