{"id":"https://openalex.org/W4386963479","doi":"https://doi.org/10.1007/s10589-023-00529-5","title":"Distribution-free algorithms for predictive stochastic programming in the presence of streaming data","display_name":"Distribution-free algorithms for predictive stochastic programming in the presence of streaming data","publication_year":2023,"publication_date":"2023-09-22","ids":{"openalex":"https://openalex.org/W4386963479","doi":"https://doi.org/10.1007/s10589-023-00529-5"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-023-00529-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10589-023-00529-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10589-023-00529-5.pdf","source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10589-023-00529-5.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078373341","display_name":"Shuotao Diao","orcid":null},"institutions":[{"id":"https://openalex.org/I1174212","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60","country_code":"US","type":"education","lineage":["https://openalex.org/I1174212"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Shuotao Diao","raw_affiliation_strings":["Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, 3715 McClintock Ave, Los Angeles, CA, 90089-0193, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, 3715 McClintock Ave, Los Angeles, CA, 90089-0193, USA","institution_ids":["https://openalex.org/I1174212"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026466952","display_name":"Suvrajeet Sen","orcid":"https://orcid.org/0000-0002-6285-8833"},"institutions":[{"id":"https://openalex.org/I1174212","display_name":"University of Southern California","ror":"https://ror.org/03taz7m60","country_code":"US","type":"education","lineage":["https://openalex.org/I1174212"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Suvrajeet Sen","raw_affiliation_strings":["Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, 3715 McClintock Ave, Los Angeles, CA, 90089-0193, USA"],"raw_orcid":"https://orcid.org/0000-0002-6285-8833","affiliations":[{"raw_affiliation_string":"Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, 3715 McClintock Ave, Los Angeles, CA, 90089-0193, USA","institution_ids":["https://openalex.org/I1174212"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5078373341"],"corresponding_institution_ids":["https://openalex.org/I1174212"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.4931,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.69038783,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"87","issue":"2","first_page":"355","last_page":"395"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6191421151161194},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5515006184577942},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5350350737571716},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.515137791633606},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.5051644444465637},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.47371906042099},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4686182141304016},{"id":"https://openalex.org/keywords/computational-complexity-theory","display_name":"Computational complexity theory","score":0.43832284212112427},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.43725061416625977},{"id":"https://openalex.org/keywords/piecewise","display_name":"Piecewise","score":0.4192536473274231},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.35641539096832275},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34191828966140747},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.0900425910949707}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6191421151161194},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5515006184577942},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5350350737571716},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.515137791633606},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.5051644444465637},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.47371906042099},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4686182141304016},{"id":"https://openalex.org/C179799912","wikidata":"https://www.wikidata.org/wiki/Q205084","display_name":"Computational complexity theory","level":2,"score":0.43832284212112427},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.43725061416625977},{"id":"https://openalex.org/C164660894","wikidata":"https://www.wikidata.org/wiki/Q2037833","display_name":"Piecewise","level":2,"score":0.4192536473274231},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.35641539096832275},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34191828966140747},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0900425910949707},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-023-00529-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10589-023-00529-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10589-023-00529-5.pdf","source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:coopap:v:87:y:2024:i:2:d:10.1007_s10589-023-00529-5","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10589-023-00529-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10589-023-00529-5","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10589-023-00529-5","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10589-023-00529-5.pdf","source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.7900000214576721,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[{"id":"https://openalex.org/G1523888516","display_name":null,"funder_award_id":"FA9550-","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G36446433","display_name":null,"funder_award_id":"FA9550-20-1","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G4681868941","display_name":null,"funder_award_id":"N00014-20-1-2077","funder_id":"https://openalex.org/F4320338298","funder_display_name":"Office