22 citations · 43 across the 10 of their papers we have counts for
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math.OC2021
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance
Hamed Rahimian, Guzin Bayraksan, Tito Homem-de-Mello
We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in quantifying the underlying uncertainty of a problem. Recognizing that not all the reali…
math.OC2021★ 3 cited
Heteroscedasticity-aware residuals-based contextual stochastic optimization
Rohit Kannan, Güzin Bayraksan, James Luedtke
We explore generalizations of some integrated learning and optimization frameworks for data-driven contextual stochastic optimization that can adapt to heteroscedasticity. We ident…