8 citations · 10 across the 3 of their papers we have counts for
3 papers
Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization
Tito Homem-de-Mello, Juan Valencia, Felipe Lagos +1
We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the prob…
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…
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting
Joaquim Dias Garcia, Alexandre Street, Tito Homem-de-Mello +1
Forecasting and decision-making are generally modeled as two sequential steps with no feedback, following an open-loop approach. In this paper, we present application-driven learni…