CVaR
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Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off
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A q-Tsallis Safe Approximation for Chance-Constrained Programs
Announce Type: new Abstract: Classical chance-constrained programs are solved by safe approximations based on the empirical CVaR, which uses a uniform measure over scenarios and systematically underweights tail events under heavy-tailed distributions. We introduce \emph{q-CCP}, a non-extensive safe approximation grounded in the Riemannian geometry of the Tsallis statistical manifold: the rank-based q-CVaR escort weights are the $g^{(q)}$-geodesic projection onto the tail simplex face, and...
Adaptive Conditional Forest Sampling for Spectral Risk Optimisation under Decision-Dependent Uncertainty
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Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards
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Bridging Predictive Uncertainty and Safe Action: Sample-Conditioned Differentiable Planning for Autonomous Driving
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OrderGrad: Optimizing Beyond the Mean with Order-Statistic Policy Gradient Estimation
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