Seminar Details
2022-04-12 (14h) : Data-driven Decision-Making in Dynamic Environments
At Euler building (room a.002)
Organized by Mathematical Engineering
Speaker :
Peyman Esfahani (Delft Centre for Systems and Control (TU Delft))
Abstract :
In this seminar, we start with a broad class of anomaly detection for large-scale nonlinear dynamical systems. Noting a connection between the diagnosis filter and the so-called behavioral sets of dynamical systems, we leverage tools from the traditional model-based approaches and modern data-driven analytics to address the inherent complexity of the problem. We then shift our attention to the performance guarantees of our proposed solution. In this part, we study this topic in a general context of data-driven decision-making with a particular focus on the distributionally robust optimization framework. We will discuss the role of convexity from the different viewpoints of computational, statistical, and real-time implementation.