Proposes residuals-based contextual DRO with decision-dependent uncertainty using regression, provides statistical guarantees, and develops a convergent Benders decomposition algorithm.
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Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty: Theoretical Guarantees and Decomposition Algorithm
Proposes residuals-based contextual DRO with decision-dependent uncertainty using regression, provides statistical guarantees, and develops a convergent Benders decomposition algorithm.