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stat.ML2025
Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework
Xinqiao Xie, Jonathan Yu-Meng Li
Conditional risk minimization arises in high-stakes decisions where risk must be assessed in light of side information, such as stressed economic conditions, specific customer prof…
math.OC2025
Reconciling Risk-Aversion Paradoxes in the Distribution-Free Newsvendor Problem: Scarf's Rule Meets Dual Utility
Jonathan Yu-Meng Li, Tiantian Mao, Reza Valimoradi
How should a risk-averse newsvendor order optimally under distributional ambiguity? Attempts to extend Scarf's celebrated distribution-free ordering rule using risk measures have l…