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Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

The ability to reason under uncertainty and with incomplete information is a fundamental requirement of decision support technology. In this paper we argue that the concentration on theoretical techniques for the evaluation and selection of…

Artificial Intelligence · Computer Science 2013-03-26 John Fox , Paul J. Krause

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…

Methodology · Statistics 2020-06-25 Chixiang Chen , Ming Wang , Rongling Wu , Runze Li

In robust decision-making under non-Bayesian uncertainty, different robust optimization criteria, such as maximin performance, minimax regret, and maximin ratio, have been proposed. In many problems, all three criteria are well-motivated…

Optimization and Control · Mathematics 2024-03-20 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

We investigate the probabilistic feasibility of randomized solutions to two distinct classes of uncertain multi-agent optimization programs. We first assume that only the constraints of the program are affected by uncertainty, while the…

Optimization and Control · Mathematics 2020-09-29 George Pantazis , Filiberto Fele , Kostas Margellos

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

The literature on provable robustness in machine learning has primarily focused on static prediction problems, such as image classification, in which input samples are assumed to be independent and model performance is measured as an…

Machine Learning · Computer Science 2023-03-30 Aounon Kumar , Vinu Sankar Sadasivan , Soheil Feizi

In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…

Optimization and Control · Mathematics 2016-11-22 Francesca Maggioni , Florian Potra , Marida Bertocchi

Autonomous systems, such as self-driving vehicles, quadrupeds, and robot manipulators, are largely enabled by the rapid development of artificial intelligence. However, such systems involve several trustworthy challenges such as safety,…

Robotics · Computer Science 2023-05-02 Wenhao Ding

The thesis advances the field of software security by providing knowledge and automation support for software vulnerability assessment using data-driven approaches. Software vulnerability assessment provides important and multifaceted…

Software Engineering · Computer Science 2023-06-21 Triet H. M. Le

Real-world decision and optimization problems, often involve constraints and conflicting criteria. For example, choosing a travel method must balance speed, cost, environmental footprint, and convenience. Similarly, designing an industrial…

Optimization and Control · Mathematics 2025-04-22 Michael Emmerich , André Deutz

Multi-model prediction efforts in infectious disease modeling and climate modeling involve multiple teams independently producing projections under various scenarios. Often these scenarios are produced by the presence and absence of a…

Methodology · Statistics 2022-08-11 Yuanhao Lu , Ajitesh Srivastava

This article summarizes the research progress of scenario-based testing and development technology for autonomous vehicles. We systematically analyzed previous research works and proposed the definition of scenario, the elements of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-09 Xiaoyi Li

Decision circuits have been developed to perform efficient evaluation of influence diagrams [Bhattacharjya and Shachter, 2007], building on the advances in arithmetic circuits for belief network inference [Darwiche,2003]. In the process of…

Artificial Intelligence · Computer Science 2012-06-18 Debarun Bhattacharjya , Ross D. Shachter

The increasing complexity of robots and autonomous agents that interact with people highlights the critical need for approaches that systematically test them before deployment. This review paper presents a general framework for solving this…

Artificial Intelligence · Computer Science 2024-09-10 Stefanos Nikolaidis

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

Scenario-based approaches for the validation of highly automated driving functions are based on the search for safety-critical characteristics of driving scenarios using software-in-the-loop simulations. This search requires information…

We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a…

Optimization and Control · Mathematics 2019-10-25 Boris Defourny , Damien Ernst , Louis Wehenkel
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