Related papers: Data-driven distributionally robust MPC using the …
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…
Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
In this paper, we present a data-driven distributed model predictive control (MPC) scheme to stabilise the origin of dynamically coupled discrete-time linear systems subject to decoupled input constraints. The local optimisation problems…
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…
Wasserstein distributionally robust control (WDRC) is an effective method for addressing inaccurate distribution information about disturbances in stochastic systems. It provides various salient features, such as an out-of-sample…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…
We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…
The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…
This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…
This paper investigates the finite-horizon distributionally robust mixed-integer control (DRMIC) of uncertain linear systems. However, deriving an optimal causal feedback control policy to this DRMIC problem is computationally formidable…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…