具有多级可靠性保证的风险规避决策
Risk-Averse Decision Making with Multi-Level Reliability Guarantees
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- Institute for Intelligent Networked Systems (INSI), Northeastern University London（伦敦东北大学智能网络系统研究所（INSI））
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中文总结 AI 辅助
本文研究在系统状态不确定下最大化多级性能证书加权平均的风险规避决策问题，将其转化为嵌套预测集优化，并通过对偶形式解耦，实验展示了多级证书的成本与权衡。
中文摘要 AI 辅助
工程中的许多应用，包括无线广播，需要设计在不同目标中断水平下提供性能证书。本文研究了在真实系统状态存在不确定性的情况下，最大化此类证书加权平均的问题。该问题被证明等价于在嵌套预测集上的优化，这与共形预测的相关文献相联系，并扩展了先前关于单级风险规避决策的研究。此外，我们推导了一种对偶形式，将优化在输入值之间解耦。在基于分集的无线传输系统上的数值实验说明了使用单一共享策略执行多级证书的成本，并描绘了多个可靠性水平之间的帕累托权衡。
英文摘要
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.
