3 papers
math.OC2026
Connecting Extreme-Point Generation and Decision Rules in Two-Stage Distributionally Robust Optimization
Jin Qi, Chen Yang
Two-stage distributionally robust optimization chooses a here-and-now decision and a wait-and-see decision policy that adapts to uncertainty realizations. Decision-rule methods spe…
cs.LG2026
Fragility-aware Classification for Understanding Risk and Improving Generalization
Chen Yang, Zheng Cui, Daniel Zhuoyu Long +2
Classification models play a central role in data-driven decision-making applications such as medical diagnosis, recommendation systems, and risk assessment. Traditional performanc…
math.OC2024
Asymptotically Optimal Distributionally Robust Solutions through Forecasting and Operations Decentralization
Yue Lin, Daniel Zhuoyu Long, Viet Anh Nguyen +1
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-…