Related papers: Probabilistic Region-of-Attraction Estimation with…
This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
This work proposes an algorithm to bound the minimum distance between points on trajectories of a dynamical system and points on an unsafe set. Prior work on certifying safety of trajectories includes barrier and density methods, which do…
Motion planning for merging scenarios accounting for measurement and prediction uncertainties is a major challenge on the way to autonomous driving. Classical methods subdivide the motion planning into behavior and trajectory planning, thus…
We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…
While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…
In this paper we demonstrate the feasibility and utility of an augmented version of the Gibbs ensemble Monte Carlo method for computing the phase behavior of systems with strong, extremely short-ranged attractions. For generic potential…
Developing and fielding complex systems requires proof that they are reliably correct with respect to their design and operating requirements. Especially for autonomous systems which exhibit unanticipated emergent behavior, fully…
We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…
We characterize and compute the maximal admissible positively invariant set for asymptotically stable constrained switching linear systems. Motivated by practical problems found, e.g., in obstacle avoidance, power electronics and nonlinear…
The increasing uptake of inverter based resources (IBRs) has resulted in many new challenges for power system operators around the world. The high level of complexity of IBR generators makes accurate classical model-based stability analysis…
We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for such problems is to impose sampled constraints, following…
We address the long-standing problem of computing the region of attraction (ROA) of a target set (e.g., a neighborhood of an equilibrium point) of a controlled nonlinear system with polynomial dynamics and semialgebraic state and input…
In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
This paper presents a novel approach for augmenting proof-based verification with performance-style analysis of the kind employed in state-of-the-art model checking tools for probabilistic systems. Quantitative safety properties usually…
The verification and validation of automated and autonomous driving systems impose a major challenge, especially the identification of suitable test scenarios. This work presents a methodology that adopts metaheuristic search to optimize…
Despite substantial improvement in the development of forecasting approaches, conditional and dynamic uncertainty estimates ought to be accommodated in decision-making in power system operation and market, in order to yield either…
In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…