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Quantification of risk positions under model uncertainty is of crucial importance from both viewpoints of external regulation and internal management. The concept of model uncertainty, sometimes also referred to as model ambiguity. Although…

Risk Management · Quantitative Finance 2019-08-06 Wentao Hu

We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify…

Optimization and Control · Mathematics 2022-08-04 Mads R. Bisgaard , Lukas Hewing , Alexander Domahidi

The well-known quote from George Box states that: "All models are wrong, but some are useful." To develop more useful models, we quantify the inaccuracy with which a given model represents a system of interest, so that we may leverage this…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

Safety and reliability play a crucial role when designing Robotic Autonomous Systems (RAS). Early consideration of hazards, risks and mitigation actions -- already in the concept study phase -- are important steps in building a solid…

Robotics · Computer Science 2026-01-23 Atef Azaiez , David Alireza Anisi

The widescale deployment of Autonomous Vehicles (AV) seems to be imminent despite many safety challenges that are yet to be resolved. It is well known that there are no universally agreed Verification and Validation (VV) methodologies to…

Robotics · Computer Science 2020-03-05 Dhanoop Karunakaran , Stewart Worrall , Eduardo Nebot

In this paper, we address the real-time risk-bounded safety verification problem of continuous-time state trajectories of autonomous systems in the presence of uncertain time-varying nonlinear safety constraints. Risk is defined as the…

Robotics · Computer Science 2021-10-04 Ashkan Jasour , Weiqiao Han , Brian Williams

This paper offers a critical view of the "worst-case" approach that is the cornerstone of robust control design. It is our contention that a blind acceptance of worst-case scenarios may lead to designs that are actually more dangerous than…

Optimization and Control · Mathematics 2013-11-05 Xinjia Chen , Jorge Aravena , Kemin Zhou

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Precise and comprehensive situational awareness is a critical capability of modern autonomous systems. Deep neural networks that perceive task-critical details from rich sensory signals have become ubiquitous; however, their black-box…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Jordan Peper , Yan Miao , Sayan Mitra , Ivan Ruchkin

When deploying machine learning algorithms in the real world, guaranteeing safety is an essential asset. Existing safe learning approaches typically consider continuous variables, i.e., regression tasks. However, in practice, robotic…

Machine Learning · Computer Science 2024-01-12 Dominik Baumann , Thomas B. Schön

We develop a risk-averse safety analysis method for stochastic systems on discrete infinite time horizons. Our method quantifies the notion of risk for a control system in terms of the severity of a harmful random outcome in a fraction of…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Chuanning Wei , Michael Fauss , Margaret P. Chapman

Recent years have seen significant progress in the realm of robot autonomy, accompanied by the expanding reach of robotic technologies. However, the emergence of new deployment domains brings unprecedented challenges in ensuring safe…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Kai-Chieh Hsu , Haimin Hu , Jaime Fernández Fisac

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Artificial intelligence now decides who receives a loan, who is flagged for criminal investigation, and whether an autonomous vehicle brakes in time. Governments have responded: the EU AI Act, the NIST Risk Management Framework, and the…

Artificial Intelligence · Computer Science 2026-04-24 Natan Levy , Gadi Perl

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…

Machine Learning · Computer Science 2023-09-12 Marin Vlastelica , Sebastian Blaes , Cristina Pineri , Georg Martius

In this paper, we address the risk estimation problem where one aims at estimating the probability of violation of safety constraints for a robot in the presence of bounded uncertainties with arbitrary probability distributions. In this…

Optimization and Control · Mathematics 2018-10-04 Ashkan Jasour , Andreas Hofmann , Brian C. Williams

Learning-based methodologies increasingly find applications in safety-critical domains like autonomous driving and medical robotics. Due to the rare nature of dangerous events, real-world testing is prohibitively expensive and unscalable.…

Machine Learning · Computer Science 2021-08-10 Aman Sinha , Matthew O'Kelly , Russ Tedrake , John Duchi

Current cyber-physical systems (CPS) are expected to accomplish complex tasks. To achieve this goal, high performance, but unverified controllers (e.g. deep neural network, black-box controllers from third parties) are applied, which makes…

Systems and Control · Electrical Eng. & Systems 2021-09-24 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee