Aakil Caunhye

Smart predict-then-robustly-optimize

Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan

In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space. While traditional integrated-learning-and-optimization models assume that side information is pe…Read more