Related papers: Two-Instrument Screening under Soft Budget Constra…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…