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News/Smart predict-then-robustly-optimize
arxiv
PublishedJuly 27, 2026 at 4:00 AM
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Smart predict-then-robustly-optimize

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arXiv:2607.21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space. While traditional integrated-learning-and-optimization models assume

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