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Sagan

Paper

Calibrating Decision Robustness via Inverse Conformal Risk Control

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AI summary

arXiv:2510. 07750v3 Announce Type: replace Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.