10 papers
Variational Analysis in the Wasserstein Space
Nicolas Lanzetti, Antonio Terpin, Florian Dörfler
We study optimization problems whereby the optimization variable is a probability measure. Since the space of probability measures is not a vector space, many classical methods for…
Distributionally Robust Linear Quadratic Gaussian Regulator with Stationary Distributions
Alain Schöbi, Nicolas Lanzetti, Florian Dörfler +2
We study the Linear Quadratic Gaussian regulation problem in the face of worst-case noise distributions when these are mutually independent, zero-mean, stationary, and within a rad…
Strategically Robust Aggregative Games
Andreas Feik, Nicolas Lanzetti, Saverio Bolognani +2
In many multiagent settings, such as electric vehicle charging and traffic routing, agents must make decisions in the face of uncertain behavior exhibited by others. Often, this un…
Gradient-flow SDEs have unique transient population dynamics
Vincent Guan, Joseph Janssen, Nicolas Lanzetti +3
Identifying the drift and diffusion of an SDE from its population dynamics is a notoriously challenging task. Researchers in machine learning and single-cell biology have only been…
Sparse optimal control in the Wasserstein space
Enrico Sartor, Florian Dörfler, Nicolas Lanzetti
We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises…
Hedging against Black Swans in Day-Ahead Energy Markets
Liviu Aolaritei, Boubacar Bangoura, Saverio Bolognani +2
Renewable generators must commit to day-ahead market bids despite uncertainty in both production and real-time prices. While forecasts provide valuable guidance, rare and unpredict…