This book is about optimizing in the presence of uncertainty. Due to uncertainty, one needs
to exercise caution, and optimization must accommodate the uncertain elements that are …

This paper considers the problem of synthesizing output feedback controllers subject to
sparsity constraints. This problem is known to be generically NP-hard, unless the plant …

This thesis presents adaptive algorithms to identify and control systems with switching
behavior and large uncertainties. First, adaptive identification algorithms for switched …

We consider the problem of incrementally segmenting auto-regressive models with
exogenous inputs (ARX models) when the data is received sequentially at run-time. In …