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Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

Conjunction assessment requires knowledge of the uncertainty in the predicted orbit. Errors in the atmospheric density are a major source of error in the prediction of low Earth orbits. Therefore, accurate estimation of the density and…

Earth and Planetary Astrophysics · Physics 2020-04-24 David J. Gondelach , Richard Linares

Designing clinical trials requires evaluating multiple operating characteristics (OCs), such as the likelihood of an early stopping decision, the probability of detecting a treatment effect, and the Type I error rate. In most cases, these…

Methodology · Statistics 2026-03-23 Susanna Gentile , Daniel E. Schwartz , Riddhiman Saha , Lorenzo Trippa

We address the challenge of enabling bipedal robots to traverse rough terrain by developing probabilistically safe planning and control strategies that ensure dynamic feasibility and centroidal robustness under terrain uncertainty.…

Robotics · Computer Science 2025-10-10 Kasidit Muenprasitivej , Ye Zhao , Glen Chou

We rely on Monte Carlo (MC) simulations to interpret searches for new physics at the Large Hadron Collider (LHC) and elsewhere. These simulations result in noisy and approximate estimators of selection efficiencies and likelihoods. In this…

High Energy Physics - Phenomenology · Physics 2026-04-22 Christopher Chang , Benjamin Farmer , Andrew Fowlie , Anders Kvellestad

Uncontrolled intersections account for a significant fraction of roadway crashes due to ambiguous right-of-way rules, occlusions, and unpredictable driver behavior. While autonomous vehicle research has explored uncertainty-aware decision…

Robotics · Computer Science 2025-09-24 Navya Tiwari , Joseph Vazhaeparampil , Victoria Preston

To navigate safely in urban environments, an autonomous vehicle (ego vehicle) must understand and anticipate its surroundings, in particular the behavior and intents of other road users (neighbors). Most of the times, multiple decision…

Computer Vision and Pattern Recognition · Computer Science 2020-10-23 Thibault Buhet , Emilie Wirbel , Andrei Bursuc , Xavier Perrotton

There will be a long time when automated vehicles are mixed with human-driven vehicles. Understanding how drivers assess driving risks and modelling their individual differences are significant for automated vehicles to develop human-like…

Numerical Analysis · Mathematics 2022-11-22 Chen Chen , Zhiqian Lan , Guojian Zhan , Yao Lyu , Bingbing Nie , Shengbo Eben Li

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

Prior works have analyzed the performance of millimeter wave automotive radars in the presence of diverse clutter and interference scenarios using stochastic geometry tools instead of more time-consuming measurement studies or system-level…

Information Theory · Computer Science 2023-12-12 Mohammad Taha Shah , Ankit Kumar , Gourab Ghatak , Shobha Sundar Ram

We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…

Physics and Society · Physics 2025-05-19 Simone Göttlich , Thomas Schillinger , Andrea Tosin

We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Yan Wang , Eric H. Tseng , Francesco Borrelli

In pedestrian-dense traffic scenarios, an autonomous vehicle may have to safely drive through a crowd of pedestrians while the vehicle tries to keep the desired speed as much as possible. This requires a model that can predict the motion of…

Systems and Control · Electrical Eng. & Systems 2019-07-12 Dongfang Yang , Ümit Özgüner

Probabilities of causation (PoC) are valuable concepts for explainable artificial intelligence and practical decision-making. PoC are originally defined for scalar binary variables. In this paper, we extend the concept of PoC to continuous…

Artificial Intelligence · Computer Science 2024-06-03 Yuta Kawakami , Manabu Kuroki , Jin Tian

Uncertainty in the behavior of other traffic participants is a crucial factor in collision avoidance for automated driving; here, stochastic metrics could avoid overly conservative decisions. This paper introduces a Stochastic Model…

Systems and Control · Electrical Eng. & Systems 2024-10-15 Leila Gharavi , Azita Dabiri , Jelske Verkuijlen , Bart De Schutter , Simone Baldi

This paper proposes a model to estimate the probability of a vehicle reaching a near-term goal state using one or multiple lane changes based on parameters corresponding to traffic conditions and driving behavior. The proposed model not…

Robotics · Computer Science 2021-02-02 Goodarz Mehr , Azim Eskandarian

As mobile robots and autonomous vehicles become increasingly prevalent in human-centred environments, there is a need to control the risk of collision. Perceptual modules, for example machine vision, provide uncertain estimates of object…

In Computer Vