Integrated Conditional Estimation-Optimization
Published in arXiv (Cornell University) • Oct 24, 2021
NobleIDNI6P10W34R48S25
Authors:,,
Meng Qi
Paul Grigas
Zuo-Jun
Abstract
Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of uncertain parameters and then optimizing the objective based on t...
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