activity
20122015
most citedPerformance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs

137 citations · 234 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC2015★ 3 cited

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…

math.OC2014★ 56 cited

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…

quant-ph2014★ 30 cited

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…

math.OC2013★ 137 cited

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…

math.OC2012★ 8 cited

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…