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q-fin.CP2025
Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model
Jinho Cha, Sahng-Min Han, Long Pham +2
Decision-making under clustered uncertainty requires models that accommodate discrete overdispersed risk and endogenous control mechanisms. Standard approaches often impose equi-di…
q-fin.CP2025
Dynamic Inverse Optimization under Drift and Shocks: Theory, Regret Bounds, and Applications
JINHO CHA
Operational decisions often reflect priorities that evolve gradually and may shift abruptly after disruptions. We develop a dynamic inverse optimization framework for recovering ti…