2 citations · 4 across the 12 of their papers we have counts for
5 papers · 1 filter
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…
Synthesis of safety certificates for discrete-time uncertain systems via convex optimization
Marta Fochesato, Han Wang, Antonis Papachristodoulou +1
We study the problem of co-designing control barrier functions and linear state feedback controllers for discrete-time linear systems affected by additive disturbances. For disturb…
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…
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…
Learn to Bid as a Price-Maker Wind Power Producer
Shobhit Singhal, Marta Fochesato, Liviu Aolaritei +1
Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a…