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Reinforcement learning (RL) can be used to create a tactical decision-making agent for autonomous driving. However, previous approaches only output decisions and do not provide information about the agent's confidence in the recommended…

Robotics · Computer Science 2020-11-04 Carl-Johan Hoel , Krister Wolff , Leo Laine

The recursive logit (RL) model provides a flexible framework for modeling sequential decision-making in transportation and choice networks, with important applications in route choice analysis, multiple discrete choice problems, and…

Econometrics · Economics 2025-10-21 Hung Tran , Tien Mai , Minh Hoang Ha

The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…

Machine Learning · Computer Science 2011-06-06 H. He , D. Hu , X. Xu

We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compensate against the induced variability due to both types of…

Optimization and Control · Mathematics 2022-04-20 Nikolas Koumpis , Anastasios Tsiamis , Dionysios Kalogerias

A rise in popularity of Deep Neural Networks (DNNs), attributed to more powerful GPUs and widely available datasets, has seen them being increasingly used within safety-critical domains. One such domain, self-driving, has benefited from…

Machine Learning · Computer Science 2018-11-19 Rhiannon Michelmore , Marta Kwiatkowska , Yarin Gal

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the…

Machine Learning · Computer Science 2019-09-24 Rhiannon Michelmore , Matthew Wicker , Luca Laurenti , Luca Cardelli , Yarin Gal , Marta Kwiatkowska

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

We present an online and data-driven uncertainty quantification method to enable the development of safe human-robot collaboration applications. Safety and risk assessment of systems are strongly correlated with the accuracy of…

Robotics · Computer Science 2022-09-02 Woo-Jeong Baek , Christoph Ledermann , Torsten Kröger

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

In machine learning, uncertainty quantification helps assess the reliability of model predictions, which is important in high-stakes scenarios. Traditional approaches often emphasize predictive accuracy, but there is a growing focus on…

Machine Learning · Statistics 2025-09-30 Jake S. Rhodes , Scott D. Brown , J. Riley Wilkinson

Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the modeled uncertainty set. However, ARO makes previous…

Optimization and Control · Mathematics 2025-11-20 Karl Zhu , Dimitris Bertsimas

The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…

Numerical Analysis · Mathematics 2019-10-17 Markus Bachmayr , Wolfgang Dahmen

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

In this paper, we study the problem of uncertainty estimation and calibration for LLMs. We begin by formulating the uncertainty estimation problem, a relevant yet underexplored area in existing literature. We then propose a supervised…

Machine Learning · Computer Science 2024-10-24 Linyu Liu , Yu Pan , Xiaocheng Li , Guanting Chen

In this paper, a model reference adaptive control architecture is proposed for uncertain nonlinear systems to achieve prescribed performance guarantees. Specifically, a general nonlinear reference model system is considered that captures an…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Ehsan Arabi , Kunal Garg , Dimitra Panagou

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Robust data-driven controllers typically rely on datasets from previous experiments, which embed information on the variability of the system parameters across past operational conditions. Complementarily, data collected online can…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Ignacio Sanchez , Filiberto Fele , Daniel Limon

Effective containment of spreading processes such as epidemics requires accurate knowledge of several key parameters that govern their dynamics. In this work, we first show that the problem of identifying the underlying parameters of…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Chi Ho Leung , William E. Retnaraj , Ashish R. Hota , Philip E. Paré

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin