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Multicriteria adjustable robust optimization (MARO) problems arise in a wide variety of practical settings, for example, in the design of a building's energy supply. However, no general approaches, neither for the characterization of…

Optimization and Control · Mathematics 2024-06-13 Elisabeth Halser , Elisabeth Finhold , Neele Leithäuser , Jan Schwientek , Katrin Teichert , Karl-Heinz Küfer

We propose a robust risk measurement approach that minimizes the expectation of overestimation plus underestimation costs. We consider uncertainty by taking the supremum over a collection of probability measures, relating our approach to…

Risk Management · Quantitative Finance 2020-10-27 Marcelo Brutti Righi , Fernanda Maria Müller , Marlon Ruoso Moresco

A runtime assurance system (RTA) for a given plant enables the exercise of an untrusted or experimental controller while assuring safety with a backup (or safety) controller. The relevant computational design problem is to create a logic…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Kristina Miller , Christopher K. Zeitler , William Shen , Kerianne Hobbs , Sayan Mitra , John Schierman , Mahesh Viswanathan

The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes however more difficult. Several approaches have been adopted in…

Probability · Mathematics 2007-08-08 Pauline Barrieu , Nicole El Karoui

The safe operation of an autonomous system is a complex endeavor, one pivotal element being its decision-making. Decision-making logic can formally be analyzed using model checking or other formal verification approaches. Yet, the…

Multiagent Systems · Computer Science 2023-10-05 Jan Vermaelen , Tom Holvoet

Classical measures of structural reliability, such as the probability of failure and the related reliability index, are still widely applied in practice. However, these measures are frequency-based only, and they do not give information…

Methodology · Statistics 2025-08-19 Moussa Leblouba , Samer Barakat , Raghad Awad

In this paper, we address the real-time risk-bounded safety verification problem of continuous-time state trajectories of autonomous systems in the presence of uncertain time-varying nonlinear safety constraints. Risk is defined as the…

Robotics · Computer Science 2021-10-04 Ashkan Jasour , Weiqiao Han , Brian Williams

Distributionally Robust (DR) optimization aims to certify worst-case risk within a Wasserstein uncertainty set. Current certifications typically rely either on global Lipschitz bounds, which are often conservative, or on local gradient…

Optimization and Control · Mathematics 2026-04-09 Hong T. M. Chu

Security risk management can be applied on well-defined or existing systems; in this case, the objective is to identify existing vulnerabilities, assess the risks and provide for the adequate countermeasures. Security risk management can…

Cryptography and Security · Computer Science 2014-04-09 Stéphane Paul

This paper proposes a safety controller for control-affine nonlinear systems with unmodelled dynamics and disturbances to improve closed-loop robustness. Uncertainty estimation-based control barrier functions (CBFs) are utilized to ensure…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Ersin Daş , Skylar X. Wei , Joel W. Burdick

Safe control with guarantees generally requires the system model to be known. It is far more challenging to handle systems with uncertain parameters. In this paper, we propose a generic algorithm that can synthesize and verify safe…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Simin Liu , Kai S. Yun , John M. Dolan , Changliu Liu

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

The design of reliable circuits has received a lot of attention in the past, leading to the definition of several design techniques introducing fault detection and fault tolerance properties in systems for critical…

Hardware Architecture · Computer Science 2011-11-09 C. Bolchini , F. Salice , D. Sciuto , L. Pomante

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

Adversarial examples pose a security threat to many critical systems built on neural networks (such as face recognition systems, and self-driving cars). While many methods have been proposed to build robust models, how to build certifiably…

Machine Learning · Computer Science 2023-09-06 Ruihan Zhang , Peixin Zhang , Jun Sun

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…

Optimization and Control · Mathematics 2013-08-14 Gene A. Bunin , Grégory François , Dominique Bonvin

This paper addresses the computational challenges in reliability-based topology optimization (RBTO) of structures associated with the estimation of statistics of the objective and constraints using standard sampling methods, and overcomes…

Optimization and Control · Mathematics 2021-07-27 Subhayan De , Kurt Maute , Alireza Doostan

Robust optimisation is a well-established framework for optimising functions in the presence of uncertainty. The inherent goal of this problem is to identify a collection of inputs whose outputs are both desirable for the decision maker,…

Optimization and Control · Mathematics 2025-05-27 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

We study the design of resilient and reliable communication networks in which a signal can be transferred only up to a limited distance before its quality falls below an acceptable threshold. When excessive signal degradation occurs,…

Machine Learning · Computer Science 2026-02-13 Mohammad Khosravi , Setareh Maghsudi

A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. Depending on the approach used, the…

Optimization and Control · Mathematics 2023-07-14 Holger Berthold , Till Heller , Tobias Seidel
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