Buse Şen

We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic programming and conditional stochastic optimization. MCCO minimizes a nest of conditional expectations and nonlinear cost functions. It has numerous applications and arises, for example, in optimal stopping, linear-quadratic regulator problems, distributionally robust contextual bandits, … Read more