no code implementations • 13 Apr 2023 • Feras Al Taha, Shuhao Yan, Eilyan Bitar
We compare the minimax regret optimal control design method with the distributionally robust optimal control approach using an illustrative example and numerical experiments.
no code implementations • 8 May 2022 • Shuhao Yan, Francesca Parise, Eilyan Bitar
We study sample average approximations (SAA) of chance constrained programs.
no code implementations • 22 Sep 2020 • Shuhao Yan, Mark Cannon, Paul J. Goulart
We analyse robustness of the proposed control law with respect to possible uncertainties in the arrival probability of sensor data and we bound the impact of these uncertainties on constraint satisfaction and the discounted cost.
no code implementations • 14 Jul 2020 • Shuhao Yan, Paul J. Goulart, Mark Cannon
With dynamic feedback gain selection, the closed loop cost is reduced and conservativeness of Chebyshev's inequality is mitigated.