137 citations · 234 across the 5 of their papers we have counts for
5 papers
Data-driven Inverse Optimization with Imperfect Information
Peyman Mohajerin Esfahani, Soroosh Shafieezadeh-Abadeh, Grani Adiwena Hanasusanto +1
In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the o…
A Tractable Fault Detection and Isolation Approach for Nonlinear Systems with Probabilistic Performance
Peyman Mohajerin Esfahani, John Lygeros
This article presents a novel perspective along with a scalable methodology to design a fault detection and isolation (FDI) filter for high dimensional nonlinear systems. Previous…
Efficient Approximation of Quantum Channel Capacities
David Sutter, Tobias Sutter, Peyman Mohajerin Esfahani +1
We propose an iterative method for approximating the capacity of classical-quantum channels with a discrete input alphabet and a finite dimensional output, possibly under additiona…
Performance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs
Peyman Mohajerin Esfahani, Tobias Sutter, John Lygeros
We consider the Scenario Convex Program (SCP) for two classes of optimization problems that are not tractable in general: Robust Convex Programs (RCPs) and Chance-Constrained Progr…
Motion Planning for Continuous Time Stochastic Processes: A Dynamic Programming Approach
Peyman Mohajerin Esfahani, Debasish Chatterjee, John Lygeros
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoidin…