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This paper provides a unified framework, which allows, in particular, to study the structure of dynamic monetary risk measures and dynamic acceptability indices. The main mathematical tool, which we use here, and which allows us to…

Probability · Mathematics 2014-08-22 Tomasz R. Bielecki , Igor Cialenco , Samuel Drapeau , Martin Karliczek

This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

We present a novel robust control framework for continuous-time, perturbed nonlinear dynamical systems with uncertainty that depends nonlinearly on both the state and control inputs. Unlike conventional approaches that impose structural…

Optimization and Control · Mathematics 2025-07-21 Sihang Wei , Melkior Ornik , Hiroyasu Tsukamoto

The dynamical motion of mechanical systems possesses underlying geometric structures, and preserving these structures in numerical integration improves the qualitative accuracy and reduces the long-time error of the simulation. For a single…

Numerical Analysis · Mathematics 2017-03-10 Helen Parks , Melvin Leok

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

The World Wide Web thrives on intelligent services that rely on accurate time series classification, which has recently witnessed significant progress driven by advances in deep learning. However, existing studies face challenges in domain…

Machine Learning · Computer Science 2026-01-16 Zhipeng Liu , Peibo Duan , Xuan Tang , Haodong Jing , Mingyang Geng , Yongsheng Huang , Jialu Xu , Bin Zhang , Binwu Wang

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

Resilience is emerging as an evolving notion, reflecting a system's ability to endure and adapt to sudden and catastrophic changes and disruptions. This paper spotlights the significance of the quantitative resilience indices of…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Maral Shadaei , Ali Hosseinipour , Javad Khazaei

In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which multiple risk-averse agents choose their decisions in such a way to minimize their individual accumulated…

Optimization and Control · Mathematics 2016-11-15 Getachew K. Befekadu , Eduardo L. Pasiliao

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…

Risk Management · Quantitative Finance 2025-11-13 Peng Liu , Steven Vanduffel , Yi Xia

The discrete-time multifactor Vasi\v{c}ek model is a tractable Gaussian spot rate model. Typically, two- or three-factor versions allow one to capture the dependence structure between yields with different times to maturity in an…

Mathematical Finance · Quantitative Finance 2016-09-05 Philipp Harms , David Stefanovits , Josef Teichmann , Mario V. Wüthrich

We propose a new class of measures for shaping time-dependent trajectories in dynamic optimization (DO). The proposed measures are analogous to risk measures used in stochastic optimization (SO) and are inspired by a recently-proposed…

Optimization and Control · Mathematics 2021-10-15 Joshua L. Pulsipher , Benjamin R. Davidson , Victor M. Zavala

In the second part of our series we suggest new definitions of credit bond duration and convexity that remain consistent across all levels of credit quality including deeply distressed bonds and introduce additional risk measures that are…

Pricing of Securities · Quantitative Finance 2009-12-24 Arthur M. Berd , Roy Mashal , Peili Wang

As generative AI systems are increasingly deployed in real-world applications, regulating multiple dimensions of model behavior has become essential. We focus on test-time filtering: a lightweight mechanism for behavior control that…

Machine Learning · Statistics 2026-01-01 Sunay Joshi , Yan Sun , Hamed Hassani , Edgar Dobriban

This thesis is concerned with the rejection of time-varying disturbances in linear model predictive control of discrete-time systems. In the literature, disturbances are widely rejected by using velocity models, disturbance model with…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Isah Abdulrasheed Jimoh

Our current understanding of fluctuations of dynamical (time-integrated) observables in non- Markovian processes is still very limited. A major obstacle is the lack of an appropriate theoretical framework to evaluate the associated large…

Statistical Mechanics · Physics 2025-02-11 M. L. Rosinberg , G. Tarjus , T. Munakata

Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…

Methodology · Statistics 2025-06-06 Tomer Meir , Malka Gorfine
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