Search Results - "Esfahani, Peyman Mohajerin"

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  1. 1

    Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations by Mohajerin Esfahani, Peyman, Kuhn, Daniel

    Published in Mathematical programming (01-09-2018)
    “…We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein…”
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    Journal Article
  2. 2

    Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs by Mohajerin Esfahani, Peyman, Sutter, Tobias, Lygeros, John

    Published in IEEE transactions on automatic control (01-01-2015)
    “…We consider the Scenario Convex Program (SCP) for two classes of optimization problems that are not tractable in general: Robust Convex Programs (RCPs) and…”
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    Journal Article
  3. 3

    Symbolic Control of Stochastic Systems via Approximately Bisimilar Finite Abstractions by Zamani, Majid, Mohajerin Esfahani, Peyman, Majumdar, Rupak, Abate, Alessandro, Lygeros, John

    Published in IEEE transactions on automatic control (01-12-2014)
    “…Symbolic approaches for control design construct finite-state abstract models that are related to the original systems, then use techniques from finite-state…”
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    Journal Article
  4. 4

    A Tractable Fault Detection and Isolation Approach for Nonlinear Systems With Probabilistic Performance by Mohajerin Esfahani, Peyman, Lygeros, John

    Published in IEEE transactions on automatic control (01-03-2016)
    “…This article presents a novel perspective along with a scalable methodology to design a fault detection and isolation (FDI) filter for high dimensional…”
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    Journal Article
  5. 5

    Data-driven inverse optimization with imperfect information by Mohajerin Esfahani, Peyman, Shafieezadeh-Abadeh, Soroosh, Hanasusanto, Grani A., Kuhn, Daniel

    Published in Mathematical programming (2018)
    “…In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an…”
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    Journal Article
  6. 6

    Multiple Faults Estimation in Dynamical Systems: Tractable Design and Performance Bounds by van der Ploeg, Chris, Alirezaei, Mohsen, van de Wouw, Nathan, Esfahani, Peyman Mohajerin

    Published in IEEE transactions on automatic control (01-09-2022)
    “…In this article, we propose a tractable nonlinear fault estimation filter along with explicit performance bounds for a class of linear dynamical systems in the…”
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    Journal Article
  7. 7

    From Data to Decisions: Distributionally Robust Optimization Is Optimal by Van Parys, Bart P. G., Esfahani, Peyman Mohajerin, Kuhn, Daniel

    Published in Management science (01-06-2021)
    “…We study stochastic programs where the decision maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of…”
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    Journal Article
  8. 8

    The stochastic reach-avoid problem and set characterization for diffusions by Mohajerin Esfahani, Peyman, Chatterjee, Debasish, Lygeros, John

    Published in Automatica (Oxford) (01-08-2016)
    “…In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to…”
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    Journal Article
  9. 9

    A decomposition method for large scale MILPs, with performance guarantees and a power system application by Vujanic, Robin, Mohajerin Esfahani, Peyman, Goulart, Paul J., Mariéthoz, Sébastien, Morari, Manfred

    Published in Automatica (Oxford) (01-05-2016)
    “…Lagrangian duality in mixed integer optimization is a useful framework for problem decomposition and for producing tight lower bounds to the optimal objective…”
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    Journal Article
  10. 10

    Motion Planning for Continuous-Time Stochastic Processes: A Dynamic Programming Approach by Mohajerin Esfahani, Peyman, Chatterjee, Debasish, Lygeros, John

    Published in IEEE transactions on automatic control (01-08-2016)
    “…We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the…”
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    Journal Article
  11. 11

    UWB orthogonal pulse design using Sturm–Liouville boundary value problem by Amini, Arash, Mohajerin Esfahani, Peyman, Ghavami, Mohammad, Marvasti, Farokh

    Published in Signal processing (01-06-2019)
    “…•New orthogonal UWB pulses.•Sturm–Liouville theory.•High utilization efficiency. The problem of designing UWB pulses which meet specific spectrum requirements…”
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    Journal Article
  12. 12

    Efficient Approximation of Quantum Channel Capacities by Sutter, David, Sutter, Tobias, Mohajerin Esfahani, Peyman, Renner, Renato

    Published in IEEE transactions on information theory (01-01-2016)
    “…We propose an iterative method for approximating the capacity of classical-quantum channels with a discrete input alphabet and a finite-dimensional output…”
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    Journal Article
  13. 13

    On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems by Kamoutsi, Angeliki, Sutter, Tobias, Mohajerin Esfahani, Peyman, Lygeros, John

    Published in IEEE control systems letters (01-07-2017)
    “…We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax…”
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    Journal Article
  14. 14

    Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient by Gravell, Benjamin, Esfahani, Peyman Mohajerin, Summers, Tyler

    Published in IEEE transactions on automatic control (01-11-2021)
    “…The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical…”
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    Journal Article
  15. 15

    Ultra Local Nonlinear Unknown Input Observers for Robust Fault Reconstruction by Ghanipoor, Farhad, Murguia, Carlos, Mohajerin Esfahani, Peyman, van de Wouw, Nathan

    “…In this paper, we present a methodology for actuator and sensor fault estimation in nonlinear systems. The method consists of augmenting the system dynamics…”
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    Conference Proceeding
  16. 16

    From Static to Dynamic Anomaly Detection With Application to Power System Cyber Security by Pan, Kaikai, Palensky, Peter, Esfahani, Peyman Mohajerin

    Published in IEEE transactions on power systems (01-03-2020)
    “…Developing advanced diagnosis tools to detect cyber attacks is the key to security of power systems. It has been shown that multivariate data injection attacks…”
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    Journal Article
  17. 17

    Distributionally Robust Model Predictive Control: Closed-loop Guarantees and Scalable Algorithms by McAllister, Robert D., Esfahani, Peyman Mohajerin

    Published in IEEE transactions on automatic control (13-11-2024)
    “…We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC)…”
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    Journal Article
  18. 18

    LQG Control With Minimum Directed Information: Semidefinite Programming Approach by Tanaka, Takashi, Esfahani, Peyman Mohajerin, Mitter, Sanjoy K.

    Published in IEEE transactions on automatic control (01-01-2018)
    “…We consider a discrete-time linear-quadratic-Gaussian (LQG) control problem, in which Massey's directed information from the observed output of the plant to…”
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    Journal Article
  19. 19

    Approximations of Stochastic Hybrid Systems: A Compositional Approach by Zamani, Majid, Rungger, Matthias, Esfahani, Peyman Mohajerin

    Published in IEEE transactions on automatic control (01-06-2017)
    “…In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As…”
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    Journal Article
  20. 20

    Dynamic Anomaly Detection With High-Fidelity Simulators: A Convex Optimization Approach by Pan, Kaikai, Palensky, Peter, Esfahani, Peyman Mohajerin

    Published in IEEE transactions on smart grid (01-03-2022)
    “…The main objective of this article is to develop scalable dynamic anomaly detectors with high-fidelity simulators of power systems. On the one hand, models in…”
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    Journal Article