Peyman Mohajerin Esfahani
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
2017/01/01 by Peyman Mohajerin Esfahani, Daniel Kuhn, Daniel Kühn · 157 citations
Decision Sciences · Economics, Econometrics and Finance · Engineering · #Risk and Portfolio Optimization #Economic theories and models #Water resources management and optimization
- 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 · 68 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, Peyman Mohajerin Esfahani, Kuhn, Daniel +5 · 28 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
- 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
- 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
- From Infinite to Finite Programs: Explicit Error Bounds with\n Applications to Approximate Dynamic Programming
2017/01/23 by Peyman Mohajerin Esfahani, Tobias Sutter, Esfahani, Peyman Mohajerin +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, Nguyen, Viet Anh, Soroosh Shafieezadeh-Abadeh +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)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein\n Shrinkage Estimator
2018/05/18 by Viet Anh Nguyen, Nguyen, Viet Anh, Daniel Kühn +3 · 2 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
- Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms
2023/05/12 by Pedro Zattoni Scroccaro, Bilge Atasoy, Scroccaro, Pedro Zattoni +3 · 2 citations
Computer Science · #Advanced Multi-Objective Optimization Algorithms
- Distributionally Robust Model Predictive Control: Closed-loop Guarantees and Scalable Algorithms
2023/09/22 by Robert D. McAllister, Peyman Mohajerin Esfahani, McAllister, Robert D. +1 · 2 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
- Learning robust control for LQR systems with multiplicative noise via policy gradient
2019/05/28 by Benjamin Gravell, Gravell, Benjamin, Peyman Mohajerin Esfahani +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
- Fast Approximate Dynamic Programming for Infinite-Horizon Markov Decision Processes
2021/02/17 by Mohamad Amin Sharifi Kolarijani, G. F. Max, Kolarijani, M. A. S. +4 · 1 citation
Engineering · Computer Science · Decision Sciences · #Advanced Control Systems Optimization #Reinforcement Learning in Robotics #Risk and Portfolio Optimization
- Multiple Faults Estimation in Dynamical Systems: Tractable Design and Performance Bounds
2020/11/27 by Chris van der Ploeg, Mohsen Alirezaei, van der Ploeg, Chris +5 · 1 citation
Engineering · Decision Sciences · #Fault Detection and Control Systems #Control Systems and Identification #Risk and Safety Analysis
- Inverse Optimization via Learning Feasible Regions
2025/05/21 by Ke Ren, Ren, Ke, Peyman Mohajerin Esfahani +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, Dong, Jingwei, Arman Sharifi Kolarijani +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
- From Optimization to Control: Quasi Policy Iteration
2023/11/18 by Mohammad Amin Sharifi Kolarijani, Kolarijani, Mohammad Amin Sharifi, Peyman Mohajerin Esfahani +1 · 1 citation
Mathematics · Computer Science · Decision Sciences · #Markov Chains and Monte Carlo Methods #Reinforcement Learning in Robotics #Advanced Bandit Algorithms Research
- Rank-One Modified Value Iteration
2025/05/03 by Arman Sharifi Kolarijani, Kolarijani, Arman Sharifi, Tolga Ok +5 · 2 citations
Computer Science · #Neural Networks and Applications #Matrix Theory and Algorithms