2 papers
math.OC2025
Modified Polyhedral Method for Elicitation of Shape-Free Utility and Conservatism Reduction in Robust Optimization
Sainan Zhang, Shaoyan Guo, Melvyn Sim +1
In this paper, we propose a modified polyhedral method to elicit a decision maker's (DM's) nonlinear univariate utility function, which does not rely on explicit information about…
math.OC2024
Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation
Sainan Zhang, Huifu Xu, Hailin Sun
Inspired by the recent work [28] on the statistical robustness of empirical risks in reproducing kernel Hilbert space (RKHS) where the training data are potentially perturbed or ev…