XVII th Conference on Stochastic Programming

Conditional Risk Minimization with Side Information

1 août 2025, 11:15

30m

F207

Contributed talk Contextual stochastic programming Contextual stochastic programming

Orateur

Prof. Jonathan Yu-Meng Li (Telfer School of Management, University of Ottawa)

Description

We present a unified framework and practical solution for conditional risk minimization with side information—interpretable, tractable, and backed by finite-sample statistical guarantees.