相关论文: Mitigating Investment Risk Using Modular Technolog…

First-principles atomistic simulations are essential for understanding complex material phenomena but are fundamentally limited by their computational cost. While Machine Learning Interatomic Potentials (MLIPs) have drastically improved…

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity was considered. The core of the optimization scheme is a fractal walk…

We study Pareto efficiency in a pure-exchange economy where agents' preferences are represented by risk-averse monetary utilities. These coincide with law-invariant monetary utilities, and they can be shown to correspond to the class of…

In software development process we come across various modules. Which raise the idea of priority of the different modules of a software so that important modules are tested on preference. This approach is desirable because it is not…

Powder bed fusion is a widely used additive manufacturing (AM) process for producing complex, small-batch parts that are impractical to manufacture using conventional methods. However, its broader adoption is hindered by process-induced…

Managing coastal flood risks involves choosing among portfolios of different options. Analyzing these choices typically requires a model. State-of-the-art coastal risk models provide detailed regional information, but can be difficult to…

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

The exponential growth in LLM scales, with parameters soaring from billions to trillions, has necessitated distributed pretraining across large clusters comprising thousands to tens of thousands of devices. While hybrid parallelization…

This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…

We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

The aim of this paper is to show that in some cases risk averse multistage stochastic programming problems can be reformulated in a form of risk neutral setting. This is achieved by a change of the reference probability measure making…

Real-time embedded platforms with resource constraints can take the benefits of mixed-criticality system where applications with different criticality-level share computational resources, with isolation in the temporal and spatial domain. A…

Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system. Recently, several systemic…

Firms increasingly use randomized experiments to decide whether to scale up an intervention and, if so, how to re-optimize related operational choices such as inventory, capacity, or pricing. In many settings, experiments are performed on…

Rollout approaches are an effective tool to address the problem of co-designing the transmission schedule and the corresponding input values, when the controller is connected to the plant via a resource-constrained communication network.…

Maintenance optimization has been extensively studied in the past decades. However, most of the existing maintenance models focus on single-component systems and are not applicable for complex systems consisting of multiple components, due…