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Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Maryam Ghasemzadeh , H M Dilshad Alam Digonta , Anand Balu Nellippallil , Anton van Beek

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of the uncertainty space, the method is addressed to solve a…

Optimization and Control · Mathematics 2021-05-11 Cristian Ramirez-Pico , Eduardo Moreno

Practical structural engineering problems are often characterized by significant uncertainties. Historically, one of the prevalent methods to account for this uncertainty has been the standard Monte Carlo (MC) method. Recently, improved…

Numerical Analysis · Mathematics 2019-06-27 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…

Optimization and Control · Mathematics 2017-02-21 Reza Kamyar

This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…

Optimization and Control · Mathematics 2021-09-29 Jose E. Ramirez-Calderon , V. Jorge Leon

We perform a refined complexity-theoretic analysis of three classical problems in the context of Hierarchical Task Network Planning: the verification of a provided plan, whether an executable plan exists, and whether a given state can be…

Computational Complexity · Computer Science 2025-01-23 Cornelius Brand , Robert Ganian , Fionn Mc Inerney , Simon Wietheger

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

The purpose of this article is to study the algorithmic complexity of the Besicovitch stability of noisy subshifts of finite type, a notion studied in a previous article. First, we exhibit an unstable aperiodic tiling, and then see how it…

Combinatorics · Mathematics 2023-08-30 Léo Gayral , Mathieu Sablik

We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that a piecewise affine policy is optimal although the number of…

Optimization and Control · Mathematics 2018-01-23 Aharon Ben-Tal , Omar El Housni , Vineet Goyal

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

In this paper we study the computational complexity of solving a class of block structured integer programs (IPs) - so called multistage stochastic IPs. A multistage stochastic IP is an IP of the form $\max \{ c^T x \mid \mathcal{A} x = b,…

Data Structures and Algorithms · Computer Science 2021-10-27 Kim-Manuel Klein , Janina Reuter

Speed-robust scheduling is the following two-stage problem of scheduling $n$ jobs on $m$ uniformly related machines. In the first stage, the algorithm receives the value of $m$ and the processing times of $n$ jobs; it has to partition the…

Data Structures and Algorithms · Computer Science 2024-07-17 Josef Minařík , Jiří Sgall

To solve a real-world problem, the modeler usually needs to make a trade-off between model complexity and usefulness. This is also true for robust optimization, where a wide range of models for uncertainty, so-called uncertainty sets, have…

Optimization and Control · Mathematics 2019-01-14 Francis Garuba , Marc Goerigk , Peter Jacko

Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…

Optimization and Control · Mathematics 2024-01-17 Sezen Ece Kayacık , Beste Basciftci , Albert H Schrotenboer , Evrim Ursavas

This paper studies the computational complexity of a robust variant of a two-stage submodular minimization problem that we call Robust Submodular Minimizer. In this problem, we are given $k$ submodular functions~$f_1,\dots,f_k$ over a set…

Data Structures and Algorithms · Computer Science 2024-07-30 Naonori Kakimura , Ildikó Schlotter

We prove the #P-hardness of the counting problems associated with various satisfiability, graph and combinatorial problems, when restricted to planar instances. These problems include \begin{romannum} \item[{}] {\sc 3Sat, 1-3Sat, 1-Ex3Sat,…

Computational Complexity · Computer Science 2007-05-23 Harry B. Hunt , Madhav V. Marathe , Venkatesh Radhakrishnan , Richard E. Stearns

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

Two-stage robust optimization problems constitute one of the hardest optimization problem classes. One of the solution approaches to this class of problems is K-adaptability. This approach simultaneously seeks the best partitioning of the…

Optimization and Control · Mathematics 2024-10-16 Esther Julien , Krzysztof Postek , Ş. İlker Birbil