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math.OC2026
Solving contextual chance-constrained programming under decision-dependent uncertainty
Xiangting Liu, Shengran Wang, Kaile Yan +1
We study contextual chance-constrained programming under decision-dependent uncertainty. In this setting, a decision not only needs to satisfy constraints but also alters the distr…
math.OC2024
Achieving Robust Data-driven Contextual Decision Making in a Data Augmentation Way
Zhaoen Li, Maoqi Liu, Zhi-Hai Zhang
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameter…