1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.OC2024
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls
Tianyu Wang, Ningyuan Chen, Chun Wang
In contextual optimization, a decision-maker leverages contextual information, often referred to as covariates, to better resolve uncertainty and make informed decisions. In this p…
math.OC2021★ 1 cited
Distributionally Robust Prescriptive Analytics with Wasserstein Distance
Tianyu Wang, Ningyuan Chen, Chun Wang
In prescriptive analytics, the decision-maker observes historical samples of , where is the uncertain problem parameter and is the concurrent covariate, without kno…
cs.LG2020
Learning and Optimization with Seasonal Patterns
Ningyuan Chen, Chun Wang, Longlin Wang
A standard assumption adopted in the multi-armed bandit (MAB) framework is that the mean rewards are constant over time. This assumption can be restrictive in the business world as…