Chance-Constrained Optimization

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Overview

Chance-constrained optimization studies how to make good decisions when uncertain outcomes must meet explicit probability-of-failure limits. Methods include deterministic reformulations for Gaussian or moment-based models, scenario sampling, conformal calibration, and distributionally robust optimization over ambiguity sets. These approaches support applications such as trajectory planning, stochastic control, resource allocation, and safe learning, where they are evaluated for solution quality, constraint satisfaction, and computational cost. A central tension is that stronger reliability guarantees can make optimization more conservative or harder to solve, especially with non-Gaussian uncertainty, distribution shift, or many coupled constraints.

Latest papers

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29 papers5 papers in the last four weeks, down 17% on the four weeks before. 0.0% of all new papers.

  1. Optimization for One, Feasibility for Most: Decoupling Optimization from Feasibility in Chance-Constrained Programs

    Oct 13, 2026Justin Dumouchelle, Shunyu Yao, Beste Basciftci +1Chance-Constrained OptimizationStochastic Optimization

    University of Calgary · University of Iowa

  2. Primal-Dual Flow Matching for Sample-Wise Constrained Generation

    Oct 8, 2026Zhengyan Huan, Peter Y. Lu, Shuchin AeronConstrained Generative ModelingConstrained Sampling

    Department of Electrical and Computer Engineering, Tufts University · NSF AI Institute for Artificial Intelligence and Fundamental Interactions

  3. Policy Synthesis for Finite Populations of MDP Agents under Aggregate Reach-Avoid Chance Constraints

    Oct 8, 2026Jie Fu, Anamika DubeyMulti-Agent ControlMarkov Decision Processes

    Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA · School of Electrical Engineering and Computer Science, Washington State University, Pullman, WA 99164, USA

  4. Chance-Constrained Bi-Objective Evolutionary Optimization for the Open-Pit Mining Operational Planning Problem

    Oct 3, 2026Ishara Hewa Pathiranage, Aneta NeumannStochastic OptimizationChance-Constrained Optimization

    Machine Learning and Optimisation, School of Computer Science and Information Technology, Adelaide University, Adelaide, Australia

  5. Learn Feasibility Once, Optimize All Objectives: Derivative-Free Diffusion Models for Chance-Constrained Programming

    Oct 2, 2026Ziwen Liu, Yan Liu, Congying Han +3Chance-Constrained OptimizationDiffusion Models

    School of Mathematical Sciences, Beijing University of Posts and Telecommunications · School of Statistics and Data Science, Nankai University · School of Mathematical Sciences, University of the Chinese Academy of Sciences +1

  6. Learning Chance-Constrained MDPs with Bellman Distributional Certificates

    Sep 25, 2026Chenbei Lu, Hongyu YiMarkov Decision ProcessesConstrained RL

    Cornell University AI for Science Institute Cornell University Ithaca, NY, USA · Department of Electrical & Computer Engineering University of Washington Seattle, WA, USA

  7. Beyond Average Safety: Chance-Constrained LLM Fine-tuning

    Sep 24, 2026Taha Entesari, Mahyar FazlyabStochastic OptimizationSafety-Preserving Fine-Tuning of Language Models

    Department of Electrical and Computer Engineering Johns Hopkins University

  8. Sequential Confidence Sets for Coverage-Constrained Conformal Model Selection

    Sep 22, 2026Jing Li, Haibin ZhuConformal PredictionConfidence Region Estimation

    Department of Statistics and Data Science, School of Economics, Jinan University, Guangzhou, China.

  9. A Confidence-Driven Evolutionary Algorithm for Noisy Optimization with Joint Chance Constraints

    Sep 18, 2026Enrico Halim, Hemant Singh, Tapabrata RayChance-Constrained OptimizationStochastic Optimization

    School of Engineering and Technology, The University of New South Wales, Canberra, Australia

  10. Risk-Averse Decision Making with Multi-Level Reliability Guarantees

    Sep 10, 2026Amirmohammad Farzaneh, Osvaldo SimeoneStochastic OptimizationChance-Constrained Optimization

    Institute for Intelligent Networked Systems (INSI), Northeastern University London, London, UK

  11. Planning and Scheduling Business Processes under Control-Flow Uncertainty: Extended Version

    Sep 4, 2026Michel Kunkler, Stefanie Rinderle-MaStochastic OptimizationChance-Constrained Optimization

    Technical University of Munich, Germany TUM School of Computation, Information, and Technology

  12. Chance-constrained selection of sequential intervention strategies from counterfactual estimates

    Aug 13, 2026Minkyoung Kim, Beakcheol JangStochastic OptimizationChance-Constrained Optimization

    Graduate School of Information, Yonsei University, 50 Yonsei-ro, Seodaemun-gu, Seoul, 03722, Republic of Korea

  13. ReliableNet: A Chance-Constrained Approach to Trustworthy Classification in Deep Learning

    Aug 10, 2026Ange-Clément Akazan, Ineza Remy Mugenga, Abebe Geletu +2Chance-Constrained OptimizationClassification

    School of Agriculture and Science, University of KwaZulu-Natal, Pietermaritzburg, KwaZulu-Natal, South Africa · 2AIMS Research and Innovation Centre, African Institute for Mathematical Sciences, Kigali, Rwanda · 3African Institute for Mathematical Sciences, Kigali, Rwanda

  14. Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints

    Aug 2, 2026Francesco Cordiano, Kanghui He, Bart De SchutterChance-Constrained OptimizationMarkov Decision Processes

    Delft Center for Systems and Control, Delft University of Technology, 2628 CD, Delft, The Netherlands · Department of Engineering Science, University of Oxford, OX1 3PJ Oxford, U.K.

