Data-driven estimation in equilibrium using inverse optimization

Dimitris Bertsimas, Vishal Gupta, Ioannis Ch. Paschalidis. Data-driven estimation in equilibrium using inverse optimization. Math. Program., 153(2):595-633, 2015. [doi]

@article{BertsimasGP15,
  title = {Data-driven estimation in equilibrium using inverse optimization},
  author = {Dimitris Bertsimas and Vishal Gupta and Ioannis Ch. Paschalidis},
  year = {2015},
  doi = {10.1007/s10107-014-0819-4},
  url = {http://dx.doi.org/10.1007/s10107-014-0819-4},
  researchr = {https://researchr.org/publication/BertsimasGP15},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {153},
  number = {2},
  pages = {595-633},
}