Related papers: Robust Maximum Capture Facility Location under Ran…
This paper studies robust variants of an extended model of the classical Heterogeneous Vehicle Routing Problem (HVRP), where a mixed fleet of vehicles with different capacities, availabilities, fixed costs and routing costs is used to serve…
In this paper the robust utility maximization problem for a market model based on L\'evy processes is analyzed. The interplay between the form of the utility function and the penalization function required to have a well posed problem is…
We study a robust portfolio optimization problem under model uncertainty for an investor with logarithmic or power utility. The uncertainty is specified by a set of possible L\'evy triplets; that is, possible instantaneous drift, volatility…
In typical applications of facility location problems, the location of demand is assumed to be an input to the problem. The demand may be fixed or dynamic, but ultimately outside the optimizers control. In contrast, there are settings,…
In this paper the capacitated hub location problem is formulated by a minimax regret model, which takes into account uncertain setup cost and demand. We focus on hub location with multiple allocations as a strategic problem requiring one…
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust…
The existence of optimal strategy in robust utility maximization is addressed when the utility function is finite on the entire real line. A delicate problem in this case is to find a "good definition" of admissible strategies, so that an…
In this work the problem of optimal harvesting policy selection for natural resources management under model uncertainty is investigated. Under the framework of the neoclassical growth model dynamics, the associated optimal control problem…
We first show that a better analysis of the algorithm for The Two-Sage Stochastic Facility Location Problem from Srinivasan \cite{sri07} and the algorithm for The Robust Fault Tolerant Facility Location Problem from Byrka et al \cite{bgs10}…
Training machine learning models that are robust against adversarial inputs poses seemingly insurmountable challenges. To better understand adversarial robustness, we consider the underlying problem of learning robust representations. We…
Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…
Mobile edge computing (MEC) is a promising technique for providing low-latency access to services at the network edge. The services are hosted at various types of edge nodes with both computation and communication capabilities. Due to the…
The Maximal Covering Location Problem (MCLP) represents a fundamental optimization challenge in facility location theory, where the objective is to maximize demand coverage while operating under resource constraints. This paper presents a…
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated probabilistic models of her endowment by…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…
We study mechanisms for the facility location problem augmented with predictions of the optimal facility location. We demonstrate that an egalitarian viewpoint which considers both the maximum distance of any agent from the facility and the…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
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,…
In this paper, we study the adaptive submodular cover problem under the worst-case setting. This problem generalizes many previously studied problems, namely, the pool-based active learning and the stochastic submodular set cover. The input…