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We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for…

Machine Learning · Statistics 2026-03-31 Jeremiah Birrell , Xiaoxi Shen

Recently, (Blanchet, Kang, and Murhy 2016, and Blanchet, and Kang 2017) showed that several machine learning algorithms, such as square-root Lasso, Support Vector Machines, and regularized logistic regression, among many others, can be…

Machine Learning · Statistics 2020-02-25 Jose Blanchet , Yang Kang , Fan Zhang , Karthyek Murthy

How can we design mechanisms to promote efficient use of shared resources? Here, we answer this question in relation to the well-studied class of atomic congestion games, used to model a variety of problems, including traffic routing.…

Computer Science and Game Theory · Computer Science 2021-03-12 Dario Paccagnan , Rahul Chandan , Bryce L Ferguson , Jason R Marden

Recent deep models for solving routing problems always assume a single distribution of nodes for training, which severely impairs their cross-distribution generalization ability. In this paper, we exploit group distributionally robust…

Machine Learning · Computer Science 2022-02-16 Yuan Jiang , Yaoxin Wu , Zhiguang Cao , Jie Zhang

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

This paper proposes a dynamic congestion pricing model that takes into account mobile source emissions. We consider a tollable vehicular network where the users selfishly minimize their own travel costs, including travel time, early/late…

Optimization and Control · Mathematics 2013-04-30 Ke Han , Terry L. Friesz , Hongcheng Liu , Tao Yao

To steer the behavior of selfish, resource-sharing agents in a socio-technical system towards the direction of higher efficiency, the system designer requires accurate models of both agent behaviors and the underlying system infrastructure.…

Computer Science and Game Theory · Computer Science 2025-05-20 Chih-Yuan Chiu , Bryce L. Ferguson

Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…

Machine Learning · Computer Science 2025-11-04 Shuyao Li , Ilias Diakonikolas , Jelena Diakonikolas

Are rewards or penalties more effective in influencing user behavior? This work compares the effectiveness of subsidies and tolls in incentivizing users in congestion games. The predominantly studied method of influencing user behavior in…

Computer Science and Game Theory · Computer Science 2019-10-08 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

Noisy data are often viewed as a challenge for decision-making. This paper studies a distributionally robust optimization (DRO) that shows how such noise can be systematically incorporated. Rather than applying DRO to the noisy empirical…

Optimization and Control · Mathematics 2025-09-03 Chung-Han Hsieh , Rong Gan

We study transportation networks controlled by dynamical feedback tolls. We consider a multiscale transportation network model whereby the dynamics of the traffic flows are intertwined with those of the drivers' route choices. The latter…

Optimization and Control · Mathematics 2019-01-30 Rosario Maggistro , Giacomo Como

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Tolling in traffic networks offers a popular measure to minimize overall congestion. Existing toll designs primarily focus on congestion in route-based traffic assignment models (TAMs), in which travelers make a single route selection from…

Systems and Control · Electrical Eng. & Systems 2023-10-26 Chih-Yuan Chiu , Chinmay Maheshwari , Pan-Yang Su , Shankar Sastry

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…

Machine Learning · Computer Science 2023-08-17 Qi Qi , Jiameng Lyu , Kung sik Chan , Er Wei Bai , Tianbao Yang

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

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…

Machine Learning · Computer Science 2022-03-21 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Amin Karbasi

Are rewards or penalties more effective in influencing user behavior? This work compares the effectiveness of subsidies and tolls in incentivizing user behavior in congestion games. The predominantly studied method of influencing user…

Computer Science and Game Theory · Computer Science 2022-04-15 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…

Optimization and Control · Mathematics 2020-09-22 Qi Wu , Shumin Ma , Cheuk Hang Leung , Wei Liu , Nanbo Peng

Under the Markov decision process (MDP) congestion game framework, we study the problem of enforcing population distribution constraints on a population of players with stochastic dynamics and coupled congestion costs. Existing research…

Computer Science and Game Theory · Computer Science 2022-08-16 Sarah H. Q. Li , Yue Yu , Nicolas Miguel , Dan Calderone , Lillian J. Ratliff , Behcet Acikmese

When selfish users share a road network and minimize their individual travel costs, the equilibrium they reach can be worse than the socially optimal routing. Tolls are often used to mitigate this effect in traditional congestion games,…

Optimization and Control · Mathematics 2020-09-02 Daniel A. Lazar , Ramtin Pedarsani