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Creators/Authors contains: "Bertsimas, Dimitris"

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  1. Despite the modeling power for problems under uncertainty, robust optimization (RO) and adaptive RO (ARO) can exhibit too conservative solutions in terms of objective value degradation compared with the nominal case. One of the main reasons behind this conservatism is that, in many practical applications, uncertain constraints are directly designed as constraint-wise without taking into account couplings over multiple constraints. In this paper, we define a coupled uncertainty set as the intersection between a constraint-wise uncertainty set and a coupling set. We study the benefit of coupling in alleviating conservatism in RO and ARO. We provide theoretical tight and computable upper and lower bounds on the objective value improvement of RO and ARO problems under coupled uncertainty over constraint-wise uncertainty. In addition, we relate the power of adaptability over static solutions with the coupling of uncertainty set. Computational results demonstrate the benefit of coupling in applications. Funding: I. Wang was supported by the NSF CAREER Award [ECCS 2239771] and Wallace Memorial Honorific Fellowship from Princeton University. B. Stellato was supported by the NSF CAREER Award [ECCS 2239771]. 
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    Free, publicly-accessible full text available April 1, 2026
  2. Introduction: New financial incentives, such as reduced Medicare reimbursements, have led hospitals to closely monitor their readmission rates and initiate efforts aimed at reducing them. In this context, many surgical departments participate in the American College of Surgeons National Surgical Quality Improvement Program (NSQIP), which collects detailed demographic, laboratory, clinical, procedure and perioperative occurrence data. The availability of such data enables the development of data science methods which predict readmissions and, as done in this paper, offer specific recommendations aimed at preventing readmissions. Materials and Methods: This study leverages NSQIP data for 722,101 surgeries to develop predictive and prescriptive models, predicting readmissions and offering real-time, personalized treatment recommendations for surgical patients during their hospital stay, aimed at reducing the risk of a 30-day readmission. We applied a variety of classification methods to predict 30-day readmissions and developed two prescriptive methods to recommend pre-operative blood transfusions to increase the patient’s hematocrit with the objective of preventing readmissions. The effect of these interventions was evaluated using several predictive models. Results: Predictions of 30-day readmissions based on the entire collection of NSQIP variables achieve an out-of-sample accuracy of 87% (Area Under the Curve—AUC). Predictions based only on pre-operative variables have an accuracy of 74% AUC, out-of-sample. Personalized interventions, in the form of pre-operative blood transfusions identified by the prescriptive methods, reduce readmissions by 12%, on average, for patients considered as candidates for pre-operative transfusion (pre-operative hematoctic <30). The prediction accuracy of the proposed models exceeds results in the literature. Conclusions: This study is among the first to develop a methodology for making specific, data-driven, personalized treatment recommendations to reduce the 30-day readmission rate. The reported predicted reduction in readmissions can lead to more than $20 million in savings in the U.S. annually. 
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  3. Abstract Disease modelling has had considerable policy impact during the ongoing COVID-19 pandemic, and it is increasingly acknowledged that combining multiple models can improve the reliability of outputs. Here we report insights from ten weeks of collaborative short-term forecasting of COVID-19 in Germany and Poland (12 October–19 December 2020). The study period covers the onset of the second wave in both countries, with tightening non-pharmaceutical interventions (NPIs) and subsequently a decay (Poland) or plateau and renewed increase (Germany) in reported cases. Thirteen independent teams provided probabilistic real-time forecasts of COVID-19 cases and deaths. These were reported for lead times of one to four weeks, with evaluation focused on one- and two-week horizons, which are less affected by changing NPIs. Heterogeneity between forecasts was considerable both in terms of point predictions and forecast spread. Ensemble forecasts showed good relative performance, in particular in terms of coverage, but did not clearly dominate single-model predictions. The study was preregistered and will be followed up in future phases of the pandemic. 
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  4. Short-term probabilistic forecasts of the trajectory of the COVID-19 pandemic in the United States have served as a visible and important communication channel between the scientific modeling community and both the general public and decision-makers. Forecasting models provide specific, quantitative, and evaluable predictions that inform short-term decisions such as healthcare staffing needs, school closures, and allocation of medical supplies. Starting in April 2020, the US COVID-19 Forecast Hub ( https://covid19forecasthub.org/ ) collected, disseminated, and synthesized tens of millions of specific predictions from more than 90 different academic, industry, and independent research groups. A multimodel ensemble forecast that combined predictions from dozens of groups every week provided the most consistently accurate probabilistic forecasts of incident deaths due to COVID-19 at the state and national level from April 2020 through October 2021. The performance of 27 individual models that submitted complete forecasts of COVID-19 deaths consistently throughout this year showed high variability in forecast skill across time, geospatial units, and forecast horizons. Two-thirds of the models evaluated showed better accuracy than a naïve baseline model. Forecast accuracy degraded as models made predictions further into the future, with probabilistic error at a 20-wk horizon three to five times larger than when predicting at a 1-wk horizon. This project underscores the role that collaboration and active coordination between governmental public-health agencies, academic modeling teams, and industry partners can play in developing modern modeling capabilities to support local, state, and federal response to outbreaks. 
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  5. Abstract Academic researchers, government agencies, industry groups, and individuals have produced forecasts at an unprecedented scale during the COVID-19 pandemic. To leverage these forecasts, the United States Centers for Disease Control and Prevention (CDC) partnered with an academic research lab at the University of Massachusetts Amherst to create the US COVID-19 Forecast Hub. Launched in April 2020, the Forecast Hub is a dataset with point and probabilistic forecasts of incident cases, incident hospitalizations, incident deaths, and cumulative deaths due to COVID-19 at county, state, and national, levels in the United States. Included forecasts represent a variety of modeling approaches, data sources, and assumptions regarding the spread of COVID-19. The goal of this dataset is to establish a standardized and comparable set of short-term forecasts from modeling teams. These data can be used to develop ensemble models, communicate forecasts to the public, create visualizations, compare models, and inform policies regarding COVID-19 mitigation. These open-source data are available via download from GitHub, through an online API, and through R packages. 
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