220 citations · 251 across the 24 of their papers we have counts for
4 papers · 1 filter
On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach
Prateek R. Srivastava, Yijie Wang, Grani A. Hanasusanto +1
We consider generic stochastic optimization problems in the presence of side information which enables a more insightful decision. The side information constitutes observable exoge…
A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse
Xiangyi Fan, Grani A. Hanasusanto
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function a…
Distributionally Robust Chance-Constrained Optimal Transmission Switching for Renewable Integration
Yuqi Zhou, Hao Zhu, Grani A. Hanasusanto
Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a…
Wasserstein Robust Classification with Fairness Constraints
Yijie Wang, Viet Anh Nguyen, Grani A. Hanasusanto
We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We…