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This paper presents a safe controller synthesis of discrete-time stochastic systems using Control Barrier Functions (CBFs). The proposed condition allows the design of a safe controller synthesis that ensures system safety while avoiding…

Systems and Control · Electrical Eng. & Systems 2025-01-17 Sotaro Fushimi , Kenta Hoshino , Yuki Nishimura

This paper proposes a constructive approach to safety control of nonlinear cascade systems subject to multiple state constraints. New design ingredients include a unified characterization of safety and stability for systematic designs of…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Si Wu , Tengfei Liu , Zhong-Ping Jiang

Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…

Optimization and Control · Mathematics 2026-03-31 Rui Chen , Nan Jiang

Trajectory prediction is significant for intelligent vehicles to achieve high-level autonomous driving, and a lot of relevant research achievements have been made recently. Despite the rapid development, most existing studies solely focused…

Robotics · Computer Science 2024-07-19 Qingfan Wang , Dongyang Xu , Gaoyuan Kuang , Chen Lv , Shengbo Eben Li , Bingbing Nie

We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four…

Machine Learning · Statistics 2018-10-23 Prashanth L. A.

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

Optimization and Control · Mathematics 2023-04-04 Aditya Dave , Ioannis Faros , Nishanth Venkatesh , Andreas A. Malikopoulos

We account for time-varying parameters in the conditional expectile-based value at risk (EVaR) model. The EVaR downside risk is more sensitive to the magnitude of portfolio losses compared to the quantile-based value at risk (QVaR). Rather…

Statistical Finance · Quantitative Finance 2020-09-29 Xiu Xu , Andrija Mihoci , Wolfgang Karl Härdle

Safety performance evaluation is critical for developing and deploying connected and automated vehicles (CAVs). One prevailing way is to design testing scenarios using prior knowledge of CAVs, test CAVs in these scenarios, and then evaluate…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Jingxuan Yang , Haowei Sun , Honglin He , Yi Zhang , Shuo Feng , Henry X. Liu

This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…

Optimization and Control · Mathematics 2021-09-21 Christoph Mark , Steven Liu

This paper considers safe control synthesis for dynamical systems with either probabilistic or worst-case uncertainty in both the dynamics model and the safety constraints. We formulate novel probabilistic and robust (worst-case) control…

Robotics · Computer Science 2022-10-04 Kehan Long , Vikas Dhiman , Melvin Leok , Jorge Cortés , Nikolay Atanasov

Synthesising safe controllers from visual data typically requires extensive supervised labelling of safety-critical data, which is often impractical in real-world settings. Recent advances in world models enable reliable prediction in…

Robotics · Computer Science 2025-07-21 Mehul Anand , Shishir Kolathaya

In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…

Risk Management · Quantitative Finance 2022-05-04 Taras Bodnar , Vilhelm Niklasson , Erik Thorsén

This paper firstly addresses the problem of risk assessment under false data injection attacks on uncertain control systems. We consider an adversary with complete system knowledge, injecting stealthy false data into an uncertain control…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Sribalaji C. Anand , André M. H. Teixeira , Anders Ahlén

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…

Logic in Computer Science · Computer Science 2018-05-09 Jan Křetínský , Tobias Meggendorfer

This manuscript presents a control barrier function based approach to shared control for preventing a vehicle from entering the part of the state space where it is unrecoverable. The maximal phase recoverable ellipse is presented as a safe…

Systems and Control · Electrical Eng. & Systems 2025-09-03 James Dallas , John Talbot , Makoto Suminaka , Michael Thompson , Thomas Lew , Gabor Orosz , John Subosits

In this paper, we provide a direct data-driven approach to synthesize safety controllers for unknown linear systems affected by unknown-but-bounded disturbances, in which identifying the unknown model is not required. First, we propose a…

Systems and Control · Electrical Eng. & Systems 2023-01-16 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

This paper introduces the notion of an Input Constrained Control Barrier Function (ICCBF), as a method to synthesize safety-critical controllers for non-linear control affine systems with input constraints. The method identifies a subset of…

Optimization and Control · Mathematics 2023-03-15 Devansh Agrawal , Dimitra Panagou