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07/27/2022
Data-Driven Sample Average Approximation with Covariate Information
We study optimization for data-driven decision-making when we have obser...
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01/08/2021
Heteroscedasticity-aware residuals-based contextual stochastic optimization
We explore generalizations of some integrated learning and optimization ...
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12/02/2020
Residuals-based distributionally robust optimization with covariate information
We consider data-driven approaches that integrate a machine learning pre...
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05/05/2020