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We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…

Optimization and Control · Mathematics 2014-01-21 Jim Dai , Dacheng Yao

Converting an n-dimensional vector to a probability distribution over n objects is a commonly used component in many machine learning tasks like multiclass classification, multilabel classification, attention mechanisms etc. For this,…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Optimization and Control · Mathematics 2021-06-15 Vladislav Tominin , Yaroslav Tominin , Ekaterina Borodich , Dmitry Kovalev , Alexander Gasnikov , Pavel Dvurechensky

We propose a constricting Control Barrier Function (CBF) framework for prescribed-time control of control-affine systems with input constraints. Given a system starting outside a target safe set, we construct a time-varying safety tube that…

Optimization and Control · Mathematics 2026-03-19 Darshan Gadginmath , Ahmed Allibhoy , Fabio Pasqualetti

We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and another family of parallel hyperplanes or a family of…

Computational Geometry · Computer Science 2018-03-16 Ludovic Cales , Apostolos Chalkis , Ioannis Z. Emiris , Vissarion Fisikopoulos

A screening instrument is costly if it is socially wasteful and productive otherwise. A principal screens an agent with multidimensional private information and quasilinear preferences that are additively separable across two components: a…

Theoretical Economics · Economics 2025-10-02 Frank Yang

In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…

Optimization and Control · Mathematics 2017-02-17 André Chassein , Marc Goerigk , Adam Kasperski , Paweł Zieliński

In the aftermath of a hurricane, humanitarian logistics plays a critical role in delivering relief items to the affected areas in a timely fashion. This paper proposes a novel stochastic lookahead framework that implements a two-stage…

Optimization and Control · Mathematics 2020-08-04 Yanbin Chang , Yongjia Song , Burak Eksioglu

The dramatic increase of autonomous systems subject to variable environments has given rise to the pressing need to consider risk in both the synthesis and verification of policies for these systems. This paper aims to address a few…

Artificial Intelligence · Computer Science 2022-04-22 Prithvi Akella , Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick , Aaron D. Ames

We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which means terminating the algorithm earlier with fewer…

Optimization and Control · Mathematics 2024-03-20 Iyad Walwil , Olivier Fercoq

In this paper, we study the performance of affine policies for two-stage adjustable robust optimization problem with fixed recourse and uncertain right hand side belonging to a budgeted uncertainty set. This is an important class of…

Optimization and Control · Mathematics 2019-06-04 Omar El Housni , Vineet Goyal

As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these…

Machine Learning · Computer Science 2023-10-12 Martin Pawelczyk , Teresa Datta , Johannes van-den-Heuvel , Gjergji Kasneci , Himabindu Lakkaraju

This paper investigates the robust uncertain two-level cooperative set covering problem (RUTLCSCP). Given two types of facilities, which are called y-facility and z-facility. The problem is to decide which facilities of both types to be…

Optimization and Control · Mathematics 2020-03-31 Shuxin Ding , Qi Zhang , Zhiming Yuan

Neural Networks (NNs) can provide major empirical performance improvements for robotic systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating the…

Systems and Control · Electrical Eng. & Systems 2021-05-26 Michael Everett , Golnaz Habibi , Jonathan P. How

Mean-reverting portfolios with volatility and sparsity constraints are of prime interest to practitioners in finance since they are both profitable and well-diversified, while also managing risk and minimizing transaction costs. Three main…

Optimization and Control · Mathematics 2024-01-22 Ahmad Mousavi , George Michailidis

We study the robustness of approval-based participatory budgeting (PB) rules to random noise in the votes. Our contributions are twofold. First, we study the computational complexity of the #Flip-Bribery problem, where given a PB instance…

Computer Science and Game Theory · Computer Science 2023-05-16 Niclas Boehmer , Piotr Faliszewski , Łukasz Janeczko , Andrzej Kaczmarczyk

The Multi-Armed Bandit problem provides a fundamental framework for analyzing the tension between exploration and exploitation in sequential learning. This paper explores Information Directed Sampling (IDS) policies, a class of heuristics…

Machine Learning · Computer Science 2025-12-24 Annika Hirling , Giorgio Nicoletti , Antonio Celani

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…

Machine Learning · Computer Science 2024-07-08 Yassir Jedra , William Réveillard , Stefan Stojanovic , Alexandre Proutiere

We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted…

Pricing of Securities · Quantitative Finance 2012-09-19 Mark H. A. Davis , Jan Obloj , Vimal Raval

In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…

Optimization and Control · Mathematics 2016-11-08 Francesca Maggioni , Marida Bertocchi , Fabrizio Dabbene , Roberto Tempo
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