5 papers · 1 filter
Joint Chance Constrained Safe-Optimal Control
Niklas Schmid, Jared Miller, Tristan Zeller +3
We consider the finite-time optimal control of stochastic systems subject to a probabilistic constraint on the trajectories' safety. Such formulations are known as joint chance con…
Distributionally Robust Optimization over Wasserstein Balls with i.i.d. Structure
Andrey Kharitenko, Marta Fochesato, Anastasios Tsiamis +2
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to…
Differentiable-by-design Nonlinear Optimization for Model Predictive Control
Riccardo Zuliani, Efe C. Balta, John Lygeros
Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies requi…
Loss-aware distributionally robust optimization via trainable optimal transport ambiguity sets
Jonas Ohnemus, Marta Fochesato, Riccardo Zuliani +1
Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via op…
Distributionally Robust LQG with Kullback-Leibler Ambiguity Sets
Marta Fochesato, Lucia Falconi, Mattia Zorzi +2
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially obs…