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As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

We investigate the probabilistic feasibility of randomized solutions to two distinct classes of uncertain multi-agent optimization programs. We first assume that only the constraints of the program are affected by uncertainty, while the…

We study a variant of a recently introduced min-max optimization framework where the max-player is constrained to update its parameters in a greedy manner until it reaches a first-order stationary point. Our equilibrium definition for this…

Managing insurance and financial risk when data is limited is a key task in the insurance industry. In this paper, we focus on cases where the risk distribution is modeled as a mixture with some components estimable to high precision or…

The events of the last few years revealed an acute need for tools to systematically model and analyze large financial networks. Many applications of such tools include the forecasting of systemic failures and analyzing probable effects of…

This paper studies a robust utility maximization problem for intractable claims under distributional ambiguity, where the distribution of the claim cannot be inferred from market information and its dependence with tradable assets is…

In this paper the minimum spanning tree problem with uncertain edge costs is discussed. In order to model the uncertainty a discrete scenario set is specified and a robust framework is adopted to choose a solution. The min-max, min-max…

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Although resource allocation is a well studied problem in computer science, until the prevalence of distributed systems, such as computing clouds and data centres, the question had been addressed predominantly for single resource type…

We address the problem of configuring a power distribution network with reliability and resilience objectives by satisfying the demands of the consumers and saturating each production source as little as possible. We consider power…

This paper proposes a reinforcement learning-based method for microservice resource scheduling and optimization, aiming to address issues such as uneven resource allocation, high latency, and insufficient throughput in traditional…

In recent years many important societal decisions are made by machine-learning algorithms, and many such important decisions have strict capacity limits, allowing resources to be allocated only to the highest utility individuals. For…

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…

In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as…

We study the mechanism design problem of facility location on a metric space in the learning-augmented framework, where mechanisms have access to imperfect predictions of the optimal facility locations. Our objective is to design…

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

We consider the optimal power management in renewable driven smart building MicroGrid under noise corrupted conditions as a stochastic optimization problem. We first propose our user satisfaction and electricity consumption balanced (USECB)…

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Disruptions to personnel rosters caused by absenteeism often necessitate last-minute adjustments to the employees' working hours. A common strategy to mitigate the impact of such changes is to assign employees to reserve shifts: special…