Risk-Averse Decision Making with Multi-Level Reliability Guarantees — Paper

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: arxiv.org/abs/2609.11524
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
Arxiv announce type: cross
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
arXiv id: 2609.11524
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
Categories: stat.ML, cs.IT, cs.LG, math.IT
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
PDF: arxiv.org/pdf/2609.11524
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
Primary category: stat.ML
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh
Published: 11 Sept 2026
Source:arXiv (Atom API + RSS)T1observed 6 h agohigh

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Provenance

Attributed facts

9

Source tiers

T19

Freshest observation

6 h ago

Conflicts

None

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Authors: Amirmohammad Farzaneh, Osvaldo Simeone

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Claim history · Abstract

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Abstractabstract1

Claim history for Abstract
Value	Valid from → to	Status	Source	Confidence	Extractor
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.	11 Sept 2026 21:02 UTC → current	current	arXiv (Atom API + RSS)T1	high	deterministic

Claims are temporal and append-only: a new observation closes the previous claim (valid_to) instead of overwriting it. Conflicting claims from different sources are kept side by side and flagged — never averaged. Methodology →

11 Sept 2026
New paperPaperRisk-Averse Decision Making with Multi-Level Reliability Guarantees
New paper: Risk-Averse Decision Making with Multi-Level Reliability Guarantees
arxiv
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Full timeline →

Source documents
Source	Document	Type	Tier	Last observed	Snapshots
arXiv (Atom API + RSS)	rss.arxiv.org/rss/cs.LG	feed	T1· Official	5 h ago	1

Tier 1 = official/primary, 2 = quality secondary, 3 = community, 4 = unverified. Every snapshot is archived; see all sources and the methodology.