English
Related papers

Related papers: Sample-Based Bounds for Coherent Risk Measures: Ap…

200 papers

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

Synthetic oversampling of minority examples using SMOTE and its variants is a leading strategy for addressing imbalanced classification problems. Despite the success of this approach in practice, its theoretical foundations remain…

Machine Learning · Statistics 2025-10-24 Touqeer Ahmad , Mohammadreza M. Kalan , François Portier , Gilles Stupfler

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

With the growing interest in deploying robots in unstructured and uncertain environments, there has been increasing interest in factoring risk into safety-critical control development. Similarly, the authors believe risk should also be…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Prithvi Akella , Mohamadreza Ahmadi , Aaron D. Ames

The automatic synthesis of a policy through reinforcement learning (RL) from a given set of formal requirements depends on the construction of a reward signal and consists of the iterative application of many policy-improvement steps. The…

Machine Learning · Computer Science 2022-10-21 Luigi Berducci , Radu Grosu

We examine a multi-stage stochastic optimization problem characterized by stagewise-independent, decision-dependent noises with strict constraints. The problem assumes convexity in that, following a specific relaxation, it transforms into a…

Optimization and Control · Mathematics 2023-08-28 Chen Yan , Alexandre Reiffers-Masson

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

In this work, we investigate the data-driven safe control synthesis problem for unknown dynamic systems. We first formulate the safety synthesis problem as a robust convex program (RCP) based on notion of control barrier function. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Yu Chen , Chao Shang , Xiaolin Huang , Xiang Yin

Trajectory optimization under uncertainty underpins a wide range of applications in robotics. However, existing methods are limited in terms of reasoning about sources of epistemic and aleatoric uncertainty, space and time correlations,…

Robotics · Computer Science 2023-09-28 Thomas Lew , Riccardo Bonalli , Marco Pavone

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

We present an historical overview about the connections between the analysis of risk and the control of autonomous systems. We offer two main contributions. Our first contribution is to propose three overlapping paradigms to classify the…

Artificial Intelligence · Computer Science 2022-07-13 Yuheng Wang , Margaret P. Chapman

In this paper we consider the safety verification and safe controller synthesis problems for nonlinear control systems. The Control Barrier Certificates (CBC) approach is proposed as an extension to the Barrier certificates approach. Our…

Optimization and Control · Mathematics 2022-04-22 Han Wang , Kostas Margellos , Antonis Papachristodoulou

The recent explosion in the capabilities of large language models has led to a wave of interest in how best to prompt a model to perform a given task. While it may be tempting to simply choose a prompt based on average performance on a…

Machine Learning · Computer Science 2024-03-29 Thomas P. Zollo , Todd Morrill , Zhun Deng , Jake C. Snell , Toniann Pitassi , Richard Zemel

Recent advances in learning-based perception systems have led to drastic improvements in the performance of robotic systems like autonomous vehicles and surgical robots. These perception systems, however, are hard to analyze and errors in…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Shromona Ghosh , Yash Vardhan Pant , Hadi Ravanbakhsh , Sanjit A. Seshia

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real…

Machine Learning · Computer Science 2024-05-06 Jose A. Ayala-Romero , Andres Garcia-Saavedra , Xavier Costa-Perez

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

The "scenario approach" provides an intuitive method to address chance constrained problems arising in control design for uncertain systems. It addresses these problems by replacing the chance constraint with a finite number of sampled…

Optimization and Control · Mathematics 2015-08-05 Xiaojing Zhang , Sergio Grammatico , Georg Schildbach , Paul Goulart , John Lygeros

With an increasing use of data-driven models to control robotic systems, it has become important to develop a methodology for validating such models before they can be deployed to design a controller for the actual system. Specifically, it…

Systems and Control · Computer Science 2018-03-28 Somil Bansal , Shromona Ghosh , Alberto Sangiovanni-Vincentelli , Sanjit A. Seshia , Claire J. Tomlin

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

This paper compares two different frameworks recently introduced in the literature for measuring risk in a multi-period setting. The first corresponds to applying a single coherent risk measure to the cumulative future costs, while the…

Risk Management · Quantitative Finance 2015-03-19 Dan A. Iancu , Marek Petrik , Dharmashankar Subramanian