Related papers: Distributionally Robust Transmission Expansion Pla…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
Safety is a critical concern in motion planning for autonomous vehicles. Modern autonomous vehicles rely on neural network-based perception, but making control decisions based on these inference results poses significant safety risks due to…
To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…
In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…
To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…
We consider a minimax problem motivated by distributionally robust optimization (DRO) when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization…
We propose an online data compression approach for efficiently solving distributionally robust optimization (DRO) problems with streaming data while maintaining out-of-sample performance guarantees. Our method dynamically constructs…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…
In this paper, we study the two-stage distributionally robust optimization (DRO) problem from the primal perspective. Unlike existing approaches, this perspective allows us to build a deeper and more intuitive understanding on DRO, to…
This paper addresses the transmission network expansion planning problem considering storage units under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby short- and long-term…
Distributionally robust optimization (DRO) can improve the robustness and fairness of learning methods. In this paper, we devise stochastic algorithms for a class of DRO problems including group DRO, subpopulation fairness, and empirical…
We study a routing and appointment scheduling problem with uncertain service and travel times arising from home service practice. Specifically, given a set of customers within a service region that an operator needs to serve, we seek to…
This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…
Widespread utilization of electric vehicles (EVs) incurs more uncertainties and impacts on the scheduling of the power-transportation coupled network. This paper investigates optimal power scheduling for a power-transportation coupled…
Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…
Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…
We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to accommodate all patient types assigned to that group, aiming…