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We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the spaceâ€¦ (More)

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 uniformâ€¦ (More)

- Peyman Mohajerin Esfahani, Debasish Chatterjee, John Lygeros
- IEEE Conference on Decision and Control andâ€¦
- 2011

We develop a novel framework for formulating a class of stochastic reachability problems with state constraints as a stochastic optimal control problem. Previous approaches to solving these problemsâ€¦ (More)

- Majid Zamani, Peyman Mohajerin Esfahani, Rupak Majumdar, Alessandro Abate, John Lygeros
- IEEE Transactions on Automatic Control
- 2014

Symbolic approaches for control design construct finite-state abstract models that are related to the original systems, then use techniques from finite-state synthesis to compute controllersâ€¦ (More)

- Peyman Mohajerin Esfahani, Tobias Sutter, John Lygeros
- IEEE Transactions on Automatic Control
- 2015

We consider the Scenario Convex Program (SCP) for two classes of optimization problems that are not tractable in general: Robust Convex Programs (RCPs) and Chance-Constrained Programs (CCPs). Weâ€¦ (More)

- Tobias Sutter, David Sutter, Peyman Mohajerin Esfahani, John Lygeros
- IEEE Transactions on Information Theory
- 2015

We propose an iterative method for approximately computing the capacity of discrete memoryless channels, possibly under additional constraints on the input distribution. Based on duality of convexâ€¦ (More)

- Frauke Oldewurtel, David Sturzenegger, Peyman Mohajerin Esfahani, GÃ¶ran Andersson, Manfred Morari, John Lygeros
- 2013 American Control Conference
- 2013

Stochastic Model Predictive Control (SMPC) for discrete-time linear systems subject to additive disturbances with chance constraints on the states and hard constraints on the inputs is considered.â€¦ (More)

- Flavio Heer, Peyman Mohajerin Esfahani, Maryam Kamgarpour, John Lygeros
- 2014 European Control Conference (ECC)
- 2014

We present a framework for maximising the power output of a wind farm considering wake effects. A parameter representing the total power coefficient of a wind farm is introduced, which quantifies theâ€¦ (More)

- David Sutter, Tobias Sutter, Peyman Mohajerin Esfahani, Renato Renner
- IEEE Transactions on Information Theory
- 2016

We propose an iterative method for approximating the capacity of classical-quantum channels with a discrete input alphabet and a finite-dimensional output under additional constraints on the inputâ€¦ (More)

- Peyman Mohajerin Esfahani, Maria Vrakopoulou, Kostas Margellos, John Lygeros, GÃ¶ran Andersson
- 49th IEEE Conference on Decision and Control (CDCâ€¦
- 2010

This paper develops methodologies to robustly destabilize a two-area power system in the case of a cyber attack in the Automatic Generation Control (AGC). In earlier work reachability methods wereâ€¦ (More)