相关论文: Maximum Mean Discrepancy Distributionally Robust N…

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

Chance constrained programming (CCP) is a powerful framework for addressing optimization problems under uncertainty. In this paper, we introduce a novel Gradient-Guided Diffusion-based Optimization framework, termed GGDOpt, which tackles…

Safety in obstacle avoidance is critical for autonomous driving. While model predictive control (MPC) is widely used, simplified prediction models such as linearized or single-track vehicle models introduce discrepancies between predicted…

This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…

We study model predictive control (MPC) problems for stochastic LTI systems, where the noise distribution is unknown, compactly supported, and only observable through a limited number of i.i.d. noise samples. Building upon recent results in…

In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain…

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

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…

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…

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

We study a generalized distributionally robust chance-constrained set covering problem (DRC) with a Wasserstein ambiguity set, where both decisions and uncertainty are binary-valued. We establish the NP-hardness of DRC and recast it as a…

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}…

This study addresses the stochastic Model Predictive Control (MPC) problem for linear time-invariant systems subjected to unknown disturbance distributions. By leveraging the most recent disturbance data, we construct a set of distributions…

This paper studies the expected optimal value of a mixed 0-1 programming problem with uncertain objective coefficients following a joint distribution. We assume that the true distribution is not known exactly, but a set of independent…

Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…

This paper investigates the joint optimization of condition-based maintenance and spare provisioning, incorporating insights obtained from sensor data. Prognostic models estimate components' remaining lifetime distributions (RLDs), which…

We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity. The proposed model optimizes the weighted average of mean and percentile performances, and it covers the…

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…