11 citations · 51 across the 24 of their papers we have counts for
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stat.ML2021★ 10 cited
Integrated Conditional Estimation-Optimization
Meng Qi, Paul Grigas, Zuo-Jun Max Shen
Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the sta…
cs.LG2021★ 5 cited
Risk Bounds and Calibration for a Smart Predict-then-Optimize Method
Heyuan Liu, Paul Grigas
The predict-then-optimize framework is fundamental in practical stochastic decision-making problems: first predict unknown parameters of an optimization model, then solve the probl…
cs.LG2021★ 1 cited
Joint Online Learning and Decision-making via Dual Mirror Descent
Alfonso Lobos, Paul Grigas, Zheng Wen
We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled…