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This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional…

Numerical Analysis · Mathematics 2022-12-02 Harbir Antil , Sergey Dolgov , Akwum Onwunta

In a commodity market, revenue adequate prices refer to compensations that ensure that a market participant has a non-negative profit. In this article, we study the problem of deriving revenue adequate prices for an electricity…

Theoretical Economics · Economics 2021-05-05 Xin Shi , Alberto J. Lamadrid L. , Luis F. Zuluaga

This paper introduces a novel approach to addressing uncertainty and associated risks in power system management, focusing on the discrepancies between forecasted and actual values of load demand and renewable power generation. By employing…

Optimization and Control · Mathematics 2024-08-12 Rene Carmona , Ronnie Sircar , Xinshuo Yang

Rate splitting (RS) is a potentially powerful and flexible technique for multi-antenna downlink transmission. In this paper, we address several technical challenges towards its practical implementation for beyond 5G systems. To this end, we…

Information Theory · Computer Science 2020-02-19 Zheng Li , Chencheng Ye , Ying Cui , Sheng Yang , Shlomo Shamai

We consider a class of risk-averse submodular maximization problems (RASM) where the objective is the conditional value-at-risk (CVaR) of a random nondecreasing submodular function at a given risk level. We propose valid inequalities and an…

Optimization and Control · Mathematics 2020-04-17 Hao-Hsiang Wu , Simge Kucukyavuz

In this work, we propose a probabilistic value-passing CCS (Calculus of Communicating System) approach to model and analyze a typical network security scenario with one attacker and one defender. By minimizing this model with respect to…

Cryptography and Security · Computer Science 2015-07-27 Qian Zhang , Ying Jiang , Liping Ding

In this paper a class of single machine scheduling problems is considered. It is assumed that job processing times and due dates can be uncertain and they are specified in the form of discrete scenario set. A probability distribution in the…

Data Structures and Algorithms · Computer Science 2017-12-12 Adam Kasperski , Pawel Zielinski

This paper introduces a Continuously Variable Series Reactor (CVSR) to the transmission expansion planning (TEP) problem. The CVSR is a FACTS-like device which has the capability of controlling the overall impedance of the transmission…

Optimization and Control · Mathematics 2017-03-28 Xiaohu Zhang , Kevin Tomsovic , Aleksandar Dimitrovski

We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…

Probability · Mathematics 2026-03-17 Gusti van Zyl

Coded distributed computing (CDC), proposed by Li \emph{et al.}, offers significant potential for reducing the communication load in MapReduce computing systems. In cascaded CDC with $K$ nodes, $N$ input files, and $Q$ output functions,…

Information Theory · Computer Science 2025-01-24 Mingming Zhang , Youlong Wu , Minquan Cheng , Dianhua Wu

As an emerging computing paradigm, edge computing offers computing resources closer to the data sources, helping to improve the service quality of many real-time applications. A crucial problem is designing a rational pricing mechanism to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-15 Haosong Peng , Yufeng Zhan , DiHua Zhai , Xiaopu Zhang , Yuanqing Xia

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

Robotics · Computer Science 2021-05-04 Astghik Hakobyan , Insoon Yang

In secure distributed matrix multiplication (SDMM) the multiplication $\mathbf{A}\mathbf{B}$ from two private matrices $\mathbf{A}$ and $\mathbf{B}$ is outsourced by a user to $N$ distributed servers. In $\ell$-SDMM, the goal is to a design…

Information Theory · Computer Science 2020-05-05 Jaber Kakar , Anton Khristoforov , Seyedhamed Ebadifar , Aydin Sezgin

With the emerging of smart grid techniques, cyber attackers may be able to gain access to critical energy infrastructure data and strategic market participants may be able to identify offer prices of their rivals. This paper discusses a…

Optimization and Control · Mathematics 2017-08-11 Lei Wu

Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…

Systems and Control · Electrical Eng. & Systems 2022-07-14 Arun Venkatesh Ramesh , Xingpeng Li

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

Optimization and Control · Mathematics 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

In this paper, we propose a robust and adaptable secure precoding framework designed to encapsulate a intricate scenario where legitimate users have different information security: secure private or normal public information. Leveraging…

Information Theory · Computer Science 2024-12-30 Sangmin Lee , Seokjun Park , Jeonghun Park , Jinseok Choi

We solve, in the typical-case sense, the multi-sender linearly-decomposable distributed computing problem introduced by tessellated distributed computing. We model real-valued encoders/decoders and demand matrices, and assess structural…

Information Theory · Computer Science 2025-12-11 Ali Khalesi , Mohammad Reza Deylam Salehi

Rate-splitting (RS) has recently been recognized as a promising physical-layer technique for multi-antenna broadcast channels (BC). Due to its ability to partially decode the interference and partially treat the remaining interference as…

Information Theory · Computer Science 2021-01-28 Gui Zhou , Yijie Mao , Bruno Clerckx

Owing to the potential higher energy supply efficiency and operation flexibility, integrated energy system (IES), which usually includes electric power, gas and heating/cooling systems, is considered as one of the primary forms of energy…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Ang Xuan , Xinwei Shen , Qinglai Guo , Hongbin Sun
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