3 papers
cs.LG2026
Brenier Meets Adversarial Training: Optimal Transport Geometry for Robust Learning
Alireza Abdollahpoorrostam, Ehsan Sharifian, Buse Şen +2
Distributionally robust optimization (DRO) provides a principled framework for learning under distribution shift, but its practical use is hindered by the difficulty of evaluating…
math.OC2026
Sparsity Regularized and Robust Mean Variance Portfolio Selection Under Ellipsoidal Uncertainty
Deniz Akkaya, Emre Can Yayla, Buse Şen +1
We investigate mean-variance portfolio selection with an -penalty to promote sparsity in asset allocations. Uncertainty in the mean return vector is incorporated through an…
math.OC2026
Multistage Conditional Compositional Optimization
Buse Şen, Yifan Hu, Daniel Kuhn
We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic program…