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- 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)

- 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)

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from theâ€¦ (More)

- Tobias Sutter, Arnab Ganguly, Heinz Koeppl
- Journal of Machine Learning Research
- 2016

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method forâ€¦ (More)

- Tobias Sutter, Peyman Mohajerin Esfahani, John Lygeros
- 53rd IEEE Conference on Decision and Control
- 2014

This paper considers discrete-time constrained Markov control processes (MCPs) under the long-run expected average cost optimality criterion. For Borel state and action spaces a two-step method isâ€¦ (More)

- David Sutter, Peyman Mohajerin Esfahani, Tobias Sutter, John Lygeros
- 2014 IEEE International Symposium on Informationâ€¦
- 2014

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

- Tobias Sutter, Peyman Mohajerin Esfahani, David Sutter, John Lygeros
- 2014 IEEE International Symposium on Informationâ€¦
- 2014

We present a new algorithm, based on duality of convex programming and the specific structure of the channel capacity problem, to iteratively construct upper and lower bounds for the capacity ofâ€¦ (More)

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality ofâ€¦ (More)

- Tobias Sutter, David Sutter, John Lygeros
- 2014 52nd Annual Allerton Conference onâ€¦
- 2014

We consider discrete memoryless channels with input and output alphabet size n whose channel transition matrix consists of entries that are independent and identically distributed according to someâ€¦ (More)