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Simulation-based probabilistic risk assessment (SPRA) is a systematic and comprehensive methodology that has been used and refined over the past few decades to evaluate the risks associated with complex systems. SPRA models are well…

Systems and Control · Electrical Eng. & Systems 2022-07-27 Tarannom Parhizkar

In safety-critical deep learning applications robustness measurement is a vital pre-deployment phase. However, existing robustness verification methods are not sufficiently practical for deploying machine learning systems in the real world.…

Machine Learning · Computer Science 2022-07-06 Tianle Zhang , Wenjie Ruan , Jonathan E. Fieldsend

Neuronal systems often preserve their characteristic functions and signalling patterns, also referred to as regimes, despite parametric uncertainties and variations. For neural models having uncertain parameters with a known probability…

Neurons and Cognition · Quantitative Biology 2026-02-19 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

The use of spreadsheets is widespread. Be it in business, finance, engineering or other areas, spreadsheets are created for their flexibility and ease to quickly model a problem. Very often they evolve from simple prototypes to…

Software Engineering · Computer Science 2011-11-30 José Pedro Correia , Miguel A. Ferreira

Generating accurate runtime safety estimates for autonomous systems is vital to ensuring their continued proliferation. However, exhaustive reasoning about future behaviors is generally too complex to do at runtime. To provide scalable and…

Logic in Computer Science · Computer Science 2023-03-30 Matthew Cleaveland , Oleg Sokolsky , Insup Lee , Ivan Ruchkin

Reachability analysis is used to determine all possible states that a system acting under uncertainty may reach. It is a critical component to obtain guarantees of various safety-critical systems both for safety verification and controller…

Systems and Control · Electrical Eng. & Systems 2021-11-03 Jared Mejia , Alex Devonport , Murat Arcak

This study presents a scalable data-driven algorithm designed to efficiently address the challenging problem of reachability analysis. Analysis of cyber-physical systems (CPS) relies typically on parametric physical models of dynamical…

Robotics · Computer Science 2025-05-22 Navid Hashemi , Lars Lindemann , Jyotirmoy Deshmukh

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

Probability Quantification (PQ) predictions of the efficacy of safety-critical protective systems is challenging. Yet, the popularity of PQ methodologies (e.g., Probabilistic Risk Assessment (PRA), Quantitative Risk Analysis (QRA) and…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Martin Wortman , Ernest Kee , Pranav Kannan

Determining the robustness of deep learning models is an established and ongoing challenge within automated decision-making systems. With the advent and success of techniques that enable advanced deep learning (DL), these models are being…

Machine Learning · Computer Science 2024-12-16 Zhijin Lyu , Yutong Jin , Sneha Das

The classical approach to design a system is based on a deterministic perspective where the assumption is that the system and its environment are fully predictable, and their behaviour is completely known to the designer. Although this…

Software Engineering · Computer Science 2021-10-14 Hamed S Nejad , Tarannom Parhizkar , Ali Mosleh

Obtaining the ability to make informed decisions regarding the operation and maintenance of structures, provides a major incentive for the implementation of structural health monitoring (SHM) systems. Probabilistic risk assessment (PRA) is…

Applications · Statistics 2021-01-06 Aidan J. Hughes , Robert J. Barthorpe , N. Dervilis , Charles R. Farrar , Keith Worden

While Deep Reinforcement Learning (DRL) provides transformational capabilities to the control of Robotics and Autonomous Systems (RAS), the black-box nature of DRL and uncertain deployment environments of RAS pose new challenges on its…

Robotics · Computer Science 2023-01-16 Yi Dong , Xingyu Zhao , Xiaowei Huang

Probabilistic security assessment and real-time dynamic security assessments (DSA) are promising to better handle the risks of system operations. The current methodologies of security assessments may require many time-domain simulations for…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Jochen L. Cremer , Goran Strbac

Predictive Maintenance (PdM) can only be implemented when the online knowledge of system condition is available, and this has become available with deployment of on-equipment sensors. To date, most studies on predicting the remaining useful…

Systems and Control · Computer Science 2020-03-25 Dongjin Lee , Rong Pan

Downtime of industrial assets such as wind turbines and medical imaging devices is costly. To avoid such downtime costs, companies seek to initiate maintenance just before failure, which is challenging because: (i) Asset failures are…

Optimization and Control · Mathematics 2024-01-10 Peter Verleijsdonk , Willem van Jaarsveld , Stella Kapodistria

The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…

Risk Management · Quantitative Finance 2022-02-02 Denis S. Gusev , Elena G. Demidova , Olga A. Novikova

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model…

Computation · Statistics 2014-10-30 Luca Onorante , Adrian E. Raftery

A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…

Machine Learning · Computer Science 2023-06-06 Seohong Park , Sergey Levine
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