4 papers
Decision Making under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets
Charita Dellaporta, Patrick O'Hara, Theodoros Damoulas
Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical d…
Decision Making under the Exponential Family: Distributionally Robust Optimisation with Bayesian Ambiguity Sets
Charita Dellaporta, Patrick O'Hara, Theodoros Damoulas
Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs…
Routing on Sparse Graphs with Non-metric Costs for the Prize-collecting Travelling Salesperson Problem
Patrick O'Hara, M. S. Ramanujan, Theodoros Damoulas
In many real-world routing problems, decision makers must optimise over sparse graphs such as transportation networks with non-metric costs on the edges that do not obey the triang…
Distributionally Robust Optimisation with Bayesian Ambiguity Sets
Charita Dellaporta, Patrick O'Hara, Theodoros Damoulas
Decision making under uncertainty is challenging since the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior belie…