Wouter Jongeneel

Wouter Jongeneel
Wouter Jongeneel
PhD Student
Control problems of the future cannot be solved alone, you need to work together. Hence, it is fantastic that the NCCR stimulates collaborations!

Wouter Jongeneel received a M.Sc. degree in Systems & Control from Delft University of Technology in 2019. In January 2020, he joined Prof. Kuhn his group, the Risk Analytics and Optimization (RAO) chair, at EPFL. His research interests revolve around data-driven optimization and control under uncertainty, with an occasional geometric flavour.

Scientific Publications

Published
Topological Obstructions to Stability and Stabilization: History, Recent Advances and Open Problems
Springer Briefs in Electrical and Computer Engineering
No 1 Pages 132
Published
Efficient Learning of a Linear Dynamical System with Stability Guarantees
IEEE Transactions on Automatic Control
Vol 68 No 5 Pages 2790-2804

Research projects as Researcher

Title
Principal Investigators

Dynamic distributionally robust optimization and control

Summary

In this project we aim to transfer the powerful modern methods of distributionally robust optimization to dynamic decision problems and optimal control problems. Important tasks to be addressed include the derivation of tractable convex reformulations or approximations for the original distributionally robust optimization problems, the design of customized first-order methods for their efficient solution, the derivation of out-of-sample performance and asymptotic consistency guarantees, and the study of the time consistency properties of the new control models.

Dynamic distributionally robust optimization and control

In this project we aim to transfer the powerful modern methods of distributionally robust optimization to dynamic decision problems and optimal control problems. Important tasks to be addressed include the derivation of tractable convex reformulations or approximations for the original distributionally robust optimization problems, the design of customized first-order methods for their efficient solution, the derivation of out-of-sample performance and asymptotic consistency guarantees, and the study of the time consistency properties of the new control models.

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