  15. Robust Chance-Constrained Optimization using a Continuous Parameter Space Wasserstein-2 Ambiguity Set of Gaussian Mixtures

    Jul 19, 2026Shibshankar Dey, Sanjay MehrotraChance-Constrained OptimizationGaussian Mixture Models

    Department of Industrial Engineering and Management Sciences, Northwestern University

  16. Relative Entropy-Bounded Ambiguous Chance Constraints for Robust Planning in Nonlinear Systems

    Jul 18, 2026Trevor N. Wolf, Jay W. McMahonChance-Constrained OptimizationStochastic Optimal Control

    Smead Department of Aerospace Engineering Sciences, University of Colorado Boulder, Boulder, CO 80303, USA

  17. N(CO)2^2: Neural Combinatorial Optimization with Chance Constraints to Solve Stochastic Orienteering

    Jun 16, 2026Anas Saeed, Marcos Abel Zuzuárregui, Stefano CarpinStochastic OptimizationChance-Constrained Optimization

    Department of Computer Science and Engineering, University of California, Merced, CA, USA

  18. Greedy Approaches for Packing While Travelling with Deterministic and Stochastic Constraints

    Apr 15, 2026Thilina Pathirage Don, Aneta Neumann, Frank NeumannGreedy OptimizationCombinatorial Optimization

    Optimisation and Logistics, School of Computer Science and Information Technology, Adelaide University, Adelaide, Australia

  19. On the use of evolutionary optimization for the dynamic chance constrained open-pit mine scheduling problem

    Apr 15, 2026Ishara Hewa Pathiranage, Aneta NeumannStochastic OptimizationChance-Constrained Optimization

    Machine Learning and Optimisation, School of Computer Science and Information Technology, Adelaide University, Adelaide, Australia

  20. On the Use of Bi-Objective Evolutionary Algorithms for the Stochastic MKP under Dynamic Constraints

    Apr 13, 2026Ishara Hewa Pathiranage, Aneta NeumannCombinatorial OptimizationConstrained Optimization

    Machine Learning and Optimisation, School of Computer Science and Information Technology, Adelaide University, Adelaide, Australia

  21. Infinite-dimensional spherical-radial decomposition for probabilistic functions, with application to constrained optimal control and Gaussian process regression

    Mar 20, 2026Kewei Wang, Georg StadlerChance-Constrained OptimizationStochastic Optimal Control

    Courant Institute School of Mathematics, Computing and Data Science, New York University, New York, USA

  22. Exact and Approximate Convex Reformulation of Linear Stochastic Optimal Control with Chance Constraints

    Mar 19, 2026Tanmay Dokania, Yashwanth Kumar NakkaStochastic Optimal ControlChance-Constrained Optimization

    Authors are with the Daniel Guggenheim School of Aerospace Engineering at the Georgia Institute of Technology, Atlanta, GA, 30332 USA.

  23. Bridging Conformal Prediction and Scenario Optimization: Discarded Constraints and Modular Risk Allocation

    Mar 19, 2026Giuseppe C. CalafioreConformal PredictionChance-Constrained Optimization

    Department of Electronics and Telecommunications Politecnico di Torino Corso Duca degli Abruzzi 24, 10129 Torino, Italy

  24. Chance-Constrained Correlated Equilibria for Robust Noncooperative Coordination

    Mar 14, 2026Jaehan Im, Ufuk Topcu, David Fridovich-KeilGame TheoryDecision-Making under Uncertainty

    Department of Aerospace Engineering and Engineering Mechanics, The University of Texas at Austin · The Oden Institute for Computational Engineering and Sciences, The University of Texas at Austin

  25. Multi-Objective Evolutionary Optimization of Chance-Constrained Multiple-Choice Knapsack Problems with Implicit Probability Distributions

    Mar 9, 2026Xuanfeng Li, Shengcai Liu, Wenjie Chen +2Chance-Constrained OptimizationCombinatorial Optimization

    Guangdong Provincial Key Laboratory of Brain-Inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China · School of Information Management, Central China Normal University, Wuhan 430079, China · Centre for Frontier AI Research, Institute of High Performance Computing, Agency for Science Technology and Research, Singapore 138632 +1

  26. Statistical Contraction for Chance-Constrained Trajectory Optimization of Non-Gaussian Stochastic Systems

    Mar 7, 2026Rihan Aaron D'Silva, Hiroyasu TsukamotoContraction TheoryTrajectory Optimization

    Department of Aerospace Engineering, The Grainger College of Engineering, University of Illinois Urbana-Champaign, Urbana, Illinois 61801

  27. Noncooperative Virtual Queue Coordination via Uncertainty-Aware Correlated Equilibria

    Feb 16, 2026Jaehan Im, David Fridovich-Keil, Ufuk TopcuAir Traffic ManagementMulti-Agent Coordination

    Department of Aerospace Engineering, The University of Texas at Austin, Austin, Texas, USA

  28. Convex Chance-Constrained Stochastic Control under Uncertain Specifications with Application to Learning-Based Hybrid Powertrain Control

    Jan 26, 2026Teruki Kato, Ryotaro Shima, Kenji KashimaChance-Constrained OptimizationStochastic Optimal Control

    Toyota Central R&D Labs., Inc., Nagakute, Aichi, Japan · Graduate School of Informatics, Kyoto University, Kyoto, Japan

  29. Conformal Predictive Programming for Chance Constrained Optimization

    Feb 12, 2024Yiqi Zhao, Xinyi Yu, Matteo Sesia +2Stochastic OptimizationChance-Constrained Optimization

    Thomas Lord Department of Computer Science, University of Southern California · Department of Data Sciences and Operations, University of Southern California · Automatic Control Laboratory, ETH Zürich