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Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex…

Machine Learning · Computer Science 2022-06-01 Avinandan Bose , Arunesh Sinha , Tien Mai

In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…

Optimization and Control · Mathematics 2018-05-10 Etienne de Klerk , Daniel Kuhn , Krzysztof Postek

Many stochastic optimization problems in multi-agent systems can be decomposed into smaller subproblems or reduced decision subspaces. The cyclic and distributed approaches are two widely used strategies for solving such problems. In this…

Optimization and Control · Mathematics 2024-09-10 Jiahao Shi , James C. Spall

Distributionally robust optimization (DRO) is an effective framework for controlling real-world systems with various uncertainties, typically modeled using distributional uncertainty balls. However, DRO problems often involve infinitely…

Optimization and Control · Mathematics 2025-10-22 Yuma Shida , Yuji Ito

Cooperatively optimizing a vast number of agents that are connected over a large-scale network brings unprecedented scalability challenges. This paper revolves around problems optimizing coupled objective functions under coupled…

Optimization and Control · Mathematics 2020-10-14 Xiang Huo , Mingxi Liu

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

We study a multi-agent output regulation problem, where not all agents have access to the exosystem's dynamics. We propose a fully distributed controller that solves the problem for linear, heterogeneous, and uncertain agent dynamics as…

Systems and Control · Computer Science 2019-12-10 Satoshi Kawamura , Kai Cai , Masako Kishida

The Agentic Service Ecosystem consists of heterogeneous autonomous agents (e.g., intelligent machines, humans, and human-machine hybrid systems) that interact through resource exchange and service co-creation. These agents, with distinct…

Multiagent Systems · Computer Science 2025-08-12 Xuwen Zhang , Xiao Xue , Xia Xie , Qun Ma , Xiangning Yu , Deyu Zhou , Yifan Wang , Ming Zhang

We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in quantifying the underlying uncertainty of a problem. Recognizing that not all the realizations and scenario paths might have an "effect" on the…

Optimization and Control · Mathematics 2021-09-15 Hamed Rahimian , Guzin Bayraksan , Tito Homem-de-Mello

Many real-world decision-making problems involve multiple decision-making stages and various objectives. Besides, most of the decisions need to be made before having complete knowledge about all aspects of the problem leaves some sort of…

Optimization and Control · Mathematics 2025-08-06 Babooshka Shavazipour , Theodor J. Stewart

Robust motion planning is a well-studied problem in the robotics literature, yet current algorithms struggle to operate scalably and safely in the presence of other moving agents, such as humans. This paper introduces a novel framework for…

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

In this paper, we propose a distributionally robust control synthesis for an agent with stochastic dynamics that interacts with other agents under uncertainties and constraints expressed by signal temporal logic (STL). We formulate the…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Sebastien Gros , Dimos V. Dimarogonas , Sadegh Soudjani

It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…

Optimization and Control · Mathematics 2022-05-09 Yueyao Li , Wenxun Xing

In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…

Information Theory · Computer Science 2011-04-20 Pascal Bianchi , Jérémie Jakubowicz

It is always a challenging task for multi-agent systems to achieve efficient and robust coverage in uncertain environments. The absence of global positioning information on the uncertain environment introduces significant complexity to the…

Optimization and Control · Mathematics 2025-12-22 Chao Zhai , Yanlin Li

We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…

Optimization and Control · Mathematics 2021-10-14 Giorgio Costa , Roy H. Kwon

There is a belief that complexity and chaos are essential for adaptability. But life deals with complexity every moment, without the chaos that engineers fear so, by invoking goal-directed behaviour. Goals can be programmed. That is why…

Robotics · Computer Science 2007-05-23 Olga Bogatyreva , Alexandr Shillerov

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck
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