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Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

Complex engineering systems require integration of simulation of sub-systems and calculation of metrics to drive design decisions. This paper introduces a methodology for designing computational or physical experiments for system-level…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Efe Y. Yarbasi , Dimitri N. Mavris

A monotonic, non-kernel density variant of the density-matching technique for optimization under uncertainty is developed. The approach is suited for turbomachinery problems which, by and large, tend to exhibit monotonic variations in the…

Applications · Statistics 2016-05-25 Pranay Seshadri , Geoffrey Parks , Shahrokh Shahpar

Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and limited model information, namely, the input-output…

Optimization and Control · Mathematics 2025-09-09 Winnie Chan , Zhiyu He , Keith Moffat , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

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

In learning problems, the noise inherent to the task at hand hinders the possibility to infer without a certain degree of uncertainty. Quantifying this uncertainty, regardless of its wide use, assumes high relevance for security-sensitive…

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

Safe motion planning for robotic systems in dynamic environments is nontrivial in the presence of uncertain obstacles, where estimation of obstacle uncertainties is crucial in predicting future motions of dynamic obstacles. The worst-case…

Robotics · Computer Science 2025-01-22 Jian Zhou , Yulong Gao , Ola Johansson , Björn Olofsson , Erik Frisk

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahatoa , Debdas Ghosh

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo

Methods to certify the robustness of neural networks in the presence of input uncertainty are vital in safety-critical settings. Most certification methods in the literature are designed for adversarial input uncertainty, but researchers…

Machine Learning · Computer Science 2023-01-26 Brendon G. Anderson , Somayeh Sojoudi

In this paper two formulations for the robust optimization of the size of the permanent magnet in a synchronous machine are discussed. The optimization is constrained by a partial differential equation to describe the electromagnetic…

Optimization and Control · Mathematics 2018-08-07 Zeger Bontinck , Oliver Lass , Sebastian Schöps , Stefan Ulbrich , Oliver Rain

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

Existing procedures for model validation have been deemed inadequate for many engineering systems. The reason of this inadequacy is due to the high degree of complexity of the mechanisms that govern these systems. It is proposed in this…

Artificial Intelligence · Computer Science 2007-05-23 A. Guergachi

In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…

Computational Complexity · Computer Science 2013-12-17 Ebrahim Nasrabadi , James B. Orlin

Engineering system design, viewed as a decision-making process, faces challenges due to complexity and uncertainty. In this paper, we present a framework proposing the use of the Deep Q-learning algorithm to optimize the design of…

Machine Learning · Computer Science 2024-01-01 Ramin Giahi , Cameron A. MacKenzie , Reyhaneh Bijari

We gain robustness on the quantification of a risk measurement by accounting for all sources of uncertainties tainting the inputs of a computer code. We evaluate the maximum quantile over a class of distributions defined only by constraints…

Statistics Theory · Mathematics 2018-12-03 Jerome Stenger , Fabrice Gamboa , Merlin Keller , Bertrand Iooss

We focus on robust, survivable communication networks, where network links and nodes are affected by an uncertainty set. In this sense, any network links might fail. Besides, a signal can only travel a maximum distance before its quality…

Networking and Internet Architecture · Computer Science 2026-02-12 Mohammad Khosravi , Setareh Maghsudi

Improving algorithms via predictions is a very active research topic in recent years. This paper initiates the systematic study of mechanism design in this model. In a number of well-studied mechanism design settings, we make use of…

Computer Science and Game Theory · Computer Science 2023-01-13 Chenyang Xu , Pinyan Lu

Robust Optimal Control (ROC) with adjustable uncertainties has proven to be effective in addressing critical challenges within modern energy networks, especially the reserve and provision problem. However, prior research on ROC with…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Yun Li , Neil Yorke-Smith , Tamas Keviczky