Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

arXiv — cs.LG•Wednesday, October 29, 2025 at 4:00:00 AM

A recent study on two-stage stochastic programs reveals that it's possible to solve complex optimization problems using just one 'optimal scenario.' This finding is significant because it simplifies the forecasting process, making it more efficient and accessible for various applications. By demonstrating that this optimal scenario can exist outside the typical distribution support, the research opens new avenues for practical implementations in fields like finance and logistics.

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