Author

Huangrong Sun

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Preprint Jul 2026

Contextual Stochastic Optimization with Decision-Dependent Uncertainty via Nonparametric Learning

Numerical experiments demonstrate that the ER-DD-SAA model with nonparametric learning consistently outperforms a parametric benchmark in out-of-sample performance and the proposed reformulations and algorithm substantially improve computational tractability.

Huangrong Sun, Xian Yu · 1 citation