[HTML][HTML] Optimization under uncertainty and risk: Quadratic and copositive approaches

IM Bomze, M Gabl - European Journal of Operational Research, 2023 - Elsevier
Robust optimization and stochastic optimization are the two main paradigms for dealing with
the uncertainty inherent in almost all real-world optimization problems. The core principle of …

Robust CARA optimization

L Chen, M Sim - Operations Research, 2024 - pubsonline.informs.org
We propose robust optimization models and their tractable approximations that cater for
ambiguity-averse decision makers whose underlying risk preferences are consistent with …

[PDF][PDF] A robust optimization approach to deep learning

D Bertsimas, X Boix, KV Carballo… - arXiv preprint arXiv …, 2021 - academia.edu
Many state-of-the-art adversarial training methods leverage upper bounds of the adversarial
loss to provide security guarantees. Yet, these methods require computations at each …

Robust conic satisficing

A Ramachandra, N Rujeerapaiboon, M Sim - arXiv preprint arXiv …, 2021 - arxiv.org
In practical optimization, we typically model uncertainty as a random variable though its true
probability distribution is unobservable to the decision maker. Historical data provides some …

Robust optimization approaches in inventory management: Part A—the survey

D Zhang, HH Turan, R Sarker, D Essam - IISE Transactions, 2024 - Taylor & Francis
This work, the first part (Part A) of a comprehensive study, presents a survey on Robust
Optimization (RO) in inventory management, highlighting its role in addressing uncertainties …

Flexible Optimization for Cyber-Physical and Human Systems

A Simonetto - IEEE Control Systems Letters, 2024 - ieeexplore.ieee.org
We study how to construct optimization problems whose outcome are sets of feasible, close-
to-optimal decisions for human users to pick from, instead of a single, hardly explainable …

A Deep Generative Learning Approach for Two-stage Adaptive Robust Optimization

A Brenner, R Khorramfar, J Sun, S Amin - arXiv preprint arXiv:2409.03731, 2024 - arxiv.org
Two-stage adaptive robust optimization is a powerful approach for planning under
uncertainty that aims to balance costs of" here-and-now" first-stage decisions with those of" …

Robust Discrete Choice Model for Travel Behavior Prediction With Data Uncertainties

B Mo, Y Zheng, X Guo, R Ma, J Zhao - arXiv preprint arXiv:2401.03276, 2024 - arxiv.org
Discrete choice models (DCMs) are the canonical methods for travel behavior modeling and
prediction. However, in many scenarios, the collected data for DCMs are subject to …

Robust Upper Bounds for Adversarial Training

D Bertsimas, X Boix, KV Carballo, D Hertog - arXiv preprint arXiv …, 2021 - arxiv.org
Many state-of-the-art adversarial training methods for deep learning leverage upper bounds
of the adversarial loss to provide security guarantees against adversarial attacks. Yet, these …

Developing a multi-objective model for a multi-level supply chain of blood products under uncertainty and the global pandemic: a hybrid robust optimization approach

AM Esfandabadi, D Shishebori, MB fakhrzad… - Discover Applied …, 2024 - Springer
The global COVID-19 pandemic has caused a substantial decrease in the blood supply and
its products as a vital commodity. It has had adversely affected on the activities of blood …