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cs.LG2026
Diffusion-Based Scenario Tree Generation for Multivariate Time Series Prediction and Multistage Stochastic Optimization
Stelios Zarifis, Ioannis Kordonis, Petros Maragos
Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenario…
cs.LG2025
Diffusion-Based Forecasting for Uncertainty-Aware Model Predictive Control
Stelios Zarifis, Ioannis Kordonis, Petros Maragos
We propose Diffusion-Informed Model Predictive Control (D-I MPC), a generic framework for uncertainty-aware prediction and decision-making in partially observable stochastic system…