Related papers: Quota Mechanisms: Finite-Sample Optimality and Rob…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
We present an experimental illustration on the quantum sensitivity of decision making machinery. In the decision making process, we consider the role of available information, say hint, whether it influences the optimal choices. To the end,…
Decision-making pipelines are generally characterized by tradeoffs among various risk functions. It is often desirable to manage such tradeoffs in a data-adaptive manner. As we demonstrate, if this is done naively, state-of-the art…
We study situations where a group of voters need to take a collective decision over a number of public issues, with the goal of getting a result that reflects the voters' opinions in a proportional manner. Our focus is on interconnected…
There are several distinct failure modes for overoptimization of systems on the basis of metrics. This occurs when a metric which can be used to improve a system is used to an extent that further optimization is ineffective or harmful, and…
The current framework of network utility maximization for distributed rate allocation assumes fixed channel code rates. However, by adapting the physical layer channel coding, different rate-reliability tradeoffs can be achieved on each…
This paper studies a robust utility maximization problem for intractable claims under distributional ambiguity, where the distribution of the claim cannot be inferred from market information and its dependence with tradable assets is…
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…
The rate and security of quantum communications between users placed at arbitrary points of a quantum communication network depend on the structure of the network, on its extension and on the nature of the communication channels. In this…
We investigate the benefit of using contextual information in data-driven demand predictions to solve the robust capacitated vehicle routing problem with time windows. Instead of estimating the demand distribution or its mean, we introduce…
Covert quantum communication is usually analyzed under idealized assumptions that channel parameters, such as transmissivity and background noise, are perfectly known and constant. In realistic optical links, including satellite, fiber, and…
We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…
Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by…
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust…
This paper is concerned with objective value performance of the scenario approach for robust convex optimization. A novel method is proposed to derive probabilistic bounds for the objective value from scenario programs with a finite number…
This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…
We introduce a novel algorithm for the task of coherently controlling a quantum mechanical system to implement any chosen unitary dynamics. It performs faster than existing state of the art methods by one to three orders of magnitude…
Measurement incompatibility is a cornerstone of quantum mechanics. In the context of estimating multiple parameters of a quantum system, this manifests as a fundamental trade-off between the precisions with which different parameters can be…
We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…
We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, the recourse matrices, and the right-hand sides are…