3 papers
math.OC2026
Wasserstein Robust Performative Prediction via Lagrangian Relaxation
Siyi Wang, Zifan Wang, Karl H. Johansson
In machine learning, predictive models are trained on historical data. Their deployment may incentivize agents to strategically adapt their behavior, thereby inducing a model-depen…
math.OC2025
Risk-Averse Learning with Varying Risk Levels
Siyi Wang, Zifan Wang, Karl H. Johansson
In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization…
math.OC2025
Preference-based optimization from noisy pairwise comparisons
Siyi Wang, Zifan Wang, Karl Henrik Johanssson
In interactive systems, feedback is often provided in the form of preference between queried options rather than precise scores, which motivates optimization methods to learn from…