3 papers
math.OC2025
Contextual Quantile Minimization for Two-Stage Stochastic Programs
Man Yiu Tsang, Tony Sit, Hoi Ying Wong
Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical…
math.OC2025
A Unified Framework for Analyzing and Optimizing a Class of Convex Fairness Measures
Man Yiu Tsang, Karmel S. Shehadeh
We propose a new framework that unifies different fairness measures into a general, parameterized class of convex fairness measures suitable for optimization contexts. First, we pr…
math.OC2025
On the Trade-Off Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties
Man Yiu Tsang, Karmel S. Shehadeh
We propose and analyze a new data-driven trade-off (TRO) approach for modeling uncertainty that serves as a middle ground between the optimistic approach, which adopts a distributi…