Related papers: Risk-Sensitive Motion Planning using Entropic Valu…
This paper develops a path planner that minimizes risk (e.g. motion execution) while maximizing accumulated reward (e.g., quality of sensor viewpoint) motivated by visual assistance or tracking scenarios in unstructured or confined…
In this paper, we tackle the problem of Unmanned Aerial (UA V) path planning in complex and uncertain environments by designing a Model Predictive Control (MPC), based on a Long-Short-Term Memory (LSTM) network integrated into the Deep…
Reference tracking and obstacle avoidance rank among the foremost challenging aspects of autonomous driving. This paper proposes control designs for solving reference tracking problems in autonomous driving tasks while considering static…
Safe navigation in dynamic environments remains challenging due to uncertain obstacle behaviors and the lack of formal prediction guarantees. We propose two motion planning frameworks that leverage conformal prediction (CP): a global…
This paper presents a method for path-following for quadcopter trajectories in real time. Non-Linear Guidance Logic is used to find the intercepts of the subsequent destination. Trajectory tracking is implemented by formulating the…
Fast and reliable obstacle avoidance is an important task for mobile robots. In this work, we propose an efficient reactive system that provides high-quality obstacle avoidance while running at hundreds of hertz with minimal resource usage.…
This paper presents sensitivity analyses of resilience-based active distribution system planning solutions with respect to different parameters. The distribution system planning problem is formulated as a two-stage risk-averse stochastic…
We consider a risk-averse optimal control problem governed by an elliptic variational inequality (VI) subject to random inputs. By deriving KKT-type optimality conditions for a penalised and smoothed problem and studying convergence of the…
We account for time-varying parameters in the conditional expectile-based value at risk (EVaR) model. The EVaR downside risk is more sensitive to the magnitude of portfolio losses compared to the quantile-based value at risk (QVaR). Rather…
Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…
Ensuring safe navigation in human-populated environments is crucial for autonomous mobile robots. Although recent advances in machine learning offer promising methods to predict human trajectories in crowded areas, it remains unclear how…
In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…
The debate of what quantitative risk measure to choose in practice has mainly focused on the dichotomy between Value at Risk (VaR) -- a quantile -- and Expected Shortfall (ES) -- a tail expectation. Range Value at Risk (RVaR) is a natural…
In this paper we discuss a general methodology to compute the market risk measure over long time horizons and at extreme percentiles, which are the typical conditions needed for estimating Economic Capital. The proposed approach extends the…
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…
In this paper, we present a learning approach to goal assignment and trajectory planning for unlabeled robots operating in 2D, obstacle-filled workspaces. More specifically, we tackle the unlabeled multi-robot motion planning problem with…
Risk-sensitive reinforcement learning (RL) has garnered significant attention in recent years due to the growing interest in deploying RL agents in real-world scenarios. A critical aspect of risk awareness involves modeling highly rare risk…
We propose a Model Predictive Control (MPC) for collision avoidance between an autonomous agent and dynamic obstacles with uncertain predictions. The collision avoidance constraints are imposed by enforcing positive distance between convex…
An approach to resilient planning and control of autonomous vehicles in multi-vehicle traffic scenarios is proposed. The proposed method is based on model predictive control (MPC), where alternative predictions of the surrounding traffic…
The popular systemic risk measure CoVaR (conditional Value-at-Risk) and its variants are widely used in economics and finance. In this article, we propose joint dynamic forecasting models for the Value-at-Risk (VaR) and CoVaR. The CoVaR…