cognitive science – Optimization Online

Out-of-Distribution Wasserstein Ambiguity Set Construction with Inclusive and Exclusive Evidence

Published: 2026/10/10

Biao Han

Optimization in Data Science, Robust Optimization, Stochastic Programming cognitive science, convex optimization, cutting planes, distributionally robust optimization, Machine learning and optimization, nonconvex optimization, robust optimization, stochastic programming

Distributionally robust optimization hedges a decision against an ambiguity set of candidate distributions. In a cold-start setting the target distribution is unobserved and no sample from it is available, so only related source distributions provide evidence for constructing that set. We propose an inclusive-exclusive Wasserstein ball model that jointly learns a center and radius from … Read more

Robust Out-of-Distribution Stochastic Optimization with Heterogeneous Inclusive and Exclusive Distribution Clusters

Published: 2026/09/10, Updated: 2026/10/12

Biao Han

Infinite Dimensional Optimization, Robust Optimization, Stochastic Programming Biconvex optimization, bilevel optimization, cognitive science, convex optimization, Data-Driven Robust Optimization, decision science, distributionally robust optimization (DRO), Machine learning and optimization, multiple kernel learning

Decision scenarios far from rare in practice often place data-driven decision-making in an awkward position, where the decision maker may have access to neither the target distribution itself nor any empirical samples drawn from it, especially when decisions must be made in novel or highly uncertain environments. In response, robust out-of-distribution stochastic optimization (RooDSO) has … Read more