97 citations · 163 across the 34 of their papers we have counts for
4 papers · 1 filter
Distributionally-Robust Optimization with Noisy Data for Discrete Uncertainties Using Total Variation Distance
Farhad Farokhi
Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robus…
Rigid-profile input scheduling under constrained dynamics with a water network application
Adair Lang, Michael Cantoni, Farhad Farokhi +1
The motivation for this work stems from the problem of scheduling requests for flow at supply points along an automated network of open-water channels. The off-take flows are rigid…
Online Stochastic Convex Optimization: Wasserstein Distance Variation
Iman Shames, Farhad Farokhi
Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for…
Optimal H-infinity Control Design under Model Information Limitations and State Measurement Constraints
Farhad Farokhi, Henrik Sandberg, Karl H. Johansson
We present a suboptimal control design algorithm for a family of continuous-time parameter-dependent linear systems that are composed of interconnected subsystems. We are intereste…