Abstract-- Some frequency-domain controller design problems are solved using a finite number of frequency samples. Consequently, the performance and stability conditions are not gu...
In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
— Piecewise linear Lyapunov functions are used to design control gain matrices so that closed systems are robust stable and attractive regions are expanded as large as possible i...
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
— We propose a new family of classification algorithms in the spirit of support vector machines, that builds in non-conservative protection to noise and controls overfitting. O...