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In this paper we propose a problem-driven scenario generation approach to the single-period portfolio selection problem which use tail risk measures such as conditional value-at-risk. Tail risk measures are useful for quantifying potential…

Risk Management · Quantitative Finance 2019-11-14 Jamie Fairbrother , Amanda Turner , Stein Wallace

The estimation of loss distributions for dynamic portfolios requires the simulation of scenarios representing realistic joint dynamics of their components. We propose a novel data-driven approach for simulating realistic, high-dimensional…

Risk Management · Quantitative Finance 2025-05-19 Rama Cont , Mihai Cucuringu , Renyuan Xu , Chao Zhang

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…

Optimization and Control · Mathematics 2021-06-23 Julien Keutchayan , Janosch Ortmann , Walter Rei

We provide a new dynamic approach to scenario generation for the purposes of risk management in the banking industry. We connect ideas from conventional techniques -- like historical and Monte Carlo simulation -- and we come up with a…

Risk Management · Quantitative Finance 2009-08-19 Juan-Pablo Ortega , Rainer Pullirsch , Josef Teichmann , Julian Wergieluk

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

Given a finite collection of stochastic alternatives, we study the problem of sequentially allocating a fixed sampling budget to identify the optimal alternative with a high probability, where the optimal alternative is defined as the one…

Methodology · Statistics 2025-03-11 Dohyun Ahn , Taeho Kim

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

Scenario generation is one of the essential steps in scenario-based testing and, therefore, a significant part of the verification and validation of driver assistance functions and autonomous driving systems. However, the term scenario…

Robotics · Computer Science 2023-07-25 Barbara Schütt , Joshua Ransiek , Thilo Braun , Eric Sax

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Artificial Intelligence · Computer Science 2009-03-09 S. Armagan Tarim , Suresh Manandhar , Toby Walsh

Variational inequalities are modelling tools used to capture a variety of decision-making problems arising in mathematical optimization, operations research, game theory. The scenario approach is a set of techniques developed to tackle…

Optimization and Control · Mathematics 2020-03-17 Dario Paccagnan , Marco C. Campi

Scenario reduction (SR) alleviates the computational complexity of scenario-based stochastic optimization with conditional value-at-risk (SBSO-CVaR) by identifying representative scenarios to depict the underlying uncertainty and tail…

Optimization and Control · Mathematics 2025-10-20 Yingrui Zhuang , Lin Cheng , Ning Qi , Mads R. Almassalkhi , Feng Liu

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

We consider calculation of capital requirements when the underlying economic scenarios are determined by simulatable risk factors. In the respective nested simulation framework, the goal is to estimate portfolio tail risk, quantified via…

Risk Management · Quantitative Finance 2018-05-18 Michael Ludkovski , James Risk

Two-stage stochastic programs (2SPs) are important tools for making decisions under uncertainty. Decision-makers use contextual information to generate a set of scenarios to represent the true conditional distribution. However, the number…

Optimization and Control · Mathematics 2025-02-11 David Islip , Roy H. Kwon , Sanghyeon Bae , Woo Chang Kim

We consider a generic class of chance-constrained optimization problems with heavy-tailed (i.e., power-law type) risk factors. In this setting, we use the scenario approach to obtain a constant approximation to the optimal solution with a…

Optimization and Control · Mathematics 2023-05-09 Jose Blanchet , Fan Zhang , Bert Zwart

Generating representative scenarios for power system planning in which the stochasticity of renewable generation and cross-correlations between renewables and load are fully captured, is a challenging problem. Traditional methods for…

Systems and Control · Electrical Eng. & Systems 2022-02-09 Dhaval Dalal , Anamitra Pal , Philip Augustin

Long-tail and rare event problems become crucial when autonomous driving algorithms are applied in the real world. For the purpose of evaluating systems in challenging settings, we propose a generative framework to create safety-critical…

Robotics · Computer Science 2020-07-24 Wenhao Ding , Baiming Chen , Minjun Xu , Ding Zhao

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros
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