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...

Full description

Bibliographic Details
Main Author: Bennouna, Omar
Other Authors: Ozdaglar, Asuman
Format: Thesis
Published: Massachusetts Institute of Technology 2024
Online Access:https://hdl.handle.net/1721.1/156138