David Love

Data-DrivenWater Allocation under Climate Uncertainty: A Distributionally Robust Approach

  • Güzin Bayraksan
  • David Love
  • Jangho Park
    • Categories Civil and Environmental Engineering, Robust Optimization, Stochastic Programming Tags , , , ,

    This paper investigates the application of techniques from distributionally robust optimization (DRO) to water allocation under future uncertainty. Specifically, we look at a rapidly-developing area of Tucson, Arizona. Tucson, like many arid and semi-arid regions around the world, faces considerable uncertainty in its ability to provide water for its citizens in the future. The main … Read more

    Phi-Divergence Constrained Ambiguous Stochastic Programs for Data-Driven Optimization

  • Güzin Bayraksan
  • David Love
    • Categories Stochastic Programming Tags , , ,

    This paper investigates the use of phi-divergences in ambiguous (or distributionally robust) two-stage stochastic programs. Classical stochastic programming assumes the distribution of uncertain parameters are known. However, the true distribution is unknown in many applications. Especially in cases where there is little data or not much trust in the data, an ambiguity set of distributions … Read more