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Safety-critical control systems, such as spacecraft performing proximity operations, must provide formal safety guarantees despite stochastic uncertainties from state estimation and unmodeled dynamics. Although Control Barrier Functions…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Kazuya Echigo , David E. J. van Wijk , Pol Mestres , Ersin Daş , Joel W. Burdick , Aaron D. Ames

The entropic risk measure is widely used in high-stakes decision-making across economics, management science, finance, and safety-critical control systems because it captures tail risks associated with uncertain losses. However, when data…

Optimization and Control · Mathematics 2026-01-05 Utsav Sadana , Erick Delage , Angelos Georghiou

Shielding is a prominent model-based technique to ensure safety of autonomous agents. Classical shielding aims to ensure that nothing bad ever happens and comes with strong guarantees about safety and maximal permissiveness. However,…

Logic in Computer Science · Computer Science 2026-05-14 Linus Heck , Filip Macák , Roman Andriushchenko , Milan Češka , Sebastian Junges

Intelligent aerial platforms such as Unmanned Aerial Vehicles (UAVs) are expected to revolutionize various fields, including transportation, traffic management, field monitoring, industrial production, and agricultural management. Among…

Robotics · Computer Science 2024-11-12 Huy-Hoang Ngo , Thanh Nguyen Canh , Xiem HoangVan

This article proposes a new safety concept: backup plan safety. The backup plan safety is defined as the ability to complete one of the alternative missions in the case of primary mission abortion. To incorporate this new safety concept in…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Hunmin Kim , Hyungjin Yoon , Wenbin Wan , Naira Hovakimyan , Lui Sha , Petros Voulgaris

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

The state space representation of active resident space objects can be posed in the form of a stochastic hybrid system. Satellite maneuvers may be accounted for according to control cost or heuristical considerations, yet it is possible to…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Guillermo Escribano , Manuel Sanjurjo-Rivo , Jan Siminski , Alejandro Pastor , Diego Escobar

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Methodology · Statistics 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

This paper introduces a control architecture for real-time and onboard control of Unmanned Aerial Vehicles (UAVs) in environments with obstacles using the Model Predictive Path Integral (MPPI) methodology. MPPI allows the use of the full…

Robotics · Computer Science 2024-07-16 Michal Minarik , Robert Penicka , Vojtech Vonasek , Martin Saska

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Parhizkar Tarannom , Mosleh Ali

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

The prevention of the loss of control in agile aircraft during the extreme maneuvers is of concern due to the nonlinear aerodynamics and flight dynamics nature of the aircraft in this study. Within this context, the primary objective is to…

Systems and Control · Electrical Eng. & Systems 2024-10-03 Ege Ç. Altunkaya , Akın Çatak , Emre Koyuncu , İbrahim Özkol

We present an initial implementation of a probabilistic PDE-constrained shape optimization algorithm. Our method is based on a novel probabilistic representation of the shape derivative, which is evaluated using Monte Carlo sampling; and…

Optimization and Control · Mathematics 2026-03-03 Stephan Schmidt , Maximilian Würschmidt

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Optimization and Control · Mathematics 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

Complex engineering systems require integration of simulation of sub-systems and calculation of metrics to drive design decisions. This paper introduces a methodology for designing computational or physical experiments for system-level…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Efe Y. Yarbasi , Dimitri N. Mavris

We present model predictive selection (MPS), a new method for selecting the stable closed-loop (CL) equilibrium attitude-error quaternion (AEQ) of an uncrewed aerial vehicle (UAV) during the execution of high-speed yaw maneuvers. In this…

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…

Numerical Analysis · Mathematics 2016-06-21 Daniel Elfverson , Fredrik Hellman , Axel Målqvist