Related papers: Robust Multicovers with Budgeted Uncertainty
We consider the maximization problem of monotone submodular functions under an uncertain knapsack constraint. Specifically, the problem is discussed in the situation that the knapsack capacity is not given explicitly and can be accessed…
Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data reasonably well, especially when the data volume is not large.…
Many real-life planning problems require making a priori decisions before all parameters of the problem have been revealed. An important special case of such problem arises in scheduling problems, where a set of tasks needs to be assigned…
Consider the classical Min-Sum Set Cover problem: We are given a universe $\mathcal{U}$ of $n$ elements and a collection $\mathcal{S}$ of $k$ subsets of $\mathcal{U}$. Moreover, a cost function is associated with each set. The goal is to…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design…
In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option…
In this paper, we propose a distributionally robust safety verification method for Markov decision processes where only an ambiguous transition kernel is available instead of the precise transition kernel. We define the ambiguity set around…
Models trained with empirical risk minimization (ERM) are revealed to easily rely on spurious correlations, resulting in poor generalization. Group distributionally robust optimization (group DRO) can alleviate this problem by minimizing…
In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We investigate a robust minimax least squares approach that minimizes…
We propose a non-convex training objective for robust binary classification of data sets in which label noise is present. The design is guided by the intention of solving the resulting problem by adiabatic quantum optimization. Two…
Coreset, which is a summary of the original dataset in the form of a small weighted set in the same sample space, provides a promising approach to enable machine learning over distributed data. Although viewed as a proxy of the original…
In this paper we study how to optimally balance cheap inflexible resources with more expensive, reconfigurable resources despite uncertainty in the input problem. Specifically, we introduce the MinEMax model to study "build versus rent"…
We propose a model for recoverable robust optimization with commitment. Given a combinatorial optimization problem and uncertainty about elements that may fail, we ask for a robust solution that, after the failing elements are revealed, can…
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 distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
A 2-covering for a finite group $G$ is a set of proper subgroups of $G$ such that every pair of elements of $G$ is contained in at least one subgroup in the set. The minimal number of subgroups needed to 2-cover a group $G$ is called the…
We study a robust contract design problem with deferred inspection, in which a principal allocates a scarce resource to an agent, observes the agent's realized outcome ex post at negligible cost, and conditions transfers on this information…
We propose a refinement of the maxmin approach to robustness. A mechanism's payoff guarantee over an ambiguity set is \emph{robust} if the guarantee is approximately satisfied at priors near the ambiguity set (in the weak topology). We show…
Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…