Related papers: A Comparative Analysis of Robust and Reliable Desi…
This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…
We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…
To verify the correct operation of systems, engineers need to determine the set of configurations of a dynamical model that are able to safely reach a specified configuration under a control law. Unfortunately, constructing models for…
Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and limited model information, namely, the input-output…
The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, however, primarily addresses assessing robustness with respect to…
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…
With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…
An important challenge in robust machine learning is when training data is provided by strategic sources who may intentionally report erroneous data for their own benefit. A line of work at the intersection of machine learning and mechanism…
Regularization is a central tool for addressing ill-posedness in inverse problems and statistical estimation, with the choice of a suitable penalty often determining the reliability and interpretability of downstream solutions. While recent…
Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…
Data-driven models (DDM) based on machine learning and other AI techniques play an important role in the perception of increasingly autonomous systems. Due to the merely implicit definition of their behavior mainly based on the data used…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…
This paper offers a critical view of the "worst-case" approach that is the cornerstone of robust control design. It is our contention that a blind acceptance of worst-case scenarios may lead to designs that are actually more dangerous than…
This work contributes to a compositional theory of "co-design" that allows to optimally design a robotic platform. In this framework, the user describes each subsystem as a monotone relation between "functionality" provided and "resources"…
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…
Safety assurance is critical in the planning and control of robotic systems. For robots operating in the real world, the safety-critical design often needs to explicitly address uncertainties and the pre-computed guarantees often rely on…
The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…
Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. Many ambiguity sets have been proposed for continuous uncertainty that build on…
We consider the problem of robotic planning under uncertainty. This problem may be posed as a stochastic optimal control problem, complete solution to which is fundamentally intractable owing to the infamous curse of dimensionality. We…