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We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk measurement related optimization problem is robust, which we call…

Risk Management · Quantitative Finance 2021-02-12 Paul Embrechts , Alexander Schied , Ruodu Wang

Query optimization is a fundamental task in database systems that is crucial to providing high performance. To evaluate learned and traditional optimizer's performance, several benchmarks, such as the widely used JOB benchmark, are used.…

Databases · Computer Science 2025-07-11 Johannes Wehrstein , Timo Eckmann , Roman Heinrich , Carsten Binnig

In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advances use conformal prediction to construct prediction sets…

Machine Learning · Statistics 2025-12-25 Yajie Bao , Yang Hu , Haojie Ren , Peng Zhao , Changliang Zou

In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…

Optimization and Control · Mathematics 2016-11-22 Francesca Maggioni , Florian Potra , Marida Bertocchi

Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…

Artificial Intelligence · Computer Science 2025-09-22 Tamir Shazman , Idan Lev-Yehudi , Ron Benchetit , Vadim Indelman

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

A common challenge in real-time operations is deciding whether to re-solve an optimization problem or continue using an existing solution. While modern data platforms may collect information at high frequencies, many real-time operations…

Machine Learning · Computer Science 2025-09-30 Rui Ai , Hugo De Oliveira Barbalho , Sirui Li , Alexei Robsky , David Simchi-Levi , Ishai Menache

We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…

Optimization and Control · Mathematics 2020-11-03 Yulia Anoshkina , Marc Goerigk , Frank Meisel

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

Motion planning is a fundamental problem and focuses on finding control inputs that enable a robot to reach a goal region while safely avoiding obstacles. However, in many situations, the state of the system may not be known but only…

Robotics · Computer Science 2021-08-30 Lars Lindemann , Matthew Cleaveland , Yiannis Kantaros , George J. Pappas

Robust ranking and selection (R&S) is an important and challenging variation of conventional R&S that seeks to select the best alternative among a finite set of alternatives. It captures the common input uncertainty in the simulation model…

Methodology · Statistics 2025-09-23 Yuchen Wan , Zaile Li , L. Jeff Hong

In data exploration, executing complex non-aggregate queries over large databases can be time-consuming. Our paper introduces a novel approach to address this challenge, focusing on finding an optimized subset of data, referred to as the…

Databases · Computer Science 2024-01-31 Susan B. Davidson , Tova Milo , Kathy Razmadze , Gal Zeevi

Query optimization is a pivotal part of every database management system (DBMS) since it determines the efficiency of query execution. Numerous works have introduced Machine Learning (ML) techniques to cost modeling, cardinality estimation,…

Databases · Computer Science 2023-04-11 Xianghong Xu , Zhibing Zhao , Tieying Zhang , Rong Kang , Luming Sun , Jianjun Chen

Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…

Machine Learning · Computer Science 2019-07-25 Esther Derman , Daniel Mankowitz , Timothy Mann , Shie Mannor

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

Recently, there has been a significant growth of interest in applying software engineering techniques for the quality assurance of deep learning (DL) systems. One popular direction is deep learning testing, where adversarial examples…

Software Engineering · Computer Science 2021-02-16 Jingyi Wang , Jialuo Chen , Youcheng Sun , Xingjun Ma , Dongxia Wang , Jun Sun , Peng Cheng

Multi-constraint planning involves identifying, evaluating, and refining candidate plans while satisfying multiple, potentially conflicting constraints. Existing large language model (LLM) approaches face fundamental limitations in this…

Artificial Intelligence · Computer Science 2026-01-26 Derrick Goh Xin Deik , Quanyu Long , Zhengyuan Liu , Nancy F. Chen , Wenya Wang

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
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