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math.OC2026
Fused ultrametric Gromov-Wasserstein for Scenario Tree generation in Multistage Stochastic Programming
Antonio Candelieri, Iman Seyedi, Francesco Archetti
Multistage Stochastic Programming requires scenario trees that accurately approximate the unknown underlying uncertainty process without violating the non-anticipativity constraint…
math.OC2026
Wasserstein-enabled characterization of designs and myopic decisions in Bayesian Optimization
Antonio Candelieri, Francesco Archetti
Impractical assumptions, an inherently myopic nature, and the crucial role of the initial design, all together contribute to making theoretical convergence proofs of little value i…