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We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…

Optimization and Control · Mathematics 2024-09-16 Hugh Medal , Samuel Affar

This paper presents a new learning based Stochastic Hybrid System (LSHS) framework designed for the detection and classification of contingencies in modern power systems. Unlike conventional monitoring schemes, the proposed approach is…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Hamid Varmazyari , Masoud H. Nazari

The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…

Computational Physics · Physics 2023-01-19 Chen Chen , Clint Dawson , Eirik Valseth

Learning-based approaches for controlling safety-critical systems are rapidly growing in popularity; thus, it is important to assure their performance and safety. Hamilton-Jacobi (HJ) reachability analysis is a popular formal verification…

Robotics · Computer Science 2024-04-11 Albert Lin , Somil Bansal

We study the problem of learning controllers for discrete-time non-linear stochastic dynamical systems with formal reach-avoid guarantees. This work presents the first method for providing formal reach-avoid guarantees, which combine and…

Machine Learning · Computer Science 2022-11-30 Đorđe Žikelić , Mathias Lechner , Thomas A. Henzinger , Krishnendu Chatterjee

Regular model checking is a well-established technique for the verification of regular transition systems (RTS): transition systems whose initial configurations and transition relation can be effectively encoded as regular languages. In…

Formal Languages and Automata Theory · Computer Science 2025-06-24 Javier Esparza , Valentin Krasotin

The "scenario approach" provides an intuitive method to address chance constrained problems arising in control design for uncertain systems. It addresses these problems by replacing the chance constraint with a finite number of sampled…

Optimization and Control · Mathematics 2015-08-05 Xiaojing Zhang , Sergio Grammatico , Georg Schildbach , Paul Goulart , John Lygeros

Determining the reachable set for a given nonlinear control system is crucial for system control and planning. However, computing such a set is impossible if the system's dynamics are not fully known. This paper is motivated by a scenario…

Optimization and Control · Mathematics 2021-08-26 Taha Shafa , Melkior Ornik

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Motivated by the fragility of neural network (NN) controllers in safety-critical applications, we present a data-driven framework for verifying the risk of stochastic dynamical systems with NN controllers. Given a stochastic control system,…

Systems and Control · Electrical Eng. & Systems 2022-11-14 Matthew Cleaveland , Lars Lindemann , Radoslav Ivanov , George Pappas

The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…

Systems and Control · Computer Science 2013-06-07 Fabrizio Dabbene , Mario Sznaier , Roberto Tempo

This paper introduces a distributed contingency detection algorithm for detecting unobservable contingencies in power distribution systems using stochastic hybrid system (SHS) models. We aim to tackle the challenge of limited measurement…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Erfan Mehdipour Abadi , Hamid Varmazyari , Masoud H. Nazari

Reachability analysis is a formal method to guarantee safety of dynamical systems under the influence of uncertainties. A substantial bottleneck of all reachability algorithms is the necessity to adequately tune specific algorithm…

Numerical Analysis · Mathematics 2024-02-23 Mark Wetzlinger , Niklas Kochdumper , Stanley Bak , Matthias Althoff

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Daniel Landgraf , Andreas Völz , Knut Graichen

Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…

Optimization and Control · Mathematics 2019-11-11 Xun Shen , Jiancang Zhuang , Xingguo Zhang

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

We consider the control design of stochastic discrete-time linear multi-agent systems (MASs) under a global signal temporal logic (STL) specification to be satisfied at a predefined probability. By decomposing the dynamics into…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

In this paper we examine how Lagrangian techniques can be used to compute underapproximations and overapproximation of the finite-time horizon, stochastic reach-avoid level sets for discrete-time, nonlinear systems. This approach is…

Systems and Control · Computer Science 2018-10-17 Joseph D. Gleason , Abraham P. Vinod , Meeko M. K. Oishi