Publications
Simulating Nonstationary Spatio-Temporal Poisson Processes using the Inversion Method
Zhang, Haoting and Zheng, Zeyu, Simulating Nonstationary Spatio-Temporal Poisson Processes using the Inversion Method (July 27, 2020). Available at SSRN: https://ssrn.com/abstract=3661101 or http://dx.doi.org/10.2139/ssrn.3661101
An Efficient Homotopy Method for Solving the Post-Contingency Optimal Power Flow to Global Optimality
Park, Sangwoo & Glista, Elizabeth & Lavaei, Javad & Sojoudi, Somayeh. (2022). An Efficient Homotopy Method for Solving the Post-Contingency Optimal Power Flow to Global Optimality. IEEE Access. PP. 1-1. 10.1109/ACCESS.2022.3224162.
When Demands Evolve Larger and Noisier: Learning and Earning in a Growing Environment
Feng Zhu, Zeyu Zheng. When Demands Evolve Larger and Noisier: Learning and Earning in a Growing Environment. International Conference on Machine Learning (ICML) 2020. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3637905.
On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Tianyi Lin, Zeyu Zheng, Elynn Y. Chen, Marco Cuturi, and Michael I. Jordan. On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification. International Conference on Artificial Intelligence and Statistics (AISTATS) 2021. https://arxiv.org/abs/2006.12301.
Method of Moments Estimation for Lévy-driven Ornstein-Uhlenbeck Stochastic Volatility Models
Zeyu Zheng, Xiangyu Yang, Yanfeng Wu, and Jian-Qiang Hu. Method of Moments Estimation for Lévy-driven Ornstein-Uhlenbeck Stochastic Volatility Models. Probability in the Engineering and Informational Sciences. https://doi.org/10.1017/S0269964820000315.
ABC-LMPC: Safe Sample-Based Learning MPC for Stochastic Nonlinear Dynamical Systems with Adjustable Boundary Conditions
ABC-LMPC: Safe Sample-Based Learning MPC for Stochastic Nonlinear Dynamical Systems with Adjustable Boundary Conditions. Brijen Thananjeyan*, Ashwin Balakrishna*, Ugo Rosolia, Joseph E. Gonzalez, Aaron Ames, Ken Goldberg. Workshop on the Algorithmic Foundations of Robotics (WAFR), Oulu, Finland, July 2021. [paper]
Statistical consistency of set-membership estimator for linear systems
A. Aswani and P. Hespanhol (2020), Statistical consistency of set-membership estimator for linear systems, IEEE Control Systems Letters, vol. 4, no. 3: 668-673.
X-RAY: Mechanical Search for an Occluded Object by Minimizing Support of Learned Occupancy Distributions
X-RAY: Mechanical Search for an Occluded Object by Minimizing Support of Learned Occupancy Distributions. Michael Danielczuk, Anelia Angelova, Vincent Vanhoucke, Ken Goldberg. IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS), Las Vegas, NV, USA, October 2020. [paper], [website].
Reliable Hub Location Model for Air Transportation Networks Under Random Disruptions
H Shen, Y Liang, ZJM Shen (2019). Reliable Hub Location Model for Air Transportation Networks under Random Disruptions. To appear in Manufacturing & Service Operations Management. https://doi.org/10.1287/msom.2019.0845.
Regulation of renewable resource exploitation
Kharroubi, Idris, Lim, Thomas, and Mastrolia, Thibaut. “Regulation of Renewable Resource Exploitation.” SIAM Journal on Control and Optimization 58, no. 1 (2020): 551-579. https://doi.org/10.1137/19M1265740