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Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

This paper considers stochastic hybrid stress quadrilateral finite element analysis of plane elasticity equations with stochastic Young's modulus and stochastic loads. Firstly, we apply Karhunen-Lo$\grave{e}$ve expansion to stochastic…

Numerical Analysis · Mathematics 2015-02-24 Xiaojing Xu , Wenwen Fan , Xiaoping Xie

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

Design and operation of complex engineering systems rely on reliability optimization. Such optimization requires us to account for uncertainties expressed in terms of compli-cated, high-dimensional probability distributions, for which only…

Optimization and Control · Mathematics 2021-09-22 Ji-Eun Byun , Johannes O. Royset

Smolyak's method, also known as hyperbolic cross approximation or sparse grid method, is a powerful tool to tackle multivariate tensor product problems solely with the help of efficient algorithms for the corresponding univariate problem.…

Numerical Analysis · Mathematics 2021-09-21 Michael Gnewuch , Marcin Wnuk

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

One of the major limitations for the employment of model-based planning and scheduling in practical applications is the need of costly re-planning when an incongruence between the observed reality and the formal model is encountered during…

Artificial Intelligence · Computer Science 2019-11-19 Michael Cashmore , Alessandro Cimatti , Daniele Magazzeni , Andrea Micheli , Parisa Zehtabi

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…

Methodology · Statistics 2015-02-05 L. A. Garcia-Escudero , A. Gordaliza , F. Greselin , S. Ingrassia , A. Mayo-Iscar

This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…

Optimization and Control · Mathematics 2026-05-01 Shyam Kamal , Baby Diana , Sunidhi Pandey , Sandip Ghosh , Thach Ngoc Dinh

The transient response of power grids to external disturbances influences their stable operation. This paper studies the effect of topology in linear time-invariant dynamics of different power grids. For a variety of objective functions, a…

Systems and Control · Computer Science 2017-03-03 Deepjyoti Deka , Harsha Nagarajan , Scott Backhaus

Soft robots are made of compliant materials that perform their tasks by deriving motion from elastic deformations. They are used in various applications, e.g., for handling fragile objects, navigating sensitive/complex environments, etc.,…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Prabhat Kumar

The envelope model provides a dimension-reduction framework for multivariate linear regression. However, existing envelope methods typically assume normally distributed random errors and do not accommodate repeated measures in longitudinal…

Methodology · Statistics 2025-12-11 Peng Zeng , Yushan Mu

This paper introduces a simple formulation for topology optimization problems ensuring manufacturability by machining. The method distinguishes itself from existing methods by using the advection-diffusion equation with Robin boundary…

Computational Engineering, Finance, and Science · Computer Science 2022-02-16 Lukas Christian Høghøj , Erik Albert Träff

Topology Optimization seeks to find the best design that satisfies a set of constraints while maximizing system performance. Traditional iterative optimization methods like SIMP can be computationally expensive and get stuck in local…

Machine Learning · Computer Science 2023-03-20 Giorgio Giannone , Faez Ahmed

Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…

Artificial Intelligence · Computer Science 2013-02-08 Fabio Gagliardi Cozman

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

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…

Optimization and Control · Mathematics 2015-04-21 David Adjiashvili

The robustness of the stability properties of dynamical systems in the presence of unknown/adversarial perturbations to system parameters is a desirable property. In this paper, we present methods to efficiently compute and improve the…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Ananta Kant Rai , Vaibhav Katewa