Author

C. Ho

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Preprint Aug 2026

When Is Two-Stage Sample Robust Optimization Asymptotically Optimal? A Simple Perspective

Two-stage sample robust optimization with linear decision rules is a standard data-driven approach to two-stage stochastic linear programs with unknown distributions. \cite{bertsimas2022two} established that this approach is asymptotically optimal under several conditions. Most are mild, but one is technical, and wheth...

Ling Dai, C. Ho · 0 citations