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Peyman Mohajerin Esfahani
Peyman Mohajerin Esfahani
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Data-driven distributionally robust optimization using the Wasserstein metric: Performance guarantees and tractable reformulations
P Mohajerin Esfahani, D Kuhn
Mathematical Programming 171 (1-2), 115-166, 2018
15902018
Wasserstein distributionally robust optimization: Theory and applications in machine learning
D Kuhn, P Mohajerin Esfahani, VA Nguyen, S Shafieezadeh-Abadeh
INFORMS Tutorials in Operations Research, Operations Research & Management …, 2019
4182019
Distributionally Robust Logistic Regression
S Shafieezadeh-Abadeh, P Mohajerin Esfahani, D Kuhn
Advances in Neural Information Processing Systems, 1576-1584, 2015
3342015
Regularization via mass transportation
S Shafieezadeh-Abadeh, D Kuhn, P Mohajerin Esfahani
Journal of Machine Learning Research 20 (103), 1-68, 2019
2122019
Cyber attack in a two-area power system: Impact identification using reachability
P Mohajerin Esfahani, M Vrakopoulou, K Margellos, J Lygeros, ...
Proceedings of the 2010 American Control Conference, 962-967, 2010
1822010
Symbolic control of stochastic systems via approximately bisimilar finite abstractions
M Zamani, P Mohajerin Esfahani, R Majumdar, A Abate, J Lygeros
IEEE Transactions on Automatic Control 59 (12), 3135-3150, 2014
1572014
Performance bounds for the scenario approach and an extension to a class of non-convex programs
P Mohajerin Esfahani, T Sutter, J Lygeros
IEEE Transactions on Automatic Control 60 (1), 46-58, 2015
146*2015
From Data to Decisions: Distributionally Robust Optimization is Optimal
BPG Van Parys, P Mohajerin Esfahani, D Kuhn
Management Science, 2020
1342020
Data-driven inverse optimization with imperfect information
P Mohajerin Esfahani, S Shafieezadeh-Abadeh, GA Hanasusanto, ...
Mathematical Programming 167 (1), 191-234, 2018
1322018
LQG control with minimum directed information: Semidefinite programming approach
T Tanaka, P Mohajerin Esfahani, SK Mitter
IEEE Transactions on Automatic Control 63 (1), 37-52, 2018
1162018
Learning Optimal Controllers for Linear Systems with Multiplicative Noise via Policy Gradient
B Gravell, P Mohajerin Esfahani, TH Summers
IEEE Transactions on Automatic Control, 2020
107*2020
Wasserstein distributionally robust kalman filtering
SS Abadeh, VA Nguyen, D Kuhn, P Mohajerin Esfahani
Advances in Neural Information Processing Systems, 8474-8483, 2018
100*2018
A robust policy for automatic generation control cyber attack in two area power network
P Mohajerin Esfahani, M Vrakopoulou, K Margellos, J Lygeros, ...
49th IEEE Conference on Decision and Control (CDC), 5973-5978, 2010
932010
A decomposition method for large scale MILPs, with performance guarantees and a power system application
R Vujanic, P Mohajerin Esfahani, PJ Goulart, S Mariéthoz, M Morari
Automatica 67, 144-156, 2016
922016
Cyber physical systems approach to smart electric power grid
SK Khaitan, JD McCalley, CC Liu
Springer, 2015
622015
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
VA Nguyen, D Kuhn, P Mohajerin Esfahani
arXiv preprint arXiv:1805.07194, 2018
57*2018
The stochastic reach-avoid problem and set characterization for diffusions
P Mohajerin Esfahani, D Chatterjee, J Lygeros
Automatica 70, 43-56, 2016
572016
A tractable fault detection and isolation approach for nonlinear systems with probabilistic performance
P Mohajerin Esfahani, J Lygeros
IEEE Transactions on Automatic Control 61 (3), 633-647, 2016
51*2016
Bridging Bayesian and minimax mean square error estimation via Wasserstein distributionally robust optimization
VA Nguyen, S Shafieezadeh-Abadeh, D Kuhn, P Mohajerin Esfahani
arXiv preprint arXiv:1911.03539, 2019
45*2019
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
P Mohajerin Esfahani, T Sutter, D Kuhn, J Lygeros
SIAM Journal on Optimization 28 (3), 1968-1998, 2018
452018
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Artikelen 1–20