Showing math.OCShow all
3 papers · 1 filter
math.OC2026
Posterior and Likelihood Sensitivity in Bayesian Distributionally Robust Optimization
Jun-ya Gotoh, Andrew E. B. Lim, Michael Jong Kim
We introduce the notion of worst-case posterior and worst-case likelihood sensitivity. These measure, respectively, the sensitivity of the expected cost to worst-case perturbations…
math.OC2025
Robustness Measures in Distributionally Robust Optimization
Jun-ya Gotoh, Michael Jong Kim, Andrew E. B. Lim
Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO…
math.OC2024
Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
Andrew E. B. Lim, Zhao-Xuan Wei, Hanqin Zhang
We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet…