works on
benders decomposition 1contextual stochastic optimization 1decision-dependent uncertainty 1mixed-integer programming 1nonparametric learning 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

math.OC2026

Contextual Stochastic Optimization with Decision-Dependent Uncertainty via Nonparametric Learning

Huangrong Sun, Xian Yu

The paper proposes a framework for solving decision-dependent contextual stochastic optimization problems by learning uncertainty with nonparametric regression models and incorpora…