2 papers
math.OC2026
Integrated Learning and Robust Optimization
Cheng Tan, Yuchen Mao, Shuming Wang +1
Many operational decisions require solving a linear program whose cost vector is unknown at decision time and must be predicted from contextual information. Because prediction and…
math.OC2026
Newsvendor under Ambiguity and Misspecification
Feng Liu, Zhi Chen, Ruodu Wang +1
Problem definition: We consider a newsvendor problem with unknown demand distribution, where we distinguish ambiguity under which the newsvendor does not differentiate demand distr…