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In this paper, we use replica analysis to determine the investment strategy that can maximize the net present value for portfolios containing multiple development projects. Replica analysis was developed in statistical mechanical…

Portfolio Management · Quantitative Finance 2018-10-16 Takashi Shinzato

Architecture optimization is the process of automatically generating design options, typically to enhance software's quantifiable quality attributes, such as performance and reliability. Multi-objective optimization approaches have been…

Software Engineering · Computer Science 2024-01-31 Daniele Di Pompeo , Michele Tucci

Multi-Criteria Decision Analysis (MCDA) methods are widely used in various fields and disciplines. While most of the research has been focused on the development and improvement of new MCDA methods, relatively limited attention has been…

Artificial Intelligence · Computer Science 2018-10-29 Jarosław Wątróbski , Jarosław Jankowski , Paweł Ziemba , Artur Karczmarczyk , Magdalena Zioło

Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In multistage problems contextual information is revealed over…

Optimization and Control · Mathematics 2025-05-29 Egon Peršak , Miguel F. Anjos

This study aims to optimize the evaluation metric of multimodal multi-objective optimization problems using a Regionalized Metric Framework, which provides a certain boost to research in this field. Existing evaluation metrics usually use…

Neural and Evolutionary Computing · Computer Science 2025-06-03 Jintai Chen , Fangqing Liu , Xueming Yan , Han Huang

Manufacturers have long benefited from reusing returned products and parts. This benevolent approach can minimize cost and help the manufacturer to play a role in sustaining the environment, something which is of utmost importance these…

Machine Learning · Computer Science 2022-01-21 Abbas Raza Ali , Pitipong J. Lin

Reinforcement learning (RL) has become an increasingly active area of research in recent years. Although there are many algorithms that allow an agent to solve tasks efficiently, they often ignore the possibility that prior experience…

Artificial Intelligence · Computer Science 2020-01-07 Francisco M. Garcia , Chris Nota , Philip S. Thomas

Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…

Optimization and Control · Mathematics 2012-06-28 Salvatore Corrente , Salvatore Greco , Roman Slowinski

Feature selection is a prevalent data preprocessing paradigm for various learning tasks. Due to the expensive cost of acquiring supervision information, unsupervised feature selection sparks great interests recently. However, existing…

Machine Learning · Computer Science 2021-06-07 Xiaoying Xing , Hongfu Liu , Chen Chen , Jundong Li

In many applied optimization settings, parameters that define the constraints may not guarantee the best possible solution, and superior solutions might exist that are infeasible for the given parameter values. Removing such constraints,…

Optimization and Control · Mathematics 2024-07-22 Farzin Ahmadi , Todd R. McNutt , Kimia Ghobadi

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

Decision support methods from operations research are widely used to support complex planning decisions. Within the energy sector, energy system models (ESMs) applying modelling to generate alternatives (MGA) generate large sets of…

General Economics · Economics 2026-05-25 Emily Bergup , Jonas Finke , Sebastian Schär , Valentin Bertsch

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Strategic valuation of efficient and well-timed network investments under uncertain electricity market environment has become increasingly challenging, because there generally exist multiple interacting options in these investments, and…

Econometrics · Economics 2019-10-22 Yiju Ma , Kevin Swandi , Archie Chapman , Gregor Verbic

While working on a software specification, designers usually need to evaluate different architectural alternatives to be sure that quality criteria are met. Even when these quality aspects could be expressed in terms of multiple software…

Software Engineering · Computer Science 2024-01-10 Aurora Ramírez , José Raúl Romero , Sebastián Ventura

The classical dynamic programming-based optimal stochastic control methods fail to cope with nonseparable dynamic optimization problems as the principle of optimality no longer applies in such situations. Among these notorious nonseparable…

Portfolio Management · Quantitative Finance 2013-03-06 Xiangyu Cui , Xun Li , Duan Li

In an effort to regulate Machine Learning-driven (ML) systems, current auditing processes mostly focus on detecting harmful algorithmic biases. While these strategies have proven to be impactful, some values outlined in documents dealing…

Machine Learning · Computer Science 2022-06-20 Mireia Yurrita , Dave Murray-Rust , Agathe Balayn , Alessandro Bozzon

Fairness is a major concern in contemporary decision problems. In these situations, the objective is to maximize fairness while preserving the efficacy of the underlying decision-making problem. This paper examines repeated decisions on…

Optimization and Control · Mathematics 2022-12-21 Andrea Lodi , Sriram Sankaranarayanan , Guanyi Wang

We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become…

Machine Learning · Computer Science 2025-05-05 Xin Chen , Yuze Chen , Yuan Zhou

In prediction-based decision-making systems, different perspectives can be at odds: The short-term business goals of the decision makers are often in conflict with the decision subjects' wish to be treated fairly. Balancing these two…

Computers and Society · Computer Science 2023-05-03 Corinna Hertweck , Joachim Baumann , Michele Loi , Eleonora Viganò , Christoph Heitz