Nguyen, Viet Anh; Shafieezadeh-Abadeh, Soroosh; Kuhn, Daniel; Esfahani, Peyman Mohajerin Bridging Bayesian and minimax mean square error estimation via Wasserstein distributionally robust optimization. (English) Zbl 07808926 Math. Oper. Res. 48, No. 1, 1-37 (2023). MSC: 90Cxx PDFBibTeX XMLCite \textit{V. A. Nguyen} et al., Math. Oper. Res. 48, No. 1, 1--37 (2023; Zbl 07808926) Full Text: DOI arXiv
Nguyen, Viet Anh; Kuhn, Daniel; Esfahani, Peyman Mohajerin Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator. (English) Zbl 1485.90084 Oper. Res. 70, No. 1, 490-515 (2022). MSC: 90C17 90C22 90C90 PDFBibTeX XMLCite \textit{V. A. Nguyen} et al., Oper. Res. 70, No. 1, 490--515 (2022; Zbl 1485.90084) Full Text: DOI arXiv
Sutter, Tobias; Sutter, David; Esfahani, Peyman Mohajerin; Lygeros, John Generalized maximum entropy estimation. (English) Zbl 1441.62146 J. Mach. Learn. Res. 20, Paper No. 138, 29 p. (2019). MSC: 62H12 62C10 62E10 60E05 90C25 47N10 PDFBibTeX XMLCite \textit{T. Sutter} et al., J. Mach. Learn. Res. 20, Paper No. 138, 29 p. (2019; Zbl 1441.62146) Full Text: arXiv Link
Mohajerin Esfahani, Peyman; Kuhn, Daniel Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. (English) Zbl 1433.90095 Math. Program. 171, No. 1-2 (A), 115-166 (2018). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C25 90C47 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} and \textit{D. Kuhn}, Math. Program. 171, No. 1--2 (A), 115--166 (2018; Zbl 1433.90095) Full Text: DOI arXiv Link
Mohajerin Esfahani, Peyman; Sutter, Tobias; Kuhn, Daniel; Lygeros, John From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming. (English) Zbl 1422.90021 SIAM J. Optim. 28, No. 3, 1968-1998 (2018). Reviewer: Matthias Ehrgott (Lancaster) MSC: 90C05 90C34 90C39 90C40 68W20 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} et al., SIAM J. Optim. 28, No. 3, 1968--1998 (2018; Zbl 1422.90021) Full Text: DOI arXiv
Tanaka, Takashi; Esfahani, Peyman Mohajerin; Mitter, Sanjoy K. LQG control with minimum directed information: semidefinite programming approach. (English) Zbl 1390.93871 IEEE Trans. Autom. Control 63, No. 1, 37-52 (2018). MSC: 93E20 90C22 49N10 PDFBibTeX XMLCite \textit{T. Tanaka} et al., IEEE Trans. Autom. Control 63, No. 1, 37--52 (2018; Zbl 1390.93871) Full Text: DOI arXiv
Mohajerin Esfahani, Peyman; Shafieezadeh-Abadeh, Soroosh; Hanasusanto, Grani A.; Kuhn, Daniel Data-driven inverse optimization with imperfect information. (English) Zbl 1406.90087 Math. Program. 167, No. 1 (B), 191-234 (2018). Reviewer: Miguel Angel Goberna (Alicante) MSC: 90C15 90C25 90C47 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} et al., Math. Program. 167, No. 1 (B), 191--234 (2018; Zbl 1406.90087) Full Text: DOI arXiv Link
Kamoutsi, Angeliki; Sutter, Tobias; Esfahani, Peyman Mohajerin; Lygeros, John On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems. arXiv:1703.09005 Preprint, arXiv:1703.09005 [math.OC] (2017). MSC: 49L20 49M20 90C22 90C48 BibTeX Cite \textit{A. Kamoutsi} et al., ``On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems'', Preprint, arXiv:1703.09005 [math.OC] (2017) Full Text: DOI arXiv OA License
Mohajerin Esfahani, Peyman; Lygeros, John A tractable fault detection and isolation approach for nonlinear systems with probabilistic performance. (English) Zbl 1359.94941 IEEE Trans. Autom. Control 61, No. 3, 633-647 (2016). MSC: 94C12 90C90 93E11 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} and \textit{J. Lygeros}, IEEE Trans. Autom. Control 61, No. 3, 633--647 (2016; Zbl 1359.94941) Full Text: DOI arXiv
Mohajerin Esfahani, Peyman; Chatterjee, Debasish; Lygeros, John Motion planning for continuous-time stochastic processes: a dynamic programming approach. (English) Zbl 1359.93539 IEEE Trans. Autom. Control 61, No. 8, 2155-2170 (2016). MSC: 93E20 49L20 90C39 60J60 62L15 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} et al., IEEE Trans. Autom. Control 61, No. 8, 2155--2170 (2016; Zbl 1359.93539) Full Text: DOI arXiv
Vujanic, Robin; Mohajerin Esfahani, Peyman; Goulart, Paul J.; Mariéthoz, Sébastien; Morari, Manfred A decomposition method for large scale MILPs, with performance guarantees and a power system application. (English) Zbl 1335.93018 Automatica 67, 144-156 (2016). MSC: 93A15 90C11 90C46 93C95 PDFBibTeX XMLCite \textit{R. Vujanic} et al., Automatica 67, 144--156 (2016; Zbl 1335.93018) Full Text: DOI arXiv
Mohajerin Esfahani, Peyman; Sutter, Tobias; Lygeros, John Performance bounds for the scenario approach and an extension to a class of non-convex programs. (English) Zbl 1360.90251 IEEE Trans. Autom. Control 60, No. 1, 46-58 (2015). MSC: 90C34 90C26 90C15 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} et al., IEEE Trans. Autom. Control 60, No. 1, 46--58 (2015; Zbl 1360.90251) Full Text: DOI arXiv