Numerical methods for stochastic optimization problems with decision-dependent distributions under large delays

DOI10.1016/J.COR.2026.107392MaRDI QIDQ7237881zbMATH OpenFDO

Authors Licheng Deng, Yongchao Liu

Publication date 4 May 2026

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.COR.2026.107392

zbMATH Keywords

large delaysperformative stable solutionstationary pointstochastic optimization with decision-dependent distributions

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• A class of stochastic programs with decision dependent random elements
• An Asynchronous Mini-Batch Algorithm for Regularized Stochastic Optimization
• Coupled learning enabled stochastic programming with endogenous uncertainty
• Decision-dependent probabilities in stochastic programs with recourse
• Distributed stochastic optimization with large delays
• scientific article; zbMATH DE number 15143 (Why is no real title available?)
• Models of the Spiral-Down Effect in Revenue Management
• Stochastic Optimization with Decision-Dependent Distributions
• Strategic classification
• Technical note: Dynamic pricing and demand learning with limited price experimentation

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