Melvyn Sim

According to our database1, Melvyn Sim authored at least 46 papers between 2003 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:



Goal scoring, coherent loss and applications to machine learning.
Math. Program., 2020

Robust Stochastic Optimization Made Easy with RSOME.
Manag. Sci., 2020

Mitigating Interdiction Risk with Fortification.
Oper. Res., 2020

Routing optimization with time windows under uncertainty.
Math. Program., 2019

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach.
Manag. Sci., 2019

Adaptive Distributionally Robust Optimization.
Manag. Sci., 2019

Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets.
Oper. Res., 2019

Asymmetry and Ambiguity in Newsvendor Models.
Manag. Sci., 2018

Adjustable Robust Optimization via Fourier-Motzkin Elimination.
Oper. Res., 2018

Routing Optimization Under Uncertainty.
Oper. Res., 2016

A Robust Optimization Model for Managing Elective Admission in a Public Hospital.
Oper. Res., 2015

Managing Underperformance Risk in Project Portfolio Selection.
Oper. Res., 2015

On Dynamic Decision Making to Meet Consumption Targets.
Oper. Res., 2015

Distributionally Robust Convex Optimization.
Oper. Res., 2014

The Coherent Loss Function for Classification.
Proceedings of the 31th International Conference on Machine Learning, 2014

Multiple Objectives Satisficing Under Uncertainty.
Oper. Res., 2013

Aspirational Preferences and Their Representation by Risk Measures.
Manag. Sci., 2012

Robust Storage Assignment in Unit-Load Warehouses.
Manag. Sci., 2012

Portfolio value-at-risk optimization for asymmetrically distributed asset returns.
Eur. J. Oper. Res., 2012

Location and Routing Models for Emergency Response Plans with Priorities.
Proceedings of the Future Security - 7th Security Research Conference, 2012

Robust Optimization Made Easy with ROME.
Oper. Res., 2011

Model Predictive Control Using Segregated Disturbance Feedback.
IEEE Trans. Autom. Control., 2010

Robust Approximation to Multiperiod Inventory Management.
Oper. Res., 2010

Distributionally Robust Optimization and Its Tractable Approximations.
Oper. Res., 2010

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization.
Oper. Res., 2010

Price of Robustness for Linear Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Approximations to Robust Conic Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Satisficing Measures for Analysis of Risky Positions.
Manag. Sci., 2009

Constructing Risk Measures from Uncertainty Sets.
Oper. Res., 2009

Goal-Driven Optimization.
Oper. Res., 2009

Convergence properties of constrained linear system under MPC control law using affine disturbance feedback.
Autom., 2009

Distributed model predictive control of dynamically decoupled linear systems with coupled cost.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

Linear systems with chance constraints: Constraint-admissible set and applications in predictive control.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization.
Manag. Sci., 2008

A Linear Decision-Based Approximation Approach to Stochastic Programming.
Oper. Res., 2008

Constrained linear system with disturbance: Convergence under disturbance feedback.
Autom., 2008

Constrained linear system under disturbance feedback: Convergence with probability one.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Risk Aversion in Inventory Management.
Oper. Res., 2007

A Robust Optimization Perspective on Stochastic Programming.
Oper. Res., 2007

Model predictive control using affine disturbance feedback for constrained linear system.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Tractable Approximations to Robust Conic Optimization Problems.
Math. Program., 2006

Robust Temporal Constraint Network.
Proceedings of the 17th IEEE International Conference on Tools with Artificial Intelligence (ICTAI 2005), 2005

Robust linear optimization under general norms.
Oper. Res. Lett., 2004

The Price of Robustness.
Oper. Res., 2004

Robust discrete optimization and network flows.
Math. Program., 2003

Vehicle routing problem with time windows and a limited number of vehicles.
Eur. J. Oper. Res., 2003