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Peyman Mohajerin Esfahani
Peyman Mohajerin Esfahani
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Data-driven distributionally robust optimization using the Wasserstein metric: Performance guarantees and tractable reformulations
P Mohajerin Esfahani, D Kuhn
Mathematical Programming 171 (1-2), 115-166, 2018
19262018
Wasserstein distributionally robust optimization: Theory and applications in machine learning
D Kuhn, P Mohajerin Esfahani, VA Nguyen, S Shafieezadeh-Abadeh
INFORMS Tutorials in Operations Research, Operations Research & Management …, 2019
5432019
Distributionally Robust Logistic Regression
S Shafieezadeh-Abadeh, P Mohajerin Esfahani, D Kuhn
Advances in Neural Information Processing Systems, 1576-1584, 2015
3792015
Regularization via mass transportation
S Shafieezadeh-Abadeh, D Kuhn, P Mohajerin Esfahani
Journal of Machine Learning Research 20 (103), 1-68, 2019
2592019
Cyber attack in a two-area power system: Impact identification using reachability
P Mohajerin Esfahani, M Vrakopoulou, K Margellos, J Lygeros, ...
Proceedings of the 2010 American Control Conference, 962-967, 2010
1862010
Symbolic control of stochastic systems via approximately bisimilar finite abstractions
M Zamani, P Mohajerin Esfahani, R Majumdar, A Abate, J Lygeros
IEEE Transactions on Automatic Control 59 (12), 3135-3150, 2014
1722014
From Data to Decisions: Distributionally Robust Optimization is Optimal
BPG Van Parys, P Mohajerin Esfahani, D Kuhn
Management Science, 2020
1702020
Performance bounds for the scenario approach and an extension to a class of non-convex programs
P Mohajerin Esfahani, T Sutter, J Lygeros
IEEE Transactions on Automatic Control 60 (1), 46-58, 2015
168*2015
Data-driven inverse optimization with imperfect information
P Mohajerin Esfahani, S Shafieezadeh-Abadeh, GA Hanasusanto, ...
Mathematical Programming 167 (1), 191-234, 2018
1512018
Learning Optimal Controllers for Linear Systems with Multiplicative Noise via Policy Gradient
B Gravell, P Mohajerin Esfahani, TH Summers
IEEE Transactions on Automatic Control, 2020
135*2020
LQG control with minimum directed information: Semidefinite programming approach
T Tanaka, P Mohajerin Esfahani, SK Mitter
IEEE Transactions on Automatic Control 63 (1), 37-52, 2018
1232018
Wasserstein distributionally robust kalman filtering
SS Abadeh, VA Nguyen, D Kuhn, P Mohajerin Esfahani
Advances in Neural Information Processing Systems, 8474-8483, 2018
120*2018
A decomposition method for large scale MILPs, with performance guarantees and a power system application
R Vujanic, P Mohajerin Esfahani, PJ Goulart, S Mariéthoz, M Morari
Automatica 67, 144-156, 2016
1062016
A robust policy for automatic generation control cyber attack in two area power network
P Mohajerin Esfahani, M Vrakopoulou, K Margellos, J Lygeros, ...
49th IEEE Conference on Decision and Control (CDC), 5973-5978, 2010
972010
Distributionally robust inverse covariance estimation: The Wasserstein shrinkage estimator
VA Nguyen, D Kuhn, P Mohajerin Esfahani
Operations research 70 (1), 490-515, 2022
712022
Cyber physical systems approach to smart electric power grid
SK Khaitan, JD McCalley, CC Liu
Springer, 2015
632015
A tractable fault detection and isolation approach for nonlinear systems with probabilistic performance
P Mohajerin Esfahani, J Lygeros
IEEE Transactions on Automatic Control 61 (3), 633-647, 2016
61*2016
Bridging Bayesian and minimax mean square error estimation via Wasserstein distributionally robust optimization
VA Nguyen, S Shafieezadeh-Abadeh, D Kuhn, P Mohajerin Esfahani
Mathematics of Operations Research 48 (1), 1-37, 2023
602023
The stochastic reach-avoid problem and set characterization for diffusions
P Mohajerin Esfahani, D Chatterjee, J Lygeros
Automatica 70, 43-56, 2016
602016
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
P Mohajerin Esfahani, T Sutter, D Kuhn, J Lygeros
SIAM Journal on Optimization 28 (3), 1968-1998, 2018
502018
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