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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
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls
Tianyu Wang, Ningyuan Chen, Chun Wang
In contextual optimization, a decision-maker leverages contextual information, often referred to as covariates, to better resolve uncertainty and make informed decisions. In this p…