Generative Robust Optimisation defines uncertainty sets via neural network decoders over latent spaces and evaluates them with a five-point framework, validated on planning problems using Wasserstein autoencoders.
Mohajerin Esfahani and D
7 Pith papers cite this work. Polarity classification is still indexing.
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Proposes APUB optimization framework for stochastic programming, proves asymptotic correctness and consistency of the new bound, and develops bootstrap and L-shaped solvers for two-stage linear problems with empirical tests on a product mix example.
WARDEN is a new adversarial training framework for large language models that minimizes worst-case loss over an f-divergence ambiguity set, reducing attack success rates while keeping utility comparable to recent baselines.
Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
A method that runs static traffic assignment on hypothetical demand for each road network and compares the resulting traffic-weighted geographic distributions via 2D Wasserstein distance.
A tutorial framing deep learning as a complement to optimization for sequential decision-making under uncertainty, with applications in supply chains, healthcare, and energy.
citing papers explorer
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Generative Robust Optimisation
Generative Robust Optimisation defines uncertainty sets via neural network decoders over latent spaces and evaluates them with a five-point framework, validated on planning problems using Wasserstein autoencoders.
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Minimizing Upper Confidence Bounds: A Data-Driven Framework for Stochastic Programming
Proposes APUB optimization framework for stochastic programming, proves asymptotic correctness and consistency of the new bound, and develops bootstrap and L-shaped solvers for two-stage linear problems with empirical tests on a product mix example.
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Information Theoretic Adversarial Training of Large Language Models
WARDEN is a new adversarial training framework for large language models that minimizes worst-case loss over an f-divergence ambiguity set, reducing attack success rates while keeping utility comparable to recent baselines.
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Benchmarking Deep Time Series Models for Equity Portfolios
Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
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Distance between Road Networks: A Macroscopic Method for Road Network Datasets Comparison Using Traffic-weighted Geographic Distribution
A method that runs static traffic assignment on hypothetical demand for each road network and compares the resulting traffic-weighted geographic distributions via 2D Wasserstein distance.
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Deep Learning for Sequential Decision Making under Uncertainty: Foundations, Frameworks, and Frontiers
A tutorial framing deep learning as a complement to optimization for sequential decision-making under uncertainty, with applications in supply chains, healthcare, and energy.
- Betweenness Central Nodes Under Uncertainty: An Absorbing Markov Chain Approach