The Role of Convexity in Data-Driven Decision-Making

Peyman Mohajerin Esfahani

TU Delft

Monday, February 27, 2023, 14:00

Liefmannhaus, Goethestrasse 35, 79098 Freiburg im Breisgau, Germany

In this talk, we study a general class of data-driven decision-making problems and discuss different terminologies and research questions that emerge in this context.  We further highlight three different aspects of computation, statistics, and real-time implementation of these problems, and elaborate on how convexity can help in each of these aspects. A particular focus will be given to real-time implementation, which is closely connected to the topic of Online Convex Optimization.

Related paper: P. Z. Scroccaro, A. S. Kolarijani and P. Mohajerin Esfahani, "Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments," in IEEE Transactions on Automatic Control, doi: 10.1109/TAC.2023.3237486.


This event is part of the Robust MPC workshop.