5 citations · 5 across the 3 of their papers we have counts for
4 papers
Bounds for multi-horizon stochastic optimization with application to power generation and transmission expansion planning
Giovanni Micheli, V Varagapriya, Francesca Maggioni +1
This paper investigates computationally efficient methods for deriving bounds on the optimal value of multi-horizon stochastic optimization problems, with a particular focus on app…
Robust Strategic Classification under Decision-Dependent Cost Uncertainty
Sura Alhanouti, Güzin Bayraksan, Parinaz Naghizadeh
Humans facing algorithmic decision systems have been found to ``game'' them by altering their input data (at a cost to them) in order to favorably change the algorithmic outcomes t…
Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty: Theoretical Guarantees and Decomposition Algorithm
Qing Zhu, Xian Yu, Guzin Bayraksan
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt b…
Multi-horizon optimization for domestic renewable energy system design under uncertainty
Giovanni Micheli, Laureano F. Escudero, Francesca Maggioni +1
In this paper we address the challenge of designing optimal domestic renewable energy systems under multiple sources of uncertainty appearing at different time scales. Long-term un…