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Articles by Caio de Prospero

Prescribe-then-Select: Adaptive Policy Selection for Contextual Stochastic Optimization

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By Kimberly Villalobos, Kimberly Villalobos Carballo, Dimitris Bertsimas, Caio de Prospero
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[Submitted on 9 Sep 2025] Title:Prescribe-then-Select: Adaptive Policy Selection for Contextual Stochastic Optimization View a PDF of the paper titled Prescribe-then-Select: Adaptive Policy Selection for Contextual Stochastic Optimization, by Caio de Prospero Iglesias and 2 other authors View PDF HTML (experimental) Abstract:We address the problem of policy selection in contextual stochastic optimization (CSO), where covariates are available as contextual information and decisions must...
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