2 papers
math.OC2026
Learning the Center and Radius of Wasserstein Ambiguity Sets for Data-Driven Decision Making
Junjie Guo
Wasserstein distributionally robust optimization (DRO) is commonly built around the empirical distribution, with the ambiguity radius selected from a concentration bound. Although…
cs.LG2026
Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization
Junjie Guo
Predict-then-optimize systems usually compress uncertainty into a point forecast and then solve a downstream optimization problem as if the forecast were reliable. Distributionally…