Related papers: Robust targeted exploration for systems with non-s…
The article investigates an algorithm for identifying an unknown constant parameter for a scalar regression model using a nonlinear operator that allows us to obtain a new regression equation (with an expanded number of unknown parameters)…
Radiotherapy treatment planning is a challenging large-scale optimization problem plagued by uncertainty. Following the robust optimization methodology, we propose a novel, spatially based uncertainty set for robust modeling of radiotherapy…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…
In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…
This paper studies network resilience against structured additive perturbations to its topology. We consider dynamic networks modeled as linear time-invariant systems subject to perturbations of bounded energy satisfying specific sparsity…
Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
While optimal control theory offers effective strategies for minimizing energetic costs in noisy microscopic systems over finite durations, a significant opportunity lies in exploiting the temporal structure of non-equilibrium forces. We…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
In this paper, we conduct a literature review of laws of motion based on stochastic search strategies which are mainly focused on exploring highly dynamic environments. In this regard, stochastic search strategies represent an interesting…
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems. We propose a methodology to extend the dynamics of an LTI (without uncertainty) with an uncertainty model, based on measured data, to…
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…
This paper focuses on robustness to disturbance forces and uncertain payloads. We present a novel formulation to optimize the robustness of dynamic trajectories. A straightforward transcription of this formulation into a nonlinear…
This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…
It is nowadays widely acknowledged that optimal structural design should be robust with respect to the uncertainties in loads and material parameters. However, there are several alternatives to consider such uncertainties in structural…
Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many…