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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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