Related papers: Risk Analysis in Robust Control -- Making the Case…
We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk measurement related optimization problem is robust, which we call…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…
Conventional robust H2/H-infinity control minimizes the worst-case performance, often leading to a conservative design driven by very rare parametric configurations. To reduce this conservatism while taking advantage of the stochastic…
Optimal control of closed quantum systems is a well studied geometrically elegant set of computational theory and techniques that have proven pivotal in the implementation and understanding of quantum computers. The design of a circuit…
Safety in dynamic systems with prevalent uncertainties is crucial. Current robust safe controllers, designed primarily for uni-modal uncertainties, may be either overly conservative or unsafe when handling multi-modal uncertainties. To…
A policy is said to be robust if it maximizes the reward while considering a bad, or even adversarial, model. In this work we formalize two new criteria of robustness to action uncertainty. Specifically, we consider two scenarios in which…
In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…
Testing is essential for verifying and validating control designs, especially in safety-critical applications. In particular, the control system governing an automated driving vehicle must be proven reliable enough for its acceptance on the…
While $\mathcal{H}_\infty$ methods can introduce robustness against worst-case perturbations, their nominal performance under conventional stochastic disturbances is often drastically reduced. Though this fundamental tradeoff between…
In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
The importance of feedback control is being increasingly appreciated in quantum physics and applications. This paper describes the use of optimal control methods in the design of quantum feedback control systems, and in particular the paper…
In this paper, we study the robust optimal investment and risk control problem for an insurer who owns the insider information about the financial market and the insurance market under model uncertainty. Both financial risky asset process…
In this paper we prove the existence of a fundamental trade-off between accuracy and robustness in perception-based control, where control decisions rely solely on data-driven, and often incompletely trained, perception maps. In particular,…
Training machine learning models that are robust against adversarial inputs poses seemingly insurmountable challenges. To better understand adversarial robustness, we consider the underlying problem of learning robust representations. We…
Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…
This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…
Formal reasoning on the safety of controller systems interacting with plants is complex because developers need to specify behavior while taking into account perceptual uncertainty. To address this, we propose an automated workflow that…
Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…