Related papers: Risk-aware Stochastic Shortest Path
We design scheduling policies that minimize a risk-sensitive cost criterion for a remote estimation setup. Since risk-sensitive cost objective takes into account not just the mean value of the cost, but also higher order moments of its…
Safety is extremely important for urban flights of autonomous Unmanned Aerial Vehicles (UAVs). Risk-aware path planning is one of the most effective methods to guarantee the safety of UAVs. This type of planning can be represented as a…
We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…
We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…
Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
In this paper, we tackle the problem of risk-averse route planning in a transportation network with time-dependent and stochastic costs. To solve this problem, we propose an adaptation of the A* algorithm that accommodates any risk measure…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…
In this paper, we present a controller framework that synthesizes control policies for Jump Markov Linear Systems subject to stochastic mode switches and imperfect mode estimation. Our approach builds on safe and robust methods for Model…
We introduce a simple but effective method for managing risk in model-based reinforcement learning with trajectory sampling that involves probabilistic safety constraints and balancing of optimism in the face of epistemic uncertainty and…
Model predictive control (MPC) algorithms can be sensitive to model mismatch when used in challenging nonlinear control tasks. In particular, the performance of MPC for vehicle control at the limits of handling suffers when the underlying…
Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…
In this paper we address the class of Sequential Decision Making (SDM) problems that are characterized by time-varying parameters. These parameter dynamics are either pre-specified or manipulable. At any given time instant the decision…
We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to behavioral economics, we consider possibly non-convex risk…
In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…
Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…
Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…
In robotic planetary surface exploration, strategic mobility planning is an important task that involves finding candidate long-distance routes on orbital maps and identifying segments with uncertain traversability. Then, expert human…
We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…