Esfahani, Peyman Mohajerin
- Data-driven Distributionally Robust Optimization Using the Wasserstein\n Metric: Performance Guarantees and Tractable Reformulations
2015/05/19 by Peyman Mohajerin Esfahani, Esfahani, Peyman Mohajerin, Daniel Kühn +1 · 72 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Market Dynamics and Volatility
- Wasserstein Distributionally Robust Optimization: Theory and\n Applications in Machine Learning
2019/08/23 by Daniel Kühn, Kuhn, Daniel, Peyman Mohajerin Esfahani +5 · 29 citations
Decision Sciences · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques
- Distributionally Robust Logistic Regression
2015/09/30 by Shafieezadeh-Abadeh, Soroosh, Esfahani, Peyman Mohajerin, Kuhn, Daniel · 10 citations
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- Regularization via Mass Transportation
2017/10/27 by Soroosh Shafieezadeh-Abadeh, Daniel Kühn, Shafieezadeh-Abadeh, Soroosh +3 · 10 citations
Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques
- LQG Control with Minimum Directed Information: Semidefinite Programming Approach
2015/10/14 by Tanaka, Takashi, Esfahani, Peyman Mohajerin, Mitter, Sanjoy K. · 5 citations
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Optimization and Control (math.OC)
- Symbolic control of stochastic systems via approximately bisimilar\n finite abstractions
2013/02/15 by Majid Zamani, Zamani, Majid, Peyman Mohajerin Esfahani +7 · 6 citations
Computer Science · Engineering · #FOS: Electrical engineering #FOS: Mathematics #Formal Methods in Verification #Optimization and Control (math.OC) #Safety Systems Engineering in Autonomy #Software Reliability and Analysis Research #Systems and Control (eess.SY) #electronic engineering #information engineering
- Data-driven Inverse Optimization with Imperfect Information
2015/12/17 by Esfahani, Peyman Mohajerin, Shafieezadeh-Abadeh, Soroosh, Hanasusanto, Grani Adiwena +1 · 4 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein\n Shrinkage Estimator
2018/05/18 by Viet Anh Nguyen, Daniel Kühn, Nguyen, Viet Anh +3 · 3 citations
Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Point processes and geometric inequalities #Portfolio Management (q-fin.PM) #Statistical Methods and Bayesian Inference
- From Infinite to Finite Programs: Explicit Error Bounds with\n Applications to Approximate Dynamic Programming
2017/01/23 by Peyman Mohajerin Esfahani, Esfahani, Peyman Mohajerin, Tobias Sutter +5 · 3 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #90C34 #90C39 #93E20 #Economic theories and models #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
- Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
2019/11/08 by Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Nguyen, Viet Anh +6 · 3 citations
Decision Sciences · Engineering · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)
- Wasserstein Distributionally Robust Kalman Filtering
2018/09/24 by Shafieezadeh-Abadeh, Soroosh, Nguyen, Viet Anh, Kuhn, Daniel +1 · 2 citations
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- Distributionally Robust Model Predictive Control: Closed-loop Guarantees and Scalable Algorithms
2023/09/22 by Robert D. McAllister, McAllister, Robert D., Peyman Mohajerin Esfahani +1 · 3 citations
Engineering · #Advanced Control Systems Optimization #FOS: Electrical engineering #FOS: Mathematics #Fault Detection and Control Systems #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
- Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments
2022/05/01 by Scroccaro, Pedro Zattoni, Kolarijani, Arman Sharifi, Esfahani, Peyman Mohajerin · 2 citations
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Multiple Faults Estimation in Dynamical Systems: Tractable Design and Performance Bounds
2020/11/27 by Chris van der Ploeg, van der Ploeg, Chris, Mohsen Alirezaei +5 · 2 citations
Engineering · Decision Sciences · #Fault Detection and Control Systems #Control Systems and Identification #Risk and Safety Analysis
- Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms
2023/05/12 by Pedro Zattoni Scroccaro, Scroccaro, Pedro Zattoni, Bilge Atasoy +3 · 2 citations
Computer Science · #Advanced Multi-Objective Optimization Algorithms
- A Decomposition Method for Large Scale MILPs, with Performance Guarantees and a Power System Application
2014/11/07 by Vujanic, Robin, Esfahani, Peyman Mohajerin, Goulart, Paul +2 · 1 citation
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
- From Data to Decisions: Distributionally Robust Optimization is Optimal
2017/04/13 by Van Parys, Bart P. G., Esfahani, Peyman Mohajerin, Kuhn, Daniel · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Optimization and Control (math.OC)
- Learning robust control for LQR systems with multiplicative noise via policy gradient
2019/05/28 by Benjamin Gravell, Peyman Mohajerin Esfahani, Gravell, Benjamin +3 · 1 citation
Computer Science · Engineering · #Adaptive Dynamic Programming Control #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mechanical Circulatory Support Devices #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Systems and Control (eess.SY) #electronic engineering #information engineering
- Inverse Optimization via Learning Feasible Regions
2025/05/21 by Ke Ren, Peyman Mohajerin Esfahani, Ren, Ke +3 · 3 citations
Computer Science · #Face and Expression Recognition #Metaheuristic Optimization Algorithms Research
- Multimode Diagnosis for Switched Affine Systems with Noisy Measurement
2021/10/21 by Jingwei Dong, Arman Sharifi Kolarijani, Dong, Jingwei +3 · 1 citation
Engineering · #Control Systems and Identification #FOS: Electrical engineering #FOS: Mathematics #Fault Detection and Control Systems #Optimization and Control (math.OC) #Reliability and Maintenance Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
- Optimal Transportation by Orthogonal Coupling Dynamics
2024/10/10 by Sadr, Mohsen, Esfahani, Peyman Mohajerin, Gorji, Hossein · 1 citation
#Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
- Real-Time Ground Fault Detection for Inverter-Based Microgrid Systems
2023/04/24 by Yu‐Cheng Liao, Dong, Jingwei, Liao, Yucheng +3 · 1 citation
Engineering · #Microgrid Control and Optimization #Power Systems Fault Detection #Islanding Detection in Power Systems
- From Optimization to Control: Quasi Policy Iteration
2023/11/18 by Mohammad Amin Sharifi Kolarijani, Peyman Mohajerin Esfahani, Kolarijani, Mohammad Amin Sharifi +1 · 1 citation
Mathematics · Computer Science · Decision Sciences · #Markov Chains and Monte Carlo Methods #Reinforcement Learning in Robotics #Advanced Bandit Algorithms Research
- Robust Multivariate Detection and Estimation with Fault Frequency Content Information
2023/10/07 by Dong, Jingwei, Pan, Kaikai, Pequito, Sergio +1 · 1 citation
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
- Rank-One Modified Value Iteration
2025/05/03 by Arman Sharifi Kolarijani, Tolga Ok, Kolarijani, Arman Sharifi +5 · 2 citations
Computer Science · #Neural Networks and Applications #Matrix Theory and Algorithms