A survey of contextual optimization methods for decision-making under uncertainty

U Sadana, A Chenreddy, E Delage, A Forel… - European Journal of …, 2024 - Elsevier
Recently there has been a surge of interest in operations research (OR) and the machine
learning (ML) community in combining prediction algorithms and optimization techniques to …

The role of optimization in some recent advances in data-driven decision-making

L Baardman, R Cristian, G Perakis, D Singhvi… - Mathematical …, 2023 - Springer
Data-driven decision-making has garnered growing interest as a result of the increasing
availability of data in recent years. With that growth many opportunities and challenges have …

Fast rates for contextual linear optimization

Y Hu, N Kallus, X Mao - Management Science, 2022 - pubsonline.informs.org
Incorporating side observations in decision making can reduce uncertainty and boost
performance, but it also requires that we tackle a potentially complex predictive relationship …

Dynamic optimization with side information

D Bertsimas, C McCord, B Sturt - European Journal of Operational …, 2023 - Elsevier
We develop a tractable and flexible data-driven approach for incorporating side information
into multi-stage stochastic programming. The proposed framework uses predictive machine …

[HTML][HTML] Big data driven order-up-to level model: Application of machine learning

JBB Clausen, H Li - Computers & Operations Research, 2022 - Elsevier
Data driven optimisation has become one of the research frontiers in operations
management and operations research. Likewise, the recent academic interest in big data …

Integrating prediction/estimation and optimization with applications in operations management

M Qi, ZJ Shen - … research: emerging and impactful topics in …, 2022 - pubsonline.informs.org
Big data provide new opportunities to tackle one of the main difficulties in decision-making
systems—the uncertain behavior that follows unknown probability distribution. Standard …

Risk bounds and calibration for a smart predict-then-optimize method

H Liu, P Grigas - Advances in Neural Information …, 2021 - proceedings.neurips.cc
The predict-then-optimize framework is fundamental in practical stochastic decision-making
problems: first predict unknown parameters of an optimization model, then solve the problem …

Explainable data-driven optimization: from context to decision and back again

A Forel, A Parmentier, T Vidal - International Conference on …, 2023 - proceedings.mlr.press
Data-driven optimization uses contextual information and machine learning algorithms to
find solutions to decision problems with uncertain parameters. While a vast body of work is …

Tutorial on prescriptive analytics for logistics: What to predict and how to predict

X Tian, R Yan, S Wang, Y Liu, L Zhen - Electronic Research Archive, 2023 - dr.ntu.edu.sg
The development of the Internet of things (IoT) and online platforms enables companies and
governments to collect data from a much broader spatial and temporal area in the logistics …

[HTML][HTML] Empirical risk minimization for big data driven prescriptive analytics: An exploration of two-stage stochastic programs with recourse

JBB Clausen, H Li, N Forget - Expert Systems with Applications, 2025 - Elsevier
In the operations research literature, data driven analyses using big data are receiving more
and more interest and attention. However, big data driven operational analyses are still …