3 papers
math.OC2026
Risk-averse Decision Making with Contextual Information: Model, Sample Average Approximation, and Kernelization
Yuan Tao, Erick Delage, Huifu Xu
We consider risk-averse contextual optimization problems where the decision maker (DM) faces two types of uncertainties: problem data uncertainty (PDU) and contextual uncertainty (…
math.OC2026
Necessary Optimality Conditions for Integrated Learning and Optimization Problem in Contextual Optimization
Yuan Tao, Huifu Xu
Integrated learning and optimization (ILO) is a framework in contextual optimization which aims to train a predictive model for the probability distribution of the underlying probl…
math.OC2025
Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces
Yuan Tao, Huifu Xu
Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but no…