2 papers
eess.SY2025
Probabilistic Formulations for System Identification of Linear Dynamics with Bilinear Observation Models
Diyou Liu, Mohammad Khosravi
In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a…
math.OC2024
Problem-Driven Scenario Reduction and Scenario Approximation for Robust Optimization
Jamie Fairbrother, Marc Goerigk, Mohammad Khosravi
In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is…