Research
Decision making and control under uncertainty from limited data
My research studies how to make reliable decisions when uncertainty cannot be modeled accurately in advance and must instead be inferred from data. A central question in my work is: what can we guarantee when the uncertainty model itself is only partially known?
I develop methods for optimization, games, and control that use finite data to quantify uncertainty and establish guarantees on properties such as feasibility, stability, and robustness. I am particularly interested in systems with multiple interacting decision makers and, more recently, in networked systems operating with imperfect or corrupted information.