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math.OC2025
Post-estimation Adjustments in Data-driven Decision-making with Applications in Pricing
Michael Albert, Max Biggs, Ningyuan Chen +1
The predict-then-optimize (PTO) framework is a standard approach in data-driven decision-making, where a decision-maker first estimates an unknown parameter from historical data an…
math.OC2025
Tight Mixed-Integer Optimization Formulations for Prescriptive Trees
Max Biggs, Georgia Perakis
We focus on modeling the relationship between an input feature vector and the predicted outcome of a trained decision tree using mixed-integer optimization. This can be used in man…