Addressing misspecification in contextual optimization
We study the predict-then-optimize framework approach, which combines machine learning and a downstream optimization task. This approach entails forecasting unknown parameters of an optimization problem and then resolving the optimization task based on these predictions. For example, consider an ene...
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Format: | Thesis |
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Massachusetts Institute of Technology
2024
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Online Access: | https://hdl.handle.net/1721.1/156138 |