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We propose a stochastic reachability computation framework for occupancy prediction in automated driving by directly solving the underlying transport partial differential equation governing the advection of the closed-loop joint density…

Optimization and Control · Mathematics 2020-11-04 Shadi Haddad , Abhishek Halder , Baljeet Singh

Finding the most likely path to a set of failure states is important to the analysis of safety-critical systems that operate over a sequence of time steps, such as aircraft collision avoidance systems and autonomous cars. In many…

Artificial Intelligence · Computer Science 2020-12-07 Ritchie Lee , Ole J. Mengshoel , Anshu Saksena , Ryan Gardner , Daniel Genin , Joshua Silbermann , Michael Owen , Mykel J. Kochenderfer

We consider various stochastic models that incorporate the notion of risk-averseness into the standard 2-stage recourse model, and develop novel techniques for solving the algorithmic problems arising in these models. A key notable feature…

Data Structures and Algorithms · Computer Science 2008-05-06 Chaitanya Swamy

Autonomous vehicles must navigate dynamically uncertain environments while balancing safety and efficiency. This challenge is exacerbated by unpredictable human-driven vehicle (HV) behaviors and perception inaccuracies, necessitating…

Robotics · Computer Science 2026-04-16 Rui Yang , Lei Zheng , Shuzhi Sam Ge , Jun Ma

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

We study finite horizon reachable set estimation for unknown discrete-time dynamical systems using only sampled state trajectories. Rather than treating scenario optimization as a black-box tool, we show how it can be tailored to reachable…

Optimization and Control · Mathematics 2026-04-15 Georgios Pantazis , Michelle S. Chong

We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…

Optimization and Control · Mathematics 2017-03-03 Alfredo Iusem , Alejandro Jofré , Philip Thompson

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

Robots are still poor at traversing cluttered large obstacles required for important applications like search and rescue. By contrast, animals are excellent at doing so, often using direct physical interaction with obstacles rather than…

Robotics · Computer Science 2022-03-15 Bokun Zheng , Qihan Xuan , Chen Li

Large-scale numerical computations make increasing use of low-precision (LP) floating point formats and mixed precision arithmetic, which can be enhanced by the technique of stochastic rounding (SR), that is, rounding an intermediate…

Numerical Analysis · Mathematics 2025-04-30 Andrew Fitzgibbon , Stephen Felix

Reach-avoid analysis is fundamental to reasoning about the safety and goal-reaching behavior of dynamical systems, and serves as a foundation for specifying and verifying more complex control objectives. This paper introduces a reach-avoid…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Rayan Mazouz , Luca Laurenti , Morteza Lahijanian

This article examines a symbolic numerical approach to optimize a vehicle's track for autonomous driving and collision avoidance. The new approach uses the classical cost function definition incorporating the essential aspects of the…

Optimization and Control · Mathematics 2022-10-18 Hazem Fahmy , Mohamed A. Abd El Ghany , Gerd Baumann

A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…

Optimization and Control · Mathematics 2025-05-29 Chung-Yiu Yau , Haoming Liu , Hoi-To Wai

A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…

Dynamical Systems · Mathematics 2020-12-02 Yao Li , Shirou Wang

There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…

Systems and Control · Electrical Eng. & Systems 2020-04-20 Haimin Hu , Mahyar Fazlyab , Manfred Morari , George J. Pappas

This work proposes an algorithm to bound the minimum distance between points on trajectories of a dynamical system and points on an unsafe set. Prior work on certifying safety of trajectories includes barrier and density methods, which do…

Optimization and Control · Mathematics 2023-06-16 Jared Miller , Mario Sznaier

One of the most important problems in hybrid systems is the {\em reachability problem}. The reachability problem has been shown to be undecidable even for a subclass of {\em linear} hybrid systems. In view of this, the main focus in the…

Logic in Computer Science · Computer Science 2009-09-29 D. Ravi , R. K. Shyamasundar

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Optimization and Control · Mathematics 2019-12-05 Wenjie Huang , William B. Haskell

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik
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