2 citations · 2 across the 2 of their papers we have counts for
3 papers · 1 filter
Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
Yves Rychener, Adrian Esteban-Perez, Juan M. Morales +1
We study decision problems under uncertainty, where the decision-maker has access to data sources that carry {\em biased} information about the underlying risk factors. The bia…
Contextual Stochastic Bilevel Optimization
Yifan Hu, Jie Wang, Yao Xie +2
We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on…
Scenario Reduction Revisited: Fundamental Limits and Guarantees
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn +1
The goal of scenario reduction is to approximate a given discrete distribution with another discrete distribution that has fewer atoms. We distinguish continuous scenario reduction…