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This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional…

数值分析 · 数学 2022-12-02 Harbir Antil , Sergey Dolgov , Akwum Onwunta

In a commodity market, revenue adequate prices refer to compensations that ensure that a market participant has a non-negative profit. In this article, we study the problem of deriving revenue adequate prices for an electricity…

理论经济学 · 经济学 2021-05-05 Xin Shi , Alberto J. Lamadrid L. , Luis F. Zuluaga

This paper introduces a novel approach to addressing uncertainty and associated risks in power system management, focusing on the discrepancies between forecasted and actual values of load demand and renewable power generation. By employing…

最优化与控制 · 数学 2024-08-12 Rene Carmona , Ronnie Sircar , Xinshuo Yang

Rate splitting (RS) is a potentially powerful and flexible technique for multi-antenna downlink transmission. In this paper, we address several technical challenges towards its practical implementation for beyond 5G systems. To this end, we…

信息论 · 计算机科学 2020-02-19 Zheng Li , Chencheng Ye , Ying Cui , Sheng Yang , Shlomo Shamai

We consider a class of risk-averse submodular maximization problems (RASM) where the objective is the conditional value-at-risk (CVaR) of a random nondecreasing submodular function at a given risk level. We propose valid inequalities and an…

最优化与控制 · 数学 2020-04-17 Hao-Hsiang Wu , Simge Kucukyavuz

In this work, we propose a probabilistic value-passing CCS (Calculus of Communicating System) approach to model and analyze a typical network security scenario with one attacker and one defender. By minimizing this model with respect to…

密码学与安全 · 计算机科学 2015-07-27 Qian Zhang , Ying Jiang , Liping Ding

In this paper a class of single machine scheduling problems is considered. It is assumed that job processing times and due dates can be uncertain and they are specified in the form of discrete scenario set. A probability distribution in the…

数据结构与算法 · 计算机科学 2017-12-12 Adam Kasperski , Pawel Zielinski

This paper introduces a Continuously Variable Series Reactor (CVSR) to the transmission expansion planning (TEP) problem. The CVSR is a FACTS-like device which has the capability of controlling the overall impedance of the transmission…

最优化与控制 · 数学 2017-03-28 Xiaohu Zhang , Kevin Tomsovic , Aleksandar Dimitrovski

We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…

概率论 · 数学 2026-03-17 Gusti van Zyl

Coded distributed computing (CDC), proposed by Li \emph{et al.}, offers significant potential for reducing the communication load in MapReduce computing systems. In cascaded CDC with $K$ nodes, $N$ input files, and $Q$ output functions,…

信息论 · 计算机科学 2025-01-24 Mingming Zhang , Youlong Wu , Minquan Cheng , Dianhua Wu

As an emerging computing paradigm, edge computing offers computing resources closer to the data sources, helping to improve the service quality of many real-time applications. A crucial problem is designing a rational pricing mechanism to…

分布式、并行与集群计算 · 计算机科学 2024-10-15 Haosong Peng , Yufeng Zhan , DiHua Zhai , Xiaopu Zhang , Yuanqing Xia

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

机器人学 · 计算机科学 2021-05-04 Astghik Hakobyan , Insoon Yang

In secure distributed matrix multiplication (SDMM) the multiplication $\mathbf{A}\mathbf{B}$ from two private matrices $\mathbf{A}$ and $\mathbf{B}$ is outsourced by a user to $N$ distributed servers. In $\ell$-SDMM, the goal is to a design…

信息论 · 计算机科学 2020-05-05 Jaber Kakar , Anton Khristoforov , Seyedhamed Ebadifar , Aydin Sezgin

With the emerging of smart grid techniques, cyber attackers may be able to gain access to critical energy infrastructure data and strategic market participants may be able to identify offer prices of their rivals. This paper discusses a…

最优化与控制 · 数学 2017-08-11 Lei Wu

Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…

系统与控制 · 电气工程与系统科学 2022-07-14 Arun Venkatesh Ramesh , Xingpeng Li

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

最优化与控制 · 数学 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

In this paper, we propose a robust and adaptable secure precoding framework designed to encapsulate a intricate scenario where legitimate users have different information security: secure private or normal public information. Leveraging…

信息论 · 计算机科学 2024-12-30 Sangmin Lee , Seokjun Park , Jeonghun Park , Jinseok Choi

We solve, in the typical-case sense, the multi-sender linearly-decomposable distributed computing problem introduced by tessellated distributed computing. We model real-valued encoders/decoders and demand matrices, and assess structural…

信息论 · 计算机科学 2025-12-11 Ali Khalesi , Mohammad Reza Deylam Salehi

Rate-splitting (RS) has recently been recognized as a promising physical-layer technique for multi-antenna broadcast channels (BC). Due to its ability to partially decode the interference and partially treat the remaining interference as…

信息论 · 计算机科学 2021-01-28 Gui Zhou , Yijie Mao , Bruno Clerckx

Owing to the potential higher energy supply efficiency and operation flexibility, integrated energy system (IES), which usually includes electric power, gas and heating/cooling systems, is considered as one of the primary forms of energy…

系统与控制 · 电气工程与系统科学 2021-04-23 Ang Xuan , Xinwei Shen , Qinglai Guo , Hongbin Sun