Related papers: A Risk-Aware Control: Integrating Worst-Case CVaR …
Safety control of dynamical systems using barrier functions relies on knowing the full state information. This paper introduces a novel approach for safety control in uncertain MIMO systems with partial state information. The proposed…
Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tail-risk measures in finance and insurance industries as well as in highly reliable, safety-critical uncertain environments where often the underlying probability…
The ability to learn and execute optimal control policies safely is critical to realization of complex autonomy, especially where task restarts are not available and/or the systems are safety-critical. Safety requirements are often…
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…
In this paper, we study a novel episodic risk-sensitive Reinforcement Learning (RL) problem, named Iterated CVaR RL, which aims to maximize the tail of the reward-to-go at each step, and focuses on tightly controlling the risk of getting…
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we…
Real-time coordination of distributed energy resources (DERs) is crucial for regulating the voltage profile in distribution grids. By capitalizing on a scalable neural network (NN) architecture, one can attain decentralized DER decisions to…
We consider the problem of designing controllers to guarantee safety in a class of nonlinear systems under uncertainties in the system dynamics and/or the environment. We define a class of uncertain control barrier functions (CBFs), and…
Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…
This paper addresses the challenge of ensuring safety in stochastic control systems with high-relative-degree constraints, while maintaining feasibility and mitigating conservatism in risk evaluation. Control Barrier Functions (CBFs)…
This paper addresses the challenge of integrating explicit hard constraints into the control barrier function (CBF) framework for ensuring safety in autonomous systems, including robots. We propose a novel data-driven method to derive CBFs…
Risk-aware navigation in unknown environments is a fundamental challenge for autonomous vehicles operating in complex urban systems. To address this issue, this paper presents a differentiable optimization layered safety-critical control…
Ensuring safe autonomous driving in the presence of occlusions poses a significant challenge in its policy design. While existing model-driven control techniques based on set invariance can handle visible risks, occlusions create latent…
This paper offers a critical view of the "worst-case" approach that is the cornerstone of robust control design. It is our contention that a blind acceptance of worst-case scenarios may lead to designs that are actually more dangerous than…
We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…
This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…
We study risk-sensitive planning under partial observability using the dynamic risk measure Iterated Conditional Value-at-Risk (ICVaR). A policy evaluation algorithm for ICVaR is developed with finite-time performance guarantees that do not…
This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…
The increasing penetration of flexible loads, such as electric vehicles and AI data-centers necessitates new methodologies for quantifying electrical load hosting capacity under operational constraints and flexible connection agreements. We…
We consider a liquidation problem in which a risk-averse trader tries to liquidate a fixed quantity of an asset in the presence of market impact and random price fluctuations. The trader encounters a trade-off between the transaction costs…