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In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

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

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

Robust optimization is a commonly employed method to mitigate uncertainties in the planning of intensity-modulated proton therapy (IMPT). In certain contexts, the large number of uncertainty scenarios makes the robust problem impractically…

Medical Physics · Physics 2025-04-22 Ivar Bengtsson

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust optimization (RO). This paper focuses on two separate…

Optimization and Control · Mathematics 2025-02-18 Yun Li , Neil Yorke-Smith , Tamas Keviczky

Robust treatment planning algorithms for Intensity Modulated Proton Therapy (IMPT) and Intensity Modulated Radiation Therapy (IMRT) allow for uncertainty reduction in the delivered dose distributions through explicit inclusion of error…

Medical Physics · Physics 2025-10-15 Remo Cristoforetti , Jennifer Josephine Hardt , Niklas Wahl

In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…

Optimization and Control · Mathematics 2024-04-30 Marc Goerigk , Mohammad Khosravi

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

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

In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…

Optimization and Control · Mathematics 2022-01-25 Immanuel Bomze , Markus Gabl

Performance degradation due to target deviation by, for example, drift or jitter, presents a significant issue to inter-satellite laser communications. In particular, with periodic acquisition for positioning the satellite receiver,…

Signal Processing · Electrical Eng. & Systems 2023-06-26 Zhanwei Yu , Yi Zhao , Di Yuan

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

Radiation therapy is a critical component of cancer treatment. However, the delivery of radiation poses inherent challenges, particularly in minimizing radiation exposure to healthy organs surrounding the tumor site. One significant…

Optimization and Control · Mathematics 2024-01-22 Keshav Kumar K. , NVSL Narasimham

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

A 'dual-field' strategy is often used for tumors with highly complex shapes and/or with large volumes exceeding available field-size in both passive and scanning irradiations with ion beams. Range and setup uncertainties can cause hot and…

Medical Physics · Physics 2010-10-06 Taku Inaniwa , Nobuyuki Kanematsu , Takuji Furukawa , Koji Noda

This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…

Artificial Intelligence · Computer Science 2013-02-28 Stephen G. Pimentel , Lawrence M. Brem

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

Optimization and Control · Mathematics 2020-08-31 Qi Zhang , Wei Feng

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher