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06/24/2023
Smoothed f-Divergence Distributionally Robust Optimization: Exponential Rate Efficiency and Complexity-Free Calibration
In data-driven optimization, sample average approximation is known to su...
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04/13/2023
Estimate-Then-Optimize Versus Integrated-Estimation-Optimization: A Stochastic Dominance Perspective
In data-driven stochastic optimization, model parameters of the underlyi...
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01/31/2022
Generalized Bayesian Upper Confidence Bound with Approximate Inference for Bandit Problems
Bayesian bandit algorithms with approximate inference have been widely u...
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06/19/2021
