Related papers: A Risk-Aware Control: Integrating Worst-Case CVaR …
This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…
This paper proposes control approaches for discrete-time linear systems subject to stochastic disturbances. It employs Kalman filter to estimate the mean and covariance of the state propagation, and the worst-case conditional value-at-risk…
This paper develops a safety analysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets as sub-level sets of the solution to a non-standard optimal…
Enforcing safety in the presence of stochastic uncertainty is a challenging problem. Traditionally, researchers have proposed safety in the statistical mean as a safety measure in this case. However, ensuring safety in the statistical mean…
Many safety-critical control systems must operate under latent uncertainty that sensors cannot directly resolve at decision time. Such uncertainty, arising from unknown physical properties, exogenous disturbances, or unobserved environment…
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…
The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axiomatic foundation. We consider a nonstandard optimal control…
In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set…
In this paper, we present a novel Model Predictive Control method for autonomous robots subject to arbitrary forms of uncertainty. The proposed Risk-Aware Model Predictive Path Integral (RA-MPPI) control utilizes the Conditional…
Worst-case risk measures refer to the calculation of the largest value for risk measures when only partial information of the underlying distribution is available. For the popular risk measures such as Value-at-Risk (VaR) and Conditional…
Safe control in dynamic traffic environments remains a major challenge for autonomous vehicles (AVs), as ego vehicle and obstacle states are inherently affected by sensing noise and estimation uncertainty. However, existing studies have not…
For many real-world decision-making problems subject to uncertainty, it may be essential to deal with multiple and often conflicting objectives while taking the decision-makers' risk preferences into account. Conditional value-at-risk…
This paper introduces the notions of stability, ultimate boundedness, and positive invariance for stochastic systems in the view of risk. More specifically, those notions are defined in terms of the worst-case Conditional Value-at-Risk…
We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…
This paper proposes a unified control framework based on Response-Aware Risk-Constrained Control Barrier Function for dynamic safety boundary control of vehicles. Addressing the problem of physical model parameter mismatch, the framework…
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that…
This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…
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…
This paper presents a new control approach for guaranteed safety (remaining in a safe set) subject to actuator constraints (the control is in a convex polytope). The control signals are computed using real-time optimization, including…