# A Simple Yet Effective Approach to Robust Optimization Over Time

arXiv: https://arxiv.org/abs/1907.09248 · HTML: https://mlsanity.com/paper/1907.09248/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 22 Jul 2019.

## Built on by (most cited first, 1 of 1)

- [Expected Survival-Time Bounds for Robust Optimization Over Time under Isotropic Gaussian Dynamics](https://mlsanity.com/paper/2607.27280/) (2026)

## Abstract (arXiv)

Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle swarm optimization combined with another method which predicts future solutions to the optimization problem. We argue that this approach may perform subpar and suggest instead a method based on a random sampling of the search space. We prove its theoretical guarantees and show that it significantly outperforms the state-of-the-art methods for ROOT.
