相关论文: The scenario approach meets uncertain variational …

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

We treat the so-called scenario approach, a popular probabilistic approximation method for robust minmax optimization problems via independent and indentically distributed (i.i.d) sampling from the uncertainty set, from various…

The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, however, primarily addresses assessing robustness with respect to…

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…

The scenario approach is an established data-driven design framework that comes equipped with a powerful theory linking design complexity to generalization properties. In this approach, data are simultaneously used both for design and for…

This paper uses category theory to develop an entirely new approach to approximate game theory. Game theory is the study of how different agents within a multi-agent system take decisions. At its core, game theory asks what an optimal…

We discuss the computational complexity and feasibility properties of scenario based techniques for uncertain optimization programs. We consider different solution alternatives ranging from the standard scenario approach to recursive…

Capability planning problems are pervasive throughout many areas of human interest with prominent examples found in defense and security. Planning provides a unique context for optimization that has not been explored in great detail and…

Scenario building is an established method to anticipate the future of emerging technologies. Its primary goal is to use narratives to map future trajectories of technology development and sociotechnical adoption. Following this process,…

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a popular solution method for these problems, due to its…

Causality and game theory are two influential fields that contribute significantly to decision-making in various domains. Causality defines and models causal relationships in complex policy problems, while game theory provides insights into…

We propose a formal treatment of scenarios in the context of a dialectical argumentation formalism for qualitative reasoning about uncertain propositions. Our formalism extends prior work in which arguments for and against uncertain…

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…

The scenario approach is a general data-driven algorithm to chance-constrained optimization. It seeks the optimal solution that is feasible to a carefully chosen number of scenarios. A crucial step in the scenario approach is to compute the…

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt to construct a…

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…