Data-Driven Sample Average Approximation with Covariate Information

27 July 2022

Papers citing "Data-Driven Sample Average Approximation with Covariate Information"

5 / 5 papers shown

Title
Data-driven Piecewise Affine Decision Rules for Stochastic Programming with Covariate Information Yiyang Zhang Junyi Liu Xiaobo Zhao 11 2 0 26 Apr 2023
Integrated Conditional Estimation-Optimization Sirui Chen Paul Grigas Zuo‐Jun Max Shen CML 19 25 0 24 Oct 2021
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting J. Garcia A. Street Tito Homem-de-Mello F. Muñoz 22 10 0 26 Feb 2021
Heteroscedasticity-aware residuals-based contextual stochastic optimization R. Kannan G. Bayraksan James R. Luedtke 35 11 0 08 Jan 2021
High-dimensional generalized linear models and the lasso Sara van de Geer 189 750 0 04 Apr 2008