17 citations · 79 across the 21 of their papers we have counts for
27 papers
Wasserstein Distributionally Robust Risk-Sensitive Estimation via Conditional Value-at-Risk
Feras Al Taha, Eilyan Bitar
We propose a distributionally robust approach to risk-sensitive estimation of an unknown signal x from an observed signal y. The observation and unknown signal are modeled as rando…
Distributionally Robust Regret Optimal Control Under Moment-Based Ambiguity Sets
Feras Al Taha, Eilyan Bitar
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong…
Distributionally Robust Regret Minimization
Eilyan Bitar
We consider decision-making problems involving the optimization of linear objective functions with uncertain coefficients. The probability distribution of the coefficients--which a…
When are Lossy Energy Storage Optimization Models Convex?
Feras Al Taha, Eilyan Bitar
We examine a class of optimization problems involving the optimal operation of a single lossy energy storage system, where energy losses occur during charging and discharging. Thes…
A Multi-Battery Model for the Aggregate Flexibility of Heterogeneous Electric Vehicles
Feras Al Taha, Tyrone Vincent, Eilyan Bitar
The increasing prevalence of electric vehicles (EVs) in the transportation sector will introduce a large number of highly flexible electric loads that EV aggregators can pool and c…
A Distributionally Robust Approach to Regret Optimal Control using the Wasserstein Distance
Feras Al Taha, Shuhao Yan, Eilyan Bitar
This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive dis…