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math.OC2026
Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization
Jaeseok Choi, Anand Deo, Constantino Lagoa +1
Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a pop…
math.OC2025
The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
Anand Deo, Karthyek Murthy
We study the problem of resource provisioning under stringent reliability or service level requirements, which arise in applications such as power distribution, emergency response,…
math.OC2024
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
Jaeseok Choi, Anand Deo, Constantino Lagoa +1
The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability…