Deep value function networks for large-scale multistage stochastic programs H Bae, J Lee, WC Kim, Y Lee International Conference on Artificial Intelligence and Statistics, 11267-11287, 2023 | 9 | 2023 |
ICLN: Input Convex Loss Network for Decision Focused Learning H Jeon, H Bae, M Park, C Kim, WC Kim arXiv e-prints, arXiv: 2403.01875, 2024 | 2 | 2024 |
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization C Kim, J Park, H Bae, WC Kim International Conference on Machine Learning, 16747-16770, 2023 | 2 | 2023 |
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization H Bae, H Jeon, M Park, Y Lee, WC Kim arXiv preprint arXiv:2502.11701, 2025 | | 2025 |
Locally Convex Global Loss Network for Decision-Focused Learning H Jeon, H Bae, M Park, C Kim, WC Kim arXiv preprint arXiv:2403.01875, 2024 | | 2024 |
Universal Approximation of Parametric Optimization via Neural Networks with Piecewise Linear Policy Approximation H Bae, JH Kim, WC Kim arXiv preprint arXiv:2308.10534, 2023 | | 2023 |