7 citations · 13 across the 7 of their papers we have counts for
7 papers
Contextual Stochastic Optimization with Decision-Dependent Uncertainty via Nonparametric Learning
Huangrong Sun, Xian Yu
We study a general decision-dependent contextual stochastic program (DD-CSP) in which uncertainty depends on both exogenous contextual information and endogenous decisions. To lear…
On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
Xian Yu, Siqian Shen
We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multis…
Risk-Averse Reinforcement Learning via Dynamic Time-Consistent Risk Measures
Xian Yu, Siqian Shen
Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a…
On the Value of Multistage Risk-Averse Stochastic Facility Location With or Without Prioritization
Xian Yu, Siqian Shen
We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainti…
Resource Distribution Under Spatiotemporal Uncertainty of Disease Spread: Stochastic versus Robust Approaches
Beste Basciftci, Xian Yu, Siqian Shen
We consider the problem of optimizing locations of distribution centers (DCs) and plans for distributing resources such as test kits and vaccines, under spatiotemporal uncertaintie…
An Optimization-and-Simulation Framework for Redesigning University Campus Bus System with Social Distancing
Gongyu Chen, Xinyu Fei, Huiwen Jia +2
The outbreak of coronavirus disease 2019 (COVID-19) has led to significant challenges for schools, workplaces and communities to return to operations during the pandemic, requiring…
Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Moment-Based Ambiguity Sets
Xian Yu, Siqian Shen
We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisio…