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Showing 1 to 2 of 2 for “"Decision-dependent uncertainty"”.

  1. Algorithms for Distributionally Risk-Receptive and Robust Stochastic Integer Programs and Interdiction Problems

    … (DRO) frameworks, allowing for an adjustment of decision-maker's risk attitudes in adversarial settings. A key contribution is the study of an optimistic perspective, modeled by the DRR framework, which complements a pessimistic perspective of the conventional DRO paradigm and offers new insights …

    vt Repository record for Algorithms for Distributionally Risk-Receptive and Robust Stochastic Integer Programs and Interdiction Problems (opens in a new tab)

  2. Robust data-driven optimization for dynamic and decision-dependent systems under uncertainty

    Modern decision-making systems increasingly rely on data-driven models to guide actions in dynamic environments. However, in many real-world applications, the data available for learning is limited, biased, or influenced by previous decisions, and the resulting uncertainty can significantly degrade …

    uiuc Repository record for Robust data-driven optimization for dynamic and decision-dependent systems under uncertainty (opens in a new tab)