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Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning or learning with non-standard aggregated losses. More specifically, these problems are convex-linear problems where the minimization…
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…
This article considers the problem of risk-optimal allocation of security measures when the actuators of an uncertain control system are under attack. We consider an adversary injecting false data into the actuator channels. The attack…
Despite the enormous success of machine learning models in various applications, most of these models lack resilience to (even small) perturbations in their input data. Hence, new methods to robustify machine learning models seem very…
In this paper, we study the two-stage distributionally robust optimization (DRO) problem from the primal perspective. Unlike existing approaches, this perspective allows us to build a deeper and more intuitive understanding on DRO, to…
In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…
Despite the efficacy on a variety of computer vision tasks, deep neural networks (DNNs) are vulnerable to adversarial attacks, limiting their applications in security-critical systems. Recent works have shown the possibility of generating…
Similar to a strategic interaction between rational and intelligent agents, cryptography problems can be examined through the prism of game theory. In this setting, the agent aiming to protect a message is called the defender, while the one…
This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…
The performance of machine learning (ML) models critically depends on the quality and representativeness of the training data. In applications with multiple heterogeneous data generating sources, standard ML methods often learn spurious…
As the scales of data sets expand rapidly in some application scenarios, increasing efforts have been made to develop fast submodular maximization algorithms. This paper presents a currently the most efficient algorithm for maximizing…
Topology design is a critical task for the reliability, economic operation, and resilience of distribution systems. This paper proposes a distributionally robust optimization (DRO) model for designing the topology of a new distribution…
In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the…
We investigate methods to solve the maximum-reliability stochastic network interdiction problem (SNIP). In this problem, a defender interdicts arcs on a directed graph to minimize an attacker's probability of undetected traversal through…
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying…
Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distributionally robust optimization (DRO). We argue, however, that…
We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…
We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…
In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are $\textit{independent}$ of states visited previously. In many important applications, such as coverage…
Recent progress in Large Language Model (LLM) reasoning is increasingly driven by the refinement of post-training loss functions and alignment strategies. However, standard Reinforcement Learning (RL) paradigms like Group Relative Policy…