相关论文: Robust and Reliable Stochastic Resource Allocation…

Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

This paper considers the power allocation of a single-link wireless communication with joint energy harvesting and grid power supply. We formulate the problem as minimizing the grid power consumption with random energy and data arrival, and…

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as a (stochastic) control on the size of the population. The…

Mobile-edge computing (MEC) has recently emerged as a cost-effective paradigm to enhance the computing capability of hardware-constrained wireless devices (WDs). In this paper, we first consider a two-user MEC network, where each WD has a…

With the pervasiveness of Stochastic Shortest-Path (SSP) problems in high-risk industries, such as last-mile autonomous delivery and supply chain management, robust planning algorithms are crucial for ensuring successful task completion…

In this paper, we propose a novel resource management scheme that jointly allocates the transmit power and computational resources in a centralized radio access network architecture. The network comprises a set of computing nodes to which…

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…

The problem of resource allocation is studied for a two-user fading orthogonal multiaccess relay channel (MARC) where both users (sources) communicate with a destination in the presence of a relay. A half-duplex relay is considered that…

Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…

We propose a novel stochastic radio resource allocation strategy that achieves long-term fairness considering backhaul and air-interface capacity limitations. The base station is considered to be only powered with a finite battery that is…

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the…

We study a resource allocation problem over time, where a finite (random) resource needs to be distributed among a set of users at each time instant. Shortfalls in the resource allocated result in user dissatisfaction, which we model as an…

This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…

Standard on-policy reinforcement learning relies on heuristic clipping to enforce trust regions, but this mechanism imposes a severe cost by indiscriminately truncating high-return yet high-divergence updates. We demonstrate that explicitly…

Motivated by applications such as cloud platforms allocating GPUs to users or governments deploying mobile health units across competing regions, we study the dynamic allocation of a reusable resource to strategic agents with private…

The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important properties, the EVaR is strongly monotone over its domain and…

In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…

Recent financial disasters emphasised the need to investigate the consequence associated with the tail co-movements among institutions; episodes of contagion are frequently observed and increase the probability of large losses affecting…