Saved in:
| Main Authors: | Tao, Yuan, Delage, Erick, Xu, Huifu |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2502.16607 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Planning and Learning in Average Risk-aware MDPs
by: Wang, Weikai, et al.
Published: (2025)
by: Wang, Weikai, et al.
Published: (2025)
Necessary Optimality Conditions for Integrated Learning and Optimization Problem in Contextual Optimization
by: Tao, Yuan, et al.
Published: (2026)
by: Tao, Yuan, et al.
Published: (2026)
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
by: Sadana, Utsav, et al.
Published: (2023)
by: Sadana, Utsav, et al.
Published: (2023)
Multistage Robust Average Randomized Spectral Risk Optimization
by: Wu, Qiong, et al.
Published: (2024)
by: Wu, Qiong, et al.
Published: (2024)
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes
by: Hau, Jia Lin, et al.
Published: (2023)
by: Hau, Jia Lin, et al.
Published: (2023)
Distributionally Preference Robust Optimization in Multi-Attribute Decision Making
by: Hu, Jian, et al.
Published: (2022)
by: Hu, Jian, et al.
Published: (2022)
A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes
by: Ma, Wentao, et al.
Published: (2024)
by: Ma, Wentao, et al.
Published: (2024)
Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation
by: Zhang, Sainan, et al.
Published: (2024)
by: Zhang, Sainan, et al.
Published: (2024)
Stability Analysis of An Integrated Multistage Stochastic Programming and Markov Decision Process Problem
by: Yang, Zhiyao, et al.
Published: (2025)
by: Yang, Zhiyao, et al.
Published: (2025)
Quantification of Errors of the Performance Estimators in the Linear-Quantized Precoding Models for Massive MIMO Systems
by: Zhang, Jie, et al.
Published: (2025)
by: Zhang, Jie, et al.
Published: (2025)
A Modified Late Arrival Penalised User Equilibrium Model and Robustness in Data Perturbation
by: Li, Manlan, et al.
Published: (2023)
by: Li, Manlan, et al.
Published: (2023)
Mitigating optimistic bias in entropic risk estimation and optimization
by: Sadana, Utsav, et al.
Published: (2024)
by: Sadana, Utsav, et al.
Published: (2024)
Conformal Inverse Optimization
by: Lin, Bo, et al.
Published: (2024)
by: Lin, Bo, et al.
Published: (2024)
Robust Data-driven Prescriptiveness Optimization
by: Poursoltani, Mehran, et al.
Published: (2023)
by: Poursoltani, Mehran, et al.
Published: (2023)
Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes
by: Shapiro, Alexander, et al.
Published: (2025)
by: Shapiro, Alexander, et al.
Published: (2025)
Assortment Optimization and the Sample Average Approximation
by: Khalid, Hassaan, et al.
Published: (2025)
by: Khalid, Hassaan, et al.
Published: (2025)
Robustifying Conditional Portfolio Decisions via Optimal Transport
by: Nguyen, Viet Anh, et al.
Published: (2021)
by: Nguyen, Viet Anh, et al.
Published: (2021)
Bayesian Risk-averse Model Predictive Control with Consistency and Stability Guarantees
by: Li, Yingke, et al.
Published: (2025)
by: Li, Yingke, et al.
Published: (2025)
Risk-Aware Decision Making in Restless Bandits: Theory and Algorithms for Planning and Learning
by: Akbarzadeh, Nima, et al.
Published: (2024)
by: Akbarzadeh, Nima, et al.
Published: (2024)
Risk-averse learning with delayed feedback
by: Wang, Siyi, et al.
Published: (2024)
by: Wang, Siyi, et al.
Published: (2024)
Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces
by: Tao, Yuan, et al.
Published: (2024)
by: Tao, Yuan, et al.
Published: (2024)
Closing the Gaps: Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems
by: Lyu, Jiameng, et al.
Published: (2024)
by: Lyu, Jiameng, et al.
