Publications associées à Expected shortfall

We investigate the problem of multi-agent coordination under rationality constraints. Specifically, role allocation, task assignment, resource allocation, etc. Inspired by human behavior, we propose a framework (CA^3NONY) that enables fast convergence to e ...

International Foundation for Autonomous Agents and Multiagent Systems2019

PifPaf: Composite Fields for Human Pose Estimation

Alexandre Massoud Alahi, Sven Kreiss, Lorenzo Bertoni

We propose a new bottom-up method for multi-person 2D human pose estimation that is particularly well suited for urban mobility such as self-driving cars and delivery robots. The new method, PifPaf, uses a Part Intensity Field (PIF) to localize body parts ...

IEEE2019

Energy and Reserve Dispatch with Distributionally Robust Joint Chance Constraints

Daniel Kuhn, Viet Anh Nguyen, Christos Ordoudis

We develop a two-stage stochastic program for energy and reserve dispatch, which ensures the safe operation of a power system with a high penetration of renewables and a strong interdependence with the natural gas system. Distributionally robust joint chan ...

2018

Multilevel Monte Carlo Approximation of Functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of nondeterministic effects to a system output, for example, when evaluating the system’s reliability or when gearing it towards more robust operation conditions. At the he ...

2018

Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Zhi Chen, Wolfram Wiesemann

We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand side uncertainty, our reformulation amounts to a mixed ...

2018

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Alcherio Martinoli, Zeynab Talebpour

In this paper, we propose a risk-based coordination method for the Multi-Robot Task Allocation (MRTA) problem in human-populated environments. We introduce risk-based bids that incorporate human trajectory prediction uncertainties and furthermore, social c ...

2018

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Alcherio Martinoli, Zeynab Talebpour

IEEE2018

Model Uncertainty And Scenario Aggregation

Damir Filipovic, Mathieu Jacques David Cambou

This paper provides a coherent method for scenario aggregation addressing model uncertainty. It is based on divergence minimization from a reference probability measure subject to scenario constraints. An example from regulatory practice motivates the defi ...

Wiley-Blackwell2017

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of non-deterministic effects to a system output, for example when evaluating the system's reliability or when gearing it towards more robust operation conditions. At the he ...

MATHICSE2017

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Expected shortfall

Adversarial Analytics

Courtesy As a Means to Coordinate

PifPaf: Composite Fields for Human Pose Estimation

Energy and Reserve Dispatch with Distributionally Robust Joint Chance Constraints

Multilevel Monte Carlo Approximation of Functions

Data-Driven Chance Constrained Programs over Wasserstein Balls

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Model Uncertainty And Scenario Aggregation

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Graph Chatbot

Chattez avec Graph Search

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Multilevel Monte Carlo Approximation of Functions

Energy and Reserve Dispatch with Distributionally Robust Joint Chance Constraints

Adversarial Analytics

Courtesy As a Means to Coordinate

PifPaf: Composite Fields for Human Pose Estimation

Data-Driven Chance Constrained Programs over Wasserstein Balls

Risk-Based Human-Aware Multi-Robot Coordination in Dynamic Environments Shared with Humans

Model Uncertainty And Scenario Aggregation