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In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Many state-of-the-art methods for safety assessment and motion planning for automated driving require estimation of the probability of collision (POC). To estimate the POC, a shape approximation of the colliding actors and probability…

Robotics · Computer Science 2024-05-24 Leon Tolksdorf , Christian Birkner , Arturo Tejada , Nathan van de Wouw

Real-world road networks have an approximate scale-invariance property; can one devise mathematical models of random networks whose distributions are {\em exactly} invariant under Euclidean scaling? This requires working in the continuum…

Probability · Mathematics 2015-06-04 David J. Aldous

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

This paper proposes a novel approach to determining the internal parameters of the hashing-based approximate model counting algorithm $\mathsf{ApproxMC}$. In this problem, the chosen parameter values must ensure that $\mathsf{ApproxMC}$ is…

Artificial Intelligence · Computer Science 2025-05-22 Jinping Lei , Toru Takisaka , Junqiang Peng , Mingyu Xiao

We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be…

Optimization and Control · Mathematics 2022-05-13 Shuhao Yan , Francesca Parise , Eilyan Bitar

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

State aggregation is a popular model reduction method rooted in optimal control. It reduces the complexity of engineering systems by mapping the system's states into a small number of meta-states. The choice of aggregation map often depends…

Machine Learning · Computer Science 2019-10-17 Yaqi Duan , Zheng Tracy Ke , Mengdi Wang

This paper introduces a robust optimal green light speed advisory system for fixed and actuated traffic signals when a probability distribution is provided. These distributions represent the domain of possible switching times from the…

Systems and Control · Electrical Eng. & Systems 2022-08-30 Amr Shafik , Seifeldeen Eteifa , Hesham Rakha

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Optimization and Control · Mathematics 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

Probably Approximately Correct (PAC) bounds are widely used to derive probabilistic guarantees for the generalisation of machine learning models. They highlight the components of the model which contribute to its generalisation capacity.…

Machine Learning · Computer Science 2024-07-30 Thomas Walker , Alessio Lomuscio

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica

The shortest path problem in graphs is fundamental to AI. Nearly all variants of the problem and relevant algorithms that solve them ignore edge-weight computation time and its common relation to weight uncertainty. This implies that taking…

Data Structures and Algorithms · Computer Science 2024-03-29 Eyal Weiss , Ariel Felner , Gal A. Kaminka

Discrete abstractions have become a standard approach to assist control synthesis under complex specifications. Most techniques for the construction of discrete abstractions are based on sampling of both the state and time spaces, which may…

Systems and Control · Electrical Eng. & Systems 2019-09-20 Pian Yu , Dimos V. Dimarogonas

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Scenario-based testing is a promising approach to solve the challenge of proving the safe behavior of vehicles equipped with automated driving systems. Since an infinite number of concrete scenarios can theoretically occur in real-world…

Software Engineering · Computer Science 2023-04-24 Nico Weber , Christoph Thiem , Ulrich Konigorski