@article{optimizedcertaintyequivalentriskcontroll, title = {Optimized Certainty Equivalent Risk-Controlling Prediction Sets}, author = {Jiayi Huang and Amirmohammad Farzaneh and Osvaldo Simeone}, year = {2026}, eprint = {2602.13660}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2602.13660}, }