Related papers: Additive Distributionally Robust Ranking and Selec…
Multi-criteria decision support systems are used in various fields of human activities. In every alternative multi-criteria decision making problem can be represented by a set of properties or constraints. The properties can be qualitative…
Sampling multiple responses improves language model reasoning, but uniform compute allocation is inefficient: easy questions are over-sampled while hard questions remain under-explored. We propose Uncertainty-Aware Budget Allocation (UAB),…
We propose a novel DEA ranking based on a robust optimization viewpoint: the higher ranking for those DMU's that remain efficient even for larger variations of data and vice versa. This ranking can be computed by solving generalized linear…
We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and losses is ambiguous. In this paper, we take a step further to…
This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…
We study the problem of Distributionally Robust Constrained RL (DRC-RL), where the goal is to maximize the expected reward subject to environmental distribution shifts and constraints. This setting captures situations where training and…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic…
Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…
This paper studies a continuous-time portfolio selection problem under a general distribution of random risk aversion (RRA). We provide a complete characterization of all deterministic equilibrium strategies in closed form. Our results show…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
We consider a setting where $p$ public resources are to be allocated among $n$ competing and strategic agents so as to maximize social welfare (the objects should be allocated to those who value them the most). This is called allocative…
Randomized rankings have been of recent interest to achieve ex-ante fairer exposure and better robustness than deterministic rankings. We propose a set of natural axioms for randomized group-fair rankings and prove that there exists a…
Given a set of $n$ individuals with strict preferences over $m$ indivisible objects, the Random Serial Dictatorship (RSD) mechanism is a method for allocating objects to individuals in a way that is efficient, fair, and…
We study the problem of fairly allocating $m$ indivisible items among $n$ agents. Envy-free allocations, in which each agent prefers her bundle to the bundle of every other agent, need not exist in the worst case. However, when agents have…
In collaborative human-robot order picking systems, human pickers and Autonomous Mobile Robots (AMRs) travel independently through a warehouse and meet at pick locations where pickers load items onto the AMRs. In this paper, we consider an…
Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network…