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In many real-world problems, predictions are leveraged to monitor and control cyber-physical systems, demanding guarantees on the satisfaction of reliability and safety requirements. However, predictions are inherently uncertain, and managing prediction uncertainty presents significant challenges in environments characterized by complex dynamics and forking trajectories. In this work, we assume access to a pre-designed probabilistic implicit or explicit sequence model, which may have been obtained using model-based or model-free methods.

We present a computationally efficient framework, called FlowDRO, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case distribution (also called the Least Favorable Distribution, LFD) and sample from it. The requirement for LFD to be continuous is so that the algorithm can be scalable to problems with larger sample sizes and achieve better generalization capability for the induced robust algorithms.

The sequential design of experiments for optimizing a reward function in causal systems can be effectively modeled by the sequential design of interventions in causal bandits (CBs). In the existing literature on CBs, a critical assumption is that the causal models remain constant over time. However, this assumption does not necessarily hold in complex systems, which constantly undergo temporal model fluctuations. This paper addresses the robustness of CBs to such model fluctuations. The focus is on causal systems with linear structural equation models (SEMs).