2 citations · 7 across the 7 of their papers we have counts for
7 papers
Contextual Quantile Minimization for Two-Stage Stochastic Programs
Man Yiu Tsang, Tony Sit, Hoi Ying Wong
Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical…
On the Trade-Off Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties
Man Yiu Tsang, Karmel S. Shehadeh
We propose and analyze a new data-driven trade-off (TRO) approach for modeling uncertainty that serves as a middle ground between the optimistic approach, which adopts a distributi…
A Unified Framework for Analyzing and Optimizing a Class of Convex Fairness Measures
Man Yiu Tsang, Karmel S. Shehadeh
We propose a new framework that unifies different fairness measures into a general, parameterized class of convex fairness measures suitable for optimization contexts. First, we pr…
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Man Yiu Tsang, Karmel S. Shehadeh, Frank E. Curtis
We propose a new inexact column-and-constraint generation (i-C&CG) method to solve two-stage robust optimization problems. The method allows solutions to the master problems to be…
Adaptive Robust Online Portfolio Selection
Man Yiu Tsang, Tony Sit, Hoi Ying Wong
The online portfolio selection (OLPS) problem differs from classical portfolio model problems, as it involves making sequential investment decisions. Many OLPS strategies described…
Stochastic Optimization Approaches for an Operating Room and Anesthesiologist Scheduling Problem
Man Yiu Tsang, Karmel S. Shehadeh, Frank E. Curtis +2
We propose combined allocation, assignment, sequencing, and scheduling problems under uncertainty involving multiple operation rooms (ORs), anesthesiologists, and surgeries, as wel…
Stochastic Optimization Models for a Home Service Routing and Appointment Scheduling Problem with Random Travel and Service Times
Man Yiu, Tsang, Karmel S. Shehadeh
We study a routing and appointment scheduling problem with uncertain service and travel times arising from home service practice. Specifically, given a set of customers within a se…