Vishal Gupta - Research

Email: guptavis "at" usc "dot" edu

› Publications

1) The Value of Personalized Pricing with Adam Elmachtoub and Michael Hamilton
Under Review
[Abstract]  [PDF]  [SSRN]

2) Small-Data, Large-Scale Linear Optimization with Paat Rusmevichientong
Under Review
[Abstract]  [PDF]  [Code on GitHub]  [SSRN]

3) Maximizing Intervention Effectiveness with Brian Rongqing Han, Song-Hee Kim, and Hyung Paek
Under Review
[Abstract]  [PDF]  [SSRN]

4) Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization
(Updated Jan 2018) Under Review
[Abstract]  [PDF]  [Code on GitHub]  [Optimization Online]

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

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

7) 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)]

8) 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]

9) 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]

10) 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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