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math.OC2025
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…
math.OC2025
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…
math.OC2025
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…