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Risk-Averse Decision Making with Multi-Level Reliability Guarantees

arxiv.org/abs/2609.11524

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Updated 4 h ago · first seen 11 Sept 2026

paper_01M294FR23MVAP30SSSF2P2G9Z

Published
11 Sept 2026
T1 · 4 h ago
arXiv
2609.11524
T1 · 4 h ago
Category
stat.ML
T1 · 4 h ago

Abstract

Many applications in engineering, including wireless broadcasting, require designs that provide performance certificates at different target outage levels. This paper studies the problem of maximizing the weighted average of such certificates in the presence of uncertainty about the true system state. The problem is shown to be equivalent to an optimization over nested prediction sets, connecting to the literature on conformal prediction and extending prior art on single-level risk-averse decision making. Furthermore, we derive a dual formulation that decouples optimization across input values. Numerical experiments on a diversity-based wireless transmission system illustrate the cost of enforcing multi-level certificates with a single shared policy and trace the Pareto trade-off between multiple reliability levels.

Authors 2

Amirmohammad Farzaneh, Osvaldo Simeone

Specification

Official page

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

Arxiv announce type
cross

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

arXiv id
2609.11524

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

Categories
stat.ML, cs.IT, cs.LG, math.IT

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

PDF

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

Primary category
stat.ML

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

Published
11 Sept 2026

Source:arXiv (Atom API + RSS)T1observed 4 h agohigh

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Provenance

Attributed facts

9

Source tiers

T19

Freshest observation

4 h ago

Conflicts

None