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With the introduction of machine learning in high-stakes decision making, ensuring algorithmic fairness has become an increasingly important problem to solve. In response to this, many mathematical definitions of fairness have been…

Machine Learning · Computer Science 2024-06-04 Edward Small , Wei Shao , Zeliang Zhang , Peihan Liu , Jeffrey Chan , Kacper Sokol , Flora Salim

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

Robust machine learning formulations have emerged to address the prevalent vulnerability of deep neural networks to adversarial examples. Our work draws the connection between optimal robust learning and the privacy-utility tradeoff…

Machine Learning · Computer Science 2021-05-20 Ye Wang , Shuchin Aeron , Adnan Siraj Rakin , Toshiaki Koike-Akino , Pierre Moulin

In this discussion paper, we survey recent research surrounding robustness of machine learning models. As learning algorithms become increasingly more popular in data-driven control systems, their robustness to data uncertainty must be…

Machine Learning · Computer Science 2022-09-28 Brendon G. Anderson , Tanmay Gautam , Somayeh Sojoudi

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

Machine Learning · Computer Science 2021-08-13 Benjamin Gravell , Tyler Summers

In this paper, we investigate the impact of test-time adversarial attacks on linear regression models and determine the optimal level of robustness that any model can reach while maintaining a given level of standard predictive performance…

Machine Learning · Statistics 2023-08-02 Elvis Dohmatob , Meyer Scetbon

An agent chooses an action based on her private information and a recommendation from an informed but potentially misaligned adviser. With a known probability, the adviser truthfully reports his signal; with the remaining probability, he…

Theoretical Economics · Economics 2026-03-20 Piotr Dworczak , Alex Smolin

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

Computational Finance · Quantitative Finance 2023-12-27 David Wu , Sebastian Jaimungal

This paper addresses a fundamental and important question in control: under what conditions does there fail to exist a robust control policy that keeps the state of a constrained linear system within a target set, despite bounded…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Paul Trodden , José M. Maestre , Hideaki Ishii

Robustness, the ability of a system to maintain performance under significant and unanticipated environmental changes, is a critical property for robotic systems. While biological systems naturally exhibit robustness, there is no…

Robotics · Computer Science 2024-08-20 Xing Li , Oussama Zenkri , Adrian Pfisterer , Oliver Brock

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…

Optimization and Control · Mathematics 2019-05-20 Marcello Colombino , John W. Simpson-Porco , Andrey Bernstein

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Machine Learning · Computer Science 2024-09-23 Narendra Patwardhan , Zequn Wang

Robotic manipulation behavior should be robust to disturbances that violate high-level task-structure. Such robustness can be achieved by constantly monitoring the environment to observe the discrete high-level state of the task. This is…

Robotics · Computer Science 2022-05-10 Manuel Baum , Oliver Brock

While $\mathcal{H}_\infty$ methods can introduce robustness against worst-case perturbations, their nominal performance under conventional stochastic disturbances is often drastically reduced. Though this fundamental tradeoff between…

Systems and Control · Electrical Eng. & Systems 2023-05-29 Bruce D. Lee , Thomas T. C. K. Zhang , Hamed Hassani , Nikolai Matni

The effects of model parameter uncertainty on traffic flow control problems have recently drawn research attention. While the uncertainty in fundamental diagram related parameters has been investigated in the past, few articles have focused…

Optimization and Control · Mathematics 2021-03-09 Hao Liu , Christian Claudel , Randy Machemehl , Kenneth A. Perrine

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to…

We introduce robust learning equilibrium. The idea of learning equilibrium is that learning algorithms in multi-agent systems should themselves be in equilibrium rather than only lead to equilibrium. That is, learning equilibrium is immune…

Computer Science and Game Theory · Computer Science 2012-07-02 Itai Ashlagi , Dov Monderer , Moshe Tennenholtz

Robustness is key to engineering, automation, and science as a whole. However, the property of robustness is often underpinned by costly requirements such as over-provisioning, known uncertainty and predictive models, and known adversaries.…

Robotics · Computer Science 2021-09-28 Amanda Prorok , Matthew Malencia , Luca Carlone , Gaurav S. Sukhatme , Brian M. Sadler , Vijay Kumar