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math.OC2025
Fair Risk Optimization of Distributed Systems
Aray Almen, Darinka Dentcheva
The paper provides a framework for the assessment and optimization of the total risk of complex distributed systems. The framework takes into account the risk of each agent, which…
math.OC2023
On Risk Evaluation and Control of Distributed Multi-Agent Systems
Aray Almen, Darinka Dentcheva
In this paper, we deal with risk evaluation and risk-averse optimization of complex distributed systems with general risk functionals. We postulate a novel set of axioms for the fu…