2 papers
math.OC2026
Safe Start: Configuring Optimization Algorithms for Decision-Making under Extreme Risks
Henry Lam, Wasin Meesena
We consider stochastic optimization where the goal is not only to optimize an average-case objective, but also to mitigate the occurrence of rare catastrophic events. This problem…
math.OC2026
A Min-Max Gradient Search Method for Constrained Simulation Optimization
Ruiyang Jin, Siyang Gao, Henry Lam
Constrained simulation optimization (CSO) is a general framework for optimizing stochastic systems under performance constraints. It arises widely in practice where objective and c…