3 papers
math.OC2026
Feasibility Determination for Subjective Probability Constraints
Taehoon Kim, Sigrun Andradottir, Seong-Hee Kim +1
We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic…
stat.ML2026
CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series
Jiecheng Lu, Jieqi Di, Runhua Wu +1
Many decision-facing stochastic systems are observed through aggregate distributions rather than scalar trajectories: queue occupancies, mobility shares, public-health mixtures, ge…
eess.SY2025
Indifference-Zone Relaxation Procedures for Finding Feasible Systems
Yuwei Zhou, Sigrún Andradóttir, Seong-Hee Kim +1
We consider the problem of finding feasible systems with respect to stochastic constraints when system performance is evaluated through simulation. Our objective is to solve this p…