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The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

Optimization and Control · Mathematics 2014-02-06 Ioannis Tzortzis , Charalambos D. Charalambous , Themistoklis Charalambous

Ensuring timely and semantically accurate information delivery is critical in real-time wireless systems. While Age of Information (AoI) quantifies temporal freshness, Version Age of Information (VAoI) captures semantic staleness by…

Networking and Internet Architecture · Computer Science 2026-01-27 Haoyuan Pan , Sizhao Chen , Zhaorui Wang , Tse-Tin Chan

This paper investigates the integration of machine learning forecasts of intervention durations into a stochastic variant of the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW). In particular, we exploit tree-based gradient…

Optimization and Control · Mathematics 2026-01-13 Matteo Garbelli

Optimizing risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) of a general loss distribution is usually difficult, because 1) the loss function might lack structural properties such as convexity or…

Optimization and Control · Mathematics 2016-08-03 Helin Zhu , Joshua Hale , Enlu Zhou

Utilities face the challenge of responding to power outages due to storms and ice damage, but most power grids are not equipped with sensors to pinpoint the precise location of the faults causing the outage. Instead, utilities have to…

Optimization and Control · Mathematics 2016-05-20 Lina Al-Kanj , Warren B. Powell , Belgacem Bouzaiene-Ayari

This paper studies distributionally robust chance constrained programs (DRCCPs), where the uncertain constraints must be satisfied with at least a probability of a prespecified threshold for all probability distributions from the…

Optimization and Control · Mathematics 2023-02-06 Nan Jiang , Weijun Xie

Minimization of the expected value of age of information (AoI) is a risk-neutral approach, and it thus cannot capture rare, yet critical, events with potentially large AoI. In order to capture the effect of these events, in this paper, the…

Information Theory · Computer Science 2020-02-28 Bo Zhou , Walid Saad , Mehdi Bennis , Petar Popovski

We consider power allocation for an access-controlled transmitter with energy harvesting capability based on causal observations of the channel fading state. We assume that the system operates in a time-slotted fashion and the channel gain…

Information Theory · Computer Science 2017-08-04 Zhe Wang , Vaneet Aggarwal , Xiaodong Wang

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

6G wireless networks are expected to support diverse quality-of-service (QoS) demands while maintaining high energy efficiency. Weighted Minimum Mean Square Error (WMMSE) precoding with fixed user priorities and transmit power is widely…

Machine Learning · Computer Science 2025-06-23 Kexuan Wang , An Liu

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

This paper explores the applications of the 20/60/20 rule-a heuristic method that segments data into top-performing, average-performing, and underperforming groups-in mathematical finance. We review the statistical foundations of this rule…

Portfolio Management · Quantitative Finance 2025-04-07 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Temporal distribution shifts pose a key challenge for machine learning models trained and deployed in dynamically evolving environments. This paper introduces RIDER (RIsk minimization under Dynamically Evolving Regimes) which derives…

Methodology · Statistics 2025-07-18 Yujin Jeong , Ramesh Johari , Dominik Rothenhäusler , Emily Fox

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

Machine Learning · Computer Science 2026-01-05 Uğurcan Özalp

Risk analysis is currently not quantified in microgrid resource scheduling optimization. This paper conducts a conditional value at risk (cVaR) analysis on a grid-disconnected residential microgrid with distributed energy resources (DER).…

Systems and Control · Electrical Eng. & Systems 2023-01-05 Ali Siddique , Cunzhi Zhao , Xingpeng Li

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

Optimization and Control · Mathematics 2021-11-30 Johanna Burtscheidt , Matthias Claus , Sergio Conti , Martin Rumpf , Josua Sassen , Rüdiger Schultz

We examine whether regime-conditioned generative scenarios combined with a convex CVaR allocator improve portfolio decisions under regime shifts. We present MARCD, a generative-to-decision framework with: (i) a Gaussian HMM to infer latent…

Machine Learning · Computer Science 2025-11-04 Ali Atiah Alzahrani
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