2 papers
math.OC2025
Modified Polyhedral Method to Elicit Shape-Free Utility and Reduction of Conservatism in Robust Optimization
Sainan Zhang, Shaoyan Guo, Melvyn Sim +1
In this paper, we propose a modified polyhedral method to elicit a decision maker's (DM's) nonlinear univariate utility function without explicit knowledge of its shape, Lipschitz…
math.OC2024
Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation
Sainan Zhang, Huifu Xu, Hailin Sun
Inspired by the recent work [28] on the statistical robustness of empirical risks in reproducing kernel Hilbert space (RKHS) where the training data are potentially perturbed or ev…