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
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective Adam N. Elmachtoub Henry Lam Haofeng Zhang Yunfan Zhao 152 6 0 13 Apr 2023
Data-Driven Sample Average Approximation with Covariate Information R. Kannan G. Bayraksan James R. Luedtke 381 46 0 27 Jul 2022
Statistical Analysis of Wasserstein Distributionally Robust Estimators Jose H. Blanchet Karthyek Murthy Viet Anh Nguyen 49 48 0 04 Aug 2021
Heteroscedasticity-aware residuals-based contextual stochastic optimization R. Kannan G. Bayraksan James R. Luedtke 62 12 0 08 Jan 2021
Distributionally Robust Local Non-parametric Conditional Estimation Viet Anh Nguyen Fan Zhang Jose H. Blanchet Erick Delage Yinyu Ye OOD 130 26 0 12 Oct 2020
Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality Rui Gao 64 92 0 09 Sep 2020
Distributionally Robust Optimization with Correlated Data from Vector Autoregressive Processes Xialiang Dou M. Anitescu 25 18 0 08 Sep 2019
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning Daniel Kuhn Peyman Mohajerin Esfahani Viet Anh Nguyen Soroosh Shafieezadeh-Abadeh OOD 64 394 0 23 Aug 2019
Distributionally Robust Optimization: A Review Hamed Rahimian Sanjay Mehrotra 61 131 0 13 Aug 2019
Dynamic optimization with side information Dimitris Bertsimas Christopher McCord Bradley Sturt 44 38 0 17 Jul 2019
Confidence Regions in Wasserstein Distributionally Robust Estimation Jose H. Blanchet Karthyek Murthy Nian Si OOD 63 57 0 04 Jun 2019
Wasserstein Distributionally Robust Optimization and Variation Regularization Rui Gao Xi Chen A. Kleywegt OOD 61 131 0 17 Dec 2017
Bootstrap Robust Prescriptive Analytics Dimitris Bertsimas Bart P. G. Van Parys 51 54 0 27 Nov 2017
Calibration of Distributionally Robust Empirical Optimization Models Jun-ya Gotoh M. J. Kim Andrew E. B. Lim 48 42 0 17 Nov 2017
Robust Wasserstein Profile Inference and Applications to Machine Learning Jose H. Blanchet Yang Kang Karthyek Murthy OOD 79 331 0 18 Oct 2016
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach John C. Duchi Peter Glynn Hongseok Namkoong 104 323 0 11 Oct 2016
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations Peyman Mohajerin Esfahani Daniel Kuhn 80 1,661 0 19 May 2015
From Predictive to Prescriptive Analytics Dimitris Bertsimas Nathan Kallus 129 542 0 22 Feb 2014
On the rate of convergence in Wasserstein distance of the empirical measure N. Fournier Arnaud Guillin 179 1,143 0 07 Dec 2013