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Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully…

Optimization and Control · Mathematics 2016-04-12 Walid Ben-Ameur , Adam Ouorou , Guanglei Wang , Mateusz Żotkiewicz

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the…

High-fidelity control of quantum systems is crucial for quantum information processing, but is often limited by perturbations from the environment and imperfections in the applied control fields. Here, we investigate the combination of…

Quantum Physics · Physics 2021-01-12 Xiaodong Yang , Yunrui Ge , Bo Zhang , Jun Li

Autonomous Mobility-on-Demand (AMoD) services offer an opportunity for improving passenger service while reducing pollution and energy consumption through effective vehicle coordination. A primary challenge in the autonomous fleets…

Optimization and Control · Mathematics 2025-07-08 Xinling Li , Xiaotong Guo , Qingyi Wang , Gioele Zardini , Jinhua Zhao

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…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

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…

Computational Complexity · Computer Science 2013-12-17 Ebrahim Nasrabadi , James B. Orlin

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…

Robotics · Computer Science 2025-01-31 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…

Optimization and Control · Mathematics 2015-04-21 David Adjiashvili

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…

Optimization and Control · Mathematics 2024-10-14 Jamie Fairbrother , Marc Goerigk , Mohammad Khosravi

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

Optimization and Control · Mathematics 2019-01-09 Xi Chen , Qihang Lin , Guanglin Xu

Maintaining safety under adaptation has long been considered to be an important capability for autonomous systems. As these systems estimate and change the ego-model of the system dynamics, questions regarding how to develop safety…

Robotics · Computer Science 2021-09-08 Charles Noren , Weiye Zhao , Changliu Liu

With more renewable energy sources (RES) integrated into the power system, the intermittency of RES places a heavy burden on the system. The uncertainty of RES is traditionally handled by controllable generators to balance the real time…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Su Wang , Danny H. K. Tsang

The recent advancement in vehicular networking technology provides novel solutions for designing intelligent and sustainable vehicle motion controllers. This work addresses a car-following task, where the feedback linearisation method is…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Sheng Yu , Xiao Pan , Anastasis Georgiou , Boli Chen , Imad M. Jaimoukha , Simos A. Evangelou