Residuals-based distributionally robust optimization with covariate
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Residuals-based distributionally robust optimization with covariate information

2 December 2020

James R. Luedtke

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Papers citing "Residuals-based distributionally robust optimization with covariate information"

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Title
Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraints H. Im Wyame Benslimane Paul Grigas 37 0 0 28 May 2025
End-to-end Conditional Robust Optimization A. Chenreddy Erick Delage 115 11 0 07 Mar 2024
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty Utsav Sadana A. Chenreddy Erick Delage Alexandre Forel Emma Frejinger Thibaut Vidal AI4CE 116 88 0 17 Jun 2023
Robust Data-driven Prescriptiveness Optimization Mehran Poursoltani Erick Delage A. Georghiou OffRL 46 1 0 09 Jun 2023
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective Adam N. Elmachtoub Henry Lam Haofeng Zhang Yunfan Zhao 165 6 0 13 Apr 2023
Distributionally Robust End-to-End Portfolio Construction Giorgio Costa G. Iyengar OOD 44 14 0 10 Jun 2022
Adversarial Regression with Doubly Non-negative Weighting Matrices Tam Le Truyen V. Nguyen M. Yamada Jose H. Blanchet Viet Anh Nguyen 89 5 0 30 Sep 2021
Statistical Analysis of Wasserstein Distributionally Robust Estimators Jose H. Blanchet Karthyek Murthy Viet Anh Nguyen 67 48 0 04 Aug 2021
Distributionally Robust Prescriptive Analytics with Wasserstein Distance Tianyu Wang Ningyuan Chen Chun Wang 115 6 0 10 Jun 2021
Robustifying Conditional Portfolio Decisions via Optimal Transport Viet Anh Nguyen Fan Zhang Shanshan Wang Jose H. Blanchet Erick Delage Yinyu Ye 65 21 0 30 Mar 2021
Heteroscedasticity-aware residuals-based contextual stochastic optimization R. Kannan G. Bayraksan James R. Luedtke 64 12 0 08 Jan 2021
Distributionally Robust Optimization: A Review Hamed Rahimian Sanjay Mehrotra 74 134 0 13 Aug 2019