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This paper deals with a robust recoverable approach to 0-1 programming problems. It is assumed that a solution constructed in the first stage can be modified to some extent in the second stage. This modification consists in choosing a…

Data Structures and Algorithms · Computer Science 2018-11-19 Mmikita Hradovich , Adam Kasperski , Pawel Zielinski

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via…

Optimization and Control · Mathematics 2018-08-28 Pier Giuseppe Sessa , Damian Frick , Tony A. Wood , Maryam Kamgarpour

Distributionally Favorable Optimization (DFO) is an important framework for decision-making under uncertainty, with applications across fields such as reinforcement learning, online learning, robust statistics, chance-constrained…

Optimization and Control · Mathematics 2024-02-01 Nan Jiang , Weijun Xie

Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function. Although the latter problems…

Portfolio Management · Quantitative Finance 2013-05-14 Raphael Hauser , Vijay Krishnamurthy , Reha Tütüncü

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

Finding robust solutions of an optimization problem is an important issue in practice, and various concepts on how to define the robustness of a solution have been suggested. The idea of recoverable robustness requires that a solution can…

Optimization and Control · Mathematics 2016-04-07 Emilio Carrizosa , Marc Goerigk , Anita Schöbel

In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…

Optimization and Control · Mathematics 2025-05-29 Xiaoxing Ren , Alessio Moreschini , Zhongda Chu , Yulong Gao , Thomas Parisini

This paper revisits the modal truncation from an optimisation point of view. In particular, the concept of dominant poles is formulated with respect to different systems norms as the solution of the associated optimal modal truncation…

Optimization and Control · Mathematics 2020-09-25 Pierre Vuillemin , Adrien Maillard , Charles Poussot-Vassal

Algorithmic recourse seeks to provide actionable recommendations for individuals to overcome unfavorable classification outcomes from automated decision-making systems. Recourse recommendations should ideally be robust to reasonably small…

Machine Learning · Computer Science 2022-06-14 Ricardo Dominguez-Olmedo , Amir-Hossein Karimi , Bernhard Schölkopf

The ability to achieve precise and smooth trajectory tracking is crucial for ensuring the successful execution of various tasks involving robotic manipulators. State-of-the-art techniques require accurate mathematical models of the robot…

Robotics · Computer Science 2024-06-21 Mohamed Abdelwahab , Giulio Giacomuzzo , Alberto Dalla Libera , Ruggero Carli

We consider robust control synthesis for linear systems with complex specifications that are affected by uncertain disturbances. This work is motivated by autonomous systems interacting with partially known, time-varying environments. Given…

Optimization and Control · Mathematics 2018-08-27 Damian Frick , Tony A. Wood , Gian Ulli , Maryam Kamgarpour

Robust Optimal Control (ROC) with adjustable uncertainties has proven to be effective in addressing critical challenges within modern energy networks, especially the reserve and provision problem. However, prior research on ROC with…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Yun Li , Neil Yorke-Smith , Tamas Keviczky

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Machine Learning · Computer Science 2024-10-28 Shudian Zhao , Jan Kronqvist

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions. Reachable sets play a critical role in control, but remain notoriously challenging to compute, and existing…

Optimization and Control · Mathematics 2026-04-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

Robust optimization is one of the fundamental approaches to deal with uncertainty in combinatorial optimization. This paper considers the robust spanning tree problem with interval data, which arises in a variety of telecommunication…

Artificial Intelligence · Computer Science 2013-01-07 Ionut Aron , Pascal Van Hentenryck

The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in…

Machine Learning · Computer Science 2019-08-02 Christina Göpfert , Jan Philip Göpfert , Barbara Hammer

In recent years, explainability in machine learning has gained importance. In this context, counterfactual explanation (CE), which is an explanation method that uses examples, has attracted attention. However, it has been pointed out that…

Machine Learning · Computer Science 2025-02-04 Keita Kinjo