相关论文: Distributionally Robust Control with End-to-End St…

Safety assurance is uncompromisable for safety-critical environments with the presence of drastic model uncertainties (e.g., distributional shift), especially with humans in the loop. However, incorporating uncertainty in safe learning will…

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

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 common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…

Distributionally robust optimization (DRO)-based robust adaptive beamforming (RAB) enables enhanced robustness against model uncertainties, such as steering vector mismatches and interference-plus-noise covariance matrix estimation errors.…

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…

Distributionally Robust Optimal Control (DROC) is a framework that enables robust control in a stochastic setting where the true disturbance distribution is unknown. Traditional DROC approaches require given ambiguity sets and KL divergence…

This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are…

We develop a novel data-driven robust model predictive control (DDRMPC) approach for automatic control of irrigation systems. The fundamental idea is to integrate both mechanistic models, which describe dynamics in soil moisture variations,…

This work proposes a new adaptive-robust control (ARC) architecture for a class of uncertain Euler-Lagrange (EL) systems where the upper bound of the uncertainty satisfies linear in parameters (LIP) structure. Conventional ARC strategies…

We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

As the proportion of renewable energy and power electronics in the power system increases, modeling frequency dynamics under power deficits becomes more challenging. Although data-driven methods help mitigate these challenges, they are…

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…

This paper studies data-driven distributionally robust bottleneck combinatorial problems (DRBCP) with stochastic costs, where the probability distribution of the cost vector is contained in a ball of distributions centered at the empirical…

This paper presents a framework for Wasserstein distributionally robust (DR) regret-optimal (RO) control in the context of partially observable systems. DR-RO control considers the regret in LQR cost between a causal and non-causal…

Robust control of mechanical systems with multiple uncertainties remains a fundamental challenge, particularly when nonlinear dynamics and operating-condition variations are intricately intertwined. Although deep reinforcement learning…

The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…