50 citations · 53 across the 7 of their papers we have counts for
4 papers · 1 filter
The Blessing of Strategic Customers in Personalized Pricing
Zhi Chen, Bradley Sturt, Weijun Xie
We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to…
A Max-Min-Max Algorithm for Large-Scale Robust Optimization
Kai Tu, Zhi Chen, Man-Chung Yue
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plan…
On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given…
Data-Driven Chance Constrained Programs over Wasserstein Balls
Zhi Chen, Daniel Kuhn, Wolfram Wiesemann
We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constr…