English
Related papers

Related papers: Probabilistic Modeling versus Robust Optimization:…

200 papers

Last-mile delivery in the logistics chain contributes to emissions and increased congestion. Crowd-shipping is a sustainable and low-cost alternative to traditional delivery, but relies heavily on the availability of occasional couriers. In…

Optimization and Control · Mathematics 2023-07-04 Patrick Stokkink , Nikolas Geroliminis

This study introduces adaptive robust optimization (ARO) and adaptive robust stochastic optimization (ARSO) approaches to address long- and short-term uncertainties in the optimal sizing and placement of distributed energy resources in…

Optimization and Control · Mathematics 2025-03-25 Fernando García-Muñoz , Cristian Duran-Mateluna

Forecast systems in science and technology are increasingly moving beyond point prediction toward methods that produce full predictive distributions of future outcomes y, conditional on high-dimensional and complex sequences of inputs x.…

Machine Learning · Statistics 2026-03-13 Elizabeth Cucuzzella , Rafael Izbicki , Ann B. Lee

With increasing interest in adaptive clinical trial designs, challenges are present to drug supply chain management which may offset the benefit of adaptive designs. Thus, it is necessary to develop an optimization tool to facilitate the…

Applications · Statistics 2023-10-16 Jincheng Pang , Hong Yan , Zoe Hua

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

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

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…

Optimization and Control · Mathematics 2022-02-21 Milad Dehghani Filabadi , Houra Mahmoudzadeh

Two critical issues have arisen in transmission expansion planning with the rapid growth of wind power generation. First, severe power ramping events in daily operation due to the high variability of wind power generation pose great…

Optimization and Control · Mathematics 2016-12-02 Jia Li , Zuyi Li , Feng Liu , Hongxing Ye , Xuemin Zhang , Shengwei Mei , Naichao Chang

The conditional diffusion model has been demonstrated as an efficient tool for learning robot policies, owing to its advancement to accurately model the conditional distribution of policies. The intricate nature of real-world scenarios,…

Robotics · Computer Science 2024-07-03 Wenhao Yu , Jie Peng , Huanyu Yang , Junrui Zhang , Yifan Duan , Jianmin Ji , Yanyong Zhang

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…

Machine Learning · Computer Science 2025-03-18 Qingshi Sun , Nathan Justin , Andres Gomez , Phebe Vayanos

Humanitarian logistics service providers have two major responsibilities immediately after a disaster: locating trapped people and routing aid to them. These difficult operations are further hindered by failures in the transportation and…

Optimization and Control · Mathematics 2022-07-04 Tasnim Ibn Faiz , Chrysafis Vogiatzis , Md. Noor-E-Alam

In this paper we present a method for automatically planning robust optimal paths for a group of robots that satisfy a common high level mission specification. Each robot's motion in the environment is modeled as a weighted transition…

Robotics · Computer Science 2015-03-13 Alphan Ulusoy , Stephen L. Smith , Xu Chu Ding , Calin Belta

Actions taken immediately following a life-threatening personal health incident are critical for the survival of the sufferer. The timely arrival of specialist ambulance crew in particular often makes the difference between life and death.…

Computers and Society · Computer Science 2018-12-11 Marcus Poulton , Anastasios Noulas , David Weston , George Roussos

Physical risks, such as droughts, floods, rising temperatures, earthquakes, infrastructure failures, and geopolitical conflicts, can ripple through global supply chains, raising costs, and constraining production across industries.…

Physics and Society · Physics 2025-04-25 Jichu Han , Lina Wang , Richard Bookstaber , Dhruv Sharma

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request…

Performance · Computer Science 2012-06-07 Siva Theja Maguluri , R Srikant , Lei Ying

Cloud computing allows scalable resource provisioning, but dynamic workload changes often lead to higher costs due to over-provisioning. Machine learning (ML) approaches, such as Long Short-Term Memory (LSTM) networks, are effective for…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-03 Heet Nagoriya , Komal Rohit

We present an algorithm for optimal guidance of users in road networks. It is a "stochastic-on-time-arrival (SOTA)"-like algorithm which calculates optimal guidance strategies with reliable paths, for road network origin-destination pairs.…

Optimization and Control · Mathematics 2016-06-30 Farida Manseur , Nadir Farhi , Habib Haj-Salem , Jean-Patrick Lebacque