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Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

The paper describes an algorithm that, given an initial design $\mathcal{F}_n$ of size $n$ and a linear model with $p$ parameters, provides a sequence $\mathcal{F}_n \supset \ldots \supset \mathcal{F}_{n-k} \supset \ldots \supset…

Computation · Statistics 2022-06-22 Roberto Fontana , Fabio Rapallo

The degree of static indeterminacy and its spatial distribution characterize load-bearing structures independent of a specific load case. The redundancy matrix stores the distribution of the static indeterminacy on its main diagonal, and…

Computational Engineering, Finance, and Science · Computer Science 2025-02-12 David Forster , Malte von Scheven

Robust output regulation for linear time-varying systems has remained an open problem for decades. To address this, we propose the trajectory-matching system immersion framework, by reformulating the regulator equation into a more…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Jinmeng Zha , Zhen Zhang

Prediction models are often employed in estimating parameters of optimization models. Despite the fact that in an end-to-end view, the real goal is to achieve good optimization performance, the prediction performance is measured on its own.…

Optimization and Control · Mathematics 2021-01-01 Nam Ho-Nguyen , Fatma Kılınç-Karzan

We introduce a robust optimization model consisting in a family of perturbation functions giving rise to certain pairs of dual optimization problems in which the dual variable depends on the uncertainty parameter. The interest of our…

Optimization and Control · Mathematics 2018-03-14 Nguyen Dinh , Miguel A. Goberna , Marco A. López , Michel Volle

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

The need for robust control laws is especially important in safety-critical applications. We propose robust hybrid control barrier functions as a means to synthesize control laws that ensure robust safety. Based on this notion, we formulate…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Alexander Robey , Lars Lindemann , Stephen Tu , Nikolai Matni

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

Machine Learning · Computer Science 2025-04-11 Adrián Detavernier , Jasper De Bock

Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the…

Machine Learning · Computer Science 2019-02-19 Ravi Mangal , Aditya V. Nori , Alessandro Orso

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also…

Numerical Analysis · Mathematics 2020-08-20 Vidhi Zala , Robert M. Kirby , Akil Narayan

We consider the problem of robustness in large consensus networks that occur in many areas such as distributed optimization. Robustness, in this context, is the scaling of performance measures, e.g. H2-norm, as a function of network…

Systems and Control · Computer Science 2018-02-27 Tuhin Sarkar , Mardavij Roozbehani , Munther A. Dahleh

This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…

Artificial Intelligence · Computer Science 2013-02-28 Stephen G. Pimentel , Lawrence M. Brem

We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…

Optimization and Control · Mathematics 2022-04-06 Xinyi Chen , Udaya Ghai , Elad Hazan , Alexandre Megretski

In this paper, an optimization problem with uncertain objective function coefficients is considered. The uncertainty is specified by providing a discrete scenario set, containing possible realizations of the objective function coefficients.…

Data Structures and Algorithms · Computer Science 2023-03-10 Marc Goerigk , Romain Guillaume , Adam Kasperski , Paweł Zieliński

Robustness analyzes the impact of small perturbations in the semantics of a model. This allows to model hardware imprecision and therefore it has been applied to determine implementability of timed automata. In a recent paper, we extend…

Software Engineering · Computer Science 2012-07-19 Louis-Marie Traonouez