Safely Learning Dynamical Systems

\(\) A fundamental challenge in learning an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. In this work, we formulate a mathematical definition of what it means to safely learn a dynamical system by sequentially deciding where to initialize the next trajectory. In our framework, the state of the … Read more

Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite Dimensional Decision Spaces

Optimal values and solutions of empirical approximations of stochastic optimization problems can be viewed as statistical estimators of their true values. From this perspective, it is important to understand the asymptotic behavior of these estimators as the sample size goes to infinity, which is both of theoretical as well as practical interest. This area of … Read more

Safely Learning Dynamical Systems from Short Trajectories

A fundamental challenge in learning to control an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. In this work, we formulate a mathematical definition of what it means to safely learn a dynamical system by sequentially deciding where to initialize the next trajectory. In our framework, the state of … Read more

Robust Optimal Aiming Strategies in Concentrated Solar Tower Power Plants

A concentrated solar tower power plant consists of a receiver mounted atop of a central tower and a field of movable mirrors called heliostats. The heliostats concentrate solar radiation onto the receiver where a fluid is heated to produce electricity in a conventional thermodynamic cycle. Aiming strategies are used to assign each heliostat to an … Read more

Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs

Low-rank tensor methods provide efficient representations and computations for high-dimensional problems and are able to break the curse of dimensionality when dealing with systems involving multiple parameters. We present algorithms for constrained nonlinear optimization problems that use low-rank tensors and apply them to optimal control of PDEs with uncertain parameters and to parametrized variational inequalities. … Read more