of Naval Research Global"},{"id":"https://openalex.org/G5729145195","display_name":null,"funder_award_id":"FA9550-20","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G5809100787","display_name":null,"funder_award_id":"FA9550","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G6098521345","display_name":null,"funder_award_id":"FA9550","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G7043088489","display_name":null,"funder_award_id":"FA9550-20-1-0006","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G7832062188","display_name":null,"funder_award_id":"N00014-20-1-2077","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G8876996369","display_name":null,"funder_award_id":"N00014","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"},{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"},{"id":"https://openalex.org/F4320338298","display_name":"Office of Naval Research Global","ror":"https://ror.org/00rk2pe57"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4386963479.pdf"},"referenced_works_count":49,"referenced_works":["https://openalex.org/W107148746","https://openalex.org/W615510159","https://openalex.org/W1480376833","https://openalex.org/W1484867920","https://openalex.org/W1567922949","https://openalex.org/W1762430620","https://openalex.org/W1963614310","https://openalex.org/W1971713783","https://openalex.org/W1981762696","https://openalex.org/W1983916623","https://openalex.org/W1985007489","https://openalex.org/W1985258161","https://openalex.org/W1992208280","https://openalex.org/W1996908140","https://openalex.org/W2002569352","https://openalex.org/W2006262236","https://openalex.org/W2012301399","https://openalex.org/W2022377867","https://openalex.org/W2024649852","https://openalex.org/W2040358553","https://openalex.org/W2053035314","https://openalex.org/W2055599381","https://openalex.org/W2056345872","https://openalex.org/W2086161653","https://openalex.org/W2092260586","https://openalex.org/W2097415784","https://openalex.org/W2116520176","https://openalex.org/W2142926504","https://openalex.org/W2164768462","https://openalex.org/W2165888424","https://openalex.org/W2211648829","https://openalex.org/W2288838258","https://openalex.org/W2303810353","https://openalex.org/W2515852022","https://openalex.org/W2969714402","https://openalex.org/W2997967197","https://openalex.org/W3010146039","https://openalex.org/W3106380050","https://openalex.org/W3136027957","https://openalex.org/W3188776292","https://openalex.org/W4211192810","https://openalex.org/W4220965612","https://openalex.org/W4256561644","https://openalex.org/W6607311024","https://openalex.org/W6607896898","https://openalex.org/W6629726480","https://openalex.org/W6632001778","https://openalex.org/W6812785690","https://openalex.org/W6821873754"],"related_works":["https://openalex.org/W4254717236","https://openalex.org/W2377757044","https://openalex.org/W3160952126","https://openalex.org/W2320103255","https://openalex.org/W798918733","https://openalex.org/W4213167601","https://openalex.org/W2101287851","https://openalex.org/W163279402","https://openalex.org/W2403168774","https://openalex.org/W2119531745"],"abstract_inverted_index":{"Abstract":[0],"This":[1,51],"paper":[2,52,134],"studies":[3,53,77],"a":[4,71,192],"fusion":[5],"of":[6,23,47,56,64,82,179,185],"concepts":[7],"from":[8],"stochastic":[9],"programming":[10],"and":[11,28,94,118,149],"non-parametric":[12,89,108],"statistical":[13],"learning":[14],"in":[15,20,132,195],"which":[16,138],"data":[17,144],"is":[18],"available":[19],"the":[21,45,65,75,128],"form":[22],"covariates":[24],"interpreted":[25],"as":[26,70,151],"predictors":[27,48],"responses.":[29],"Such":[30,188],"models":[31],"are":[32,85,199],"designed":[33,141],"to":[34,42,44,169],"impart":[35],"greater":[36],"agility,":[37],"allowing":[38],"decisions":[39,184],"under":[40],"uncertainty":[41],"adapt":[43],"knowledge":[46],"(leading":[49],"indicators).":[50],"two":[54],"classes":[55],"methods":[57,66,84],"for":[58,91,96,142,155,201],"such":[59,156],"joint":[60],"prediction-optimization":[61],"models.":[62],"One":[63],"may":[67],"be":[68,170],"classified":[69],"first-order":[72],"method,":[73],"whereas":[74],"other":[76,119],"piecewise":[78],"linear":[79],"approximations.":[80],"Both":[81],"these":[83],"based":[86],"on":[87],"coupling":[88,160],"estimation":[90,109,148],"predictive":[92],"purposes,":[93],"optimization":[95,150,196],"decision-making":[97],"within":[98],"one":[99],"unified":[100],"framework.":[101],"In":[102],"addition,":[103],"our":[104],"study":[105],"incorporates":[106],"several":[107],"schemes,":[110],"including":[111],"k":[112,116,161],"nearest":[113],"neighbors":[114],"(":[115],"NN)":[117],"standard":[120],"kernel":[121],"estimators.":[122],"Our":[123],"computational":[124,189],"results":[125,190],"demonstrate":[126],"that":[127,198],"new":[129],"algorithms":[130,197],"proposed":[131],"this":[133],"outperform":[135],"traditional":[136],"approaches":[137],"were":[139],"not":[140],"streaming":[143,203],"applications":[145],"requiring":[146],"simultaneous":[147],"important":[152],"design":[153],"features":[154],"algorithms.":[157],"For":[158],"instance,":[159],"NN":[162],"with":[163],"Stochastic":[164],"Decomposition":[165,181],"(SD)":[166],"turns":[167],"out":[168],"over":[171],"40":[172],"times":[173],"faster":[174],"than":[175],"an":[176],"online":[177],"version":[178],"Benders":[180],"while":[182],"finding":[183],"similar":[186],"quality.":[187],"motivate":[191],"paradigm":[193],"shift":[194],"intended":[200],"modern":[202],"applications.":[204]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-12-25T23:11:45.687758","created_date":"2025-10-10T00:00:00"}
