Related papers: An approach to the distributionally robust shortes…
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…
Constrained pathfinding is a well-studied, yet challenging network optimisation problem that can be seen in a broad range of real-world applications. Pathfinding with multiple resource limits, which is known as the Resource Constrained…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
The quadratic shortest path problem (QSPP) is \textcolor{black}{the problem of finding a path with prespecified start vertex $s$ and end vertex $t$ in a digraph} such that the sum of weights of arcs and the sum of interaction costs over all…
Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…
This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place…
Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…
The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…
The quadratic shortest path problem is the problem of finding a path in a directed graph such that the sum of interaction costs over all pairs of arcs on the path is minimized. We derive several semidefinite programming relaxations for the…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…
The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…
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…
A variant of the well-known Shortest Path Problem is studied in this paper, where pairs of conflicting arcs are provided, and for each conflicting pair a penalty is paid once neither or both of the arcs are selected. This configures a set…
In this work, we study how to ensure probabilistic safety for nonlinear systems under distributional ambiguity. Our approach builds on a backup-based safety filtering framework that switches between a high-performance nominal policy and a…
This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for…
Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…
In the optimization under uncertainty, decision-makers first select a wait-and-see policy before any realization of uncertainty and then place a here-and-now decision after the uncertainty has been observed. Two-stage stochastic programming…
We present several modifications to the previously proposed MSPP algorithm that can speed-up its execution considerably. The MSPP algorithm leverages a multiscale representation of the environment in $n$ dimensions. The information of the…
Graph-based multi-robot path planning (MRPP) is NP-hard to optimally solve. In this work, we propose the first low polynomial-time algorithm for MRPP achieving 1--1.5 asymptotic optimality guarantees on makespan for random instances under…