Published: (2024)
Risk-averse Fair Multi-class Classification
by: Dentcheva, Darinka, et al.
Published: (2025)
by: Dentcheva, Darinka, et al.
Published: (2025)
Efficiently Computing the Quasiconcave Envelope with Incomplete Information
by: Wu, Jian, et al.
Published: (2020)
by: Wu, Jian, et al.
Published: (2020)
Modified Polyhedral Method for Elicitation of Shape-Free Utility and Conservatism Reduction in Robust Optimization
by: Zhang, Sainan, et al.
Published: (2025)
by: Zhang, Sainan, et al.
Published: (2025)
Adaptive Distributionally Robust Optimal Control with Bayesian Ambiguity Sets
by: Ma, Wentao, et al.
Published: (2026)
by: Ma, Wentao, et al.
Published: (2026)
Navigating Demand Uncertainty in Container Shipping: Deep Reinforcement Learning for Enabling Adaptive and Feasible Master Stowage Planning
by: van Twiller, Jaike, et al.
Published: (2025)
by: van Twiller, Jaike, et al.
Published: (2025)
Risk-averse decision strategies for influence diagrams using rooted junction trees
by: Herrala, Olli, et al.
Published: (2024)
by: Herrala, Olli, et al.
Published: (2024)
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
by: Xu, Renyuan, et al.
Published: (2023)
by: Xu, Renyuan, et al.
Published: (2023)
A Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming
by: Wang, Peng, et al.
Published: (2023)
by: Wang, Peng, et al.
Published: (2023)
Achieving Robust Data-driven Contextual Decision Making in a Data Augmentation Way
by: Li, Zhaoen, et al.
Published: (2024)
by: Li, Zhaoen, et al.
Published: (2024)
Robust Data-Driven Quasiconcave Optimization
by: Wu, Jian, et al.
Published: (2025)
by: Wu, Jian, et al.
Published: (2025)
Risk-averse mean field games: exploitability and non-asymptotic analysis
by: Cheng, Ziteng, et al.
Published: (2023)
by: Cheng, Ziteng, et al.
Published: (2023)
Distributional stability of sparse inverse covariance matrix estimators
by: Chen, Renjie, et al.
Published: (2024)
by: Chen, Renjie, et al.
Published: (2024)
SCOPE: Spectral Concentration by Distributionally Robust Joint Covariance-Precision Estimation
by: Chen, Renjie, et al.
Published: (2025)
by: Chen, Renjie, et al.
Published: (2025)
Risk averse deterministic Kalman filters for uncertain dynamical systems
by: Kunisch, Karl, et al.
Published: (2025)
by: Kunisch, Karl, et al.
Published: (2025)
Sample Average Approximation for Distributionally Robust Optimization with $ϕ$-divergences
by: Li, Yan
Published: (2026)
by: Li, Yan
Published: (2026)
0/1 Constrained Optimization Solving Sample Average Approximation for Chance Constrained Programming
by: Zhou, Shenglong, et al.
Published: (2022)
by: Zhou, Shenglong, et al.
Published: (2022)
Optimal Sample Complexity for Average Reward Markov Decision Processes
by: Wang, Shengbo, et al.
Published: (2023)
by: Wang, Shengbo, et al.
Published: (2023)
Shape-Constrained Distributional Optimization via Importance-Weighted Sample Average Approximation
by: Lam, Henry, et al.
Published: (2024)
by: Lam, Henry, et al.
Published: (2024)
Similar Items
-
Planning and Learning in Average Risk-aware MDPs
by: Wang, Weikai, et al.
Published: (2025) -
Necessary Optimality Conditions for Integrated Learning and Optimization Problem in Contextual Optimization
by: Tao, Yuan, et al.
Published: (2026) -
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
by: Sadana, Utsav, et al.
Published: (2023) -
Multistage Robust Average Randomized Spectral Risk Optimization
by: Wu, Qiong, et al.
Published: (2024) -
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes
by: Hau, Jia Lin, et al.
Published: (2023)