Related papers: Affinely Adjustable Robust Linear Complementarity …
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…
Many problems in robotics require reasoning over a mix of continuous dynamics and discrete events, such as making and breaking contact in manipulation and locomotion. These problems are locally well modeled by linear complementarity…
Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…
Designing complex engineered systems requires managing tightly coupled trade-offs between subsystem capabilities and resource requirements. Monotone co-design provides a compositional language for such problems, but its generality does not…
Gamma uncertainty sets have been introduced for adjusting the degree of conservatism of robust counterparts of (discrete) linear programs. The contribution of this paper is a generalization of this approach to (mixed integer) nonlinear…
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…
This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sharp minimum concept from convex programming to equilibrium…
We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…
Applying robust optimization often requires selecting an appropriate uncertainty set both in shape and size, a choice that directly affects the trade-off between average-case and worst-case performances. In practice, this calibration is…
Robust optimization is a very popular means to address decision-making problems affected by uncertainty. Its success has been fueled by its attractive robustness and scalability properties, by ease of modeling, and by the limited…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…
When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…
Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…
Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…
Adaptive controllers are designed to synchronize two different chaotic systems with uncertainties, including unknown parameters, internal and external perturbations. Lyapunov stability theory is applied to prove that under some conditions…
Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…