See here for a complete list of publications

Selected Publications

System Theory

[J8] Motion Planning for Continuous Time Stochastic Processes: A Dynamic Programming Approach

Peyman Mohajerin Esfahani, Debasish Chatterjee, and John Lygeros
IEEE Transactions on Automatic Control (TAC), vol. 61, no. 8, pp. 2155-2170, August 2016 [Link], [arXiv]

[J5] A Tractable Fault Detection and Isolation Approach for Nonlinear Systems with Probabilistic Performance

Peyman Mohajerin Esfahani and John Lygeros
IEEE Transactions on Automatic Control (TAC), vol. 61, no. 3, pp. 633-647, March 2016, [Link], [arXiv]

Optimization

[J19] Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator

Viet Anh Nguyen, Daniel Kuhn, and Peyman Mohajerin Esfahani
submitted for publication, May 2018, [arXiv], [Code]
Rightarrow Finalist for the 2018 George Nicholson Outstanding Student Paper

[J15] From Infinite to Finite Programs: Explicit Error Bounds with an Application to Approximate Dynamic Programming

Peyman Mohajerin Esfahani, Tobias Sutter, Daniel Kuhn, and John Lygeros
SIAM Journal on Optimization (SIOPT), vol. 28, no. 3, pp. 1968-1998, July 2018, [Link], [arXiv]

[J11] Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations

Peyman Mohajerin Esfahani and Daniel Kuhn
Mathematical Programming, pp. 1-52, June 2017, [Link], [arXiv]
Rightarrow Nominated for the ICCOPT 2016 Best Paper Prize (top 3 finalists)

[J3] Performance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs

Peyman Mohajerin Esfahani, Tobias Sutter, and John Lygeros
IEEE Transactions on Automatic Control (TAC), vol. 60, no. 1, pp. 46-58, January 2015, [Link], [arXiv]
Rightarrow The 2016 George S. Axelby Outstanding Paper Award

Machine Learning

[C31] Wasserstein Distributionally Robust Kalman Filtering

Soroosh Shafieezadeh-Abadeh, Viet Anh Nguyen, Daniel Kuhn, and Peyman Mohajerin Esfahani
Neural Information Processing Systems (NIPS), Montreal, Canada, December 2018, [arXiv], [Code]
Rightarrow Awarded for Spotlight Presentation (top 3.5%)

[J18] Regularization via Mass Transportation

Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, and Peyman Mohajerin Esfahani
submitted for publication, October 2017, [arXiv], [Code]

[C24] Distributionally Robust Logistic Regression

Soroosh Shafieezadeh-Abadeh, Peyman Mohajerin Esfahani, and Daniel Kuhn
Neural Information Processing Systems (NIPS), Montreal, Canada, December 2015, [arXiv]
Rightarrow Awarded for Spotlight Presentation (top 4%)