Related papers: Federated Distributionally Robust Optimization wit…
Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…
Robust dynamic operating envelopes (RDOEs) solve the problem of secure allocation of latent network capacity to flexible distributed energy resources (DER) in unbalanced distribution networks. As the computational complexity of RDOEs is…
Aiding the ground cellular network with aerial base stations carried by drones has experienced an intensive raise of interest in the past years. Reconfigurable air-to-ground channels enable aerial stations to enhance users access links by…
In this paper, we design algorithms to protect swarm-robotics applications against sensor denial-of-service (DoS) attacks on robots. We focus on applications requiring the robots to jointly select actions, e.g., which trajectory to follow,…
In network congestion games, system operators often utilize latency models, estimated from real-world traffic flow and travel time data, to design monetary incentives which steer equilibrium user behaviors towards lowering system-wide…
Distribution system state estimation (DSSE) is paramount for effective state monitoring and control. However, stochastic outputs of renewables and asynchronous streaming of multi-rate measurements in practical systems largely degrade the…
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…
As the complexity of modern control systems increases, it becomes challenging to derive an accurate model of the uncertainty that affects their dynamics. Wasserstein Distributionally Robust Optimization (DRO) provides a powerful framework…
We study distributionally robust optimization (DRO) problems where the ambiguity set is defined using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-infinite programs. We give an exchange method…
Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm tailored for solving a certain class of non-convex distributionally robust optimisation (DRO) problems. By deriving non-asymptotic convergence bounds, we…
Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…
This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wasserstein metric-based ambiguity set, from the optimal decisions…
Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…
This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…
This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…
The penetration of distributed renewable energy (DRE) greatly raises the risk of distribution network operation such as peak shaving and voltage stability. Battery energy storage (BES) has been widely accepted as the most potential…
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…
In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…