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We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…

Data Structures and Algorithms · Computer Science 2025-04-25 Hessa Al-Thani , Viswanath Nagarajan

Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…

Optimization and Control · Mathematics 2022-02-23 Omid Nohadani , Kartikey Sharma

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

In this work we study preprocessing for tractable problems when part of the input is unknown or uncertain. This comes up naturally if, e.g., the load of some machines or the congestion of some roads is not known far enough in advance, or if…

Data Structures and Algorithms · Computer Science 2015-10-20 Stefan Fafianie , Stefan Kratsch , Voung Anh Quyen

The potential harms of algorithmic decisions have ignited algorithmic fairness as a central topic in computer science. One of the fundamental problems in computer science is Set Cover, which has numerous applications with societal impacts,…

Data Structures and Algorithms · Computer Science 2025-04-22 Mohsen Dehghankar , Rahul Raychaudhury , Stavros Sintos , Abolfazl Asudeh

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…

Optimization and Control · Mathematics 2020-08-28 Marc Goerigk , Stefan Lendl

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…

Physics and Society · Physics 2018-05-15 Filippo Radicchi , Claudio Castellano

The uncertainty relation is a fundamental concept in quantum theory, plays a pivotal role in various quantum information processing tasks. In this study, we explore the additive uncertainty relation pertaining to two or more observables, in…

Quantum Physics · Physics 2024-04-30 Lin Zhang , Dade Wu , Ming-Jing Zhao , Hua Nan

We present a new strategic voting model where we use uncertainty representation to model preferences. Specifically, we use probability sets as uncertainty representations, together with lower and upper expected utility gains to take…

Computer Science and Game Theory · Computer Science 2026-05-18 Henri Surugue , Sébastien Destercke

We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume…

Optimization and Control · Mathematics 2018-02-13 André Chassein , Trivikram Dokka , Marc Goerigk

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Machine Learning · Computer Science 2026-04-08 Shang Liu , Xiaocheng Li

We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…

Optimization and Control · Mathematics 2026-05-04 Shunyu Yao , Neng Fan , Pavlo Krokhmal

In this paper we present a new bound obtained with the probabilistic method for the solution of the Set Covering problem with unit costs. The bound is valid for problems of fixed dimension, thus extending previous similar asymptotic…

Combinatorics · Mathematics 2014-07-18 Giovanni Felici , Sokol Ndreca , Aldo Procacci , Benedetto Scoppola

Many practical scenarios make it necessary to evaluate top-k queries over data items with partially unknown values. This paper considers a setting where the values are taken from a numerical domain, and where some partial order constraints…

Databases · Computer Science 2019-08-28 Antoine Amarilli , Yael Amsterdamer , Tova Milo , Pierre Senellart

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Classifications organize entities into categories that identify similarities within a category and discern dissimilarities among categories, and they powerfully classify information in support of analysis. We propose a new classification…

Optimization and Control · Mathematics 2022-09-05 Casey Garner , Allen Holder

In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two important combinatorial optimization problems: the k-center…

Data Structures and Algorithms · Computer Science 2008-09-03 Shipra Agrawal , Amin Saberi , Yinyu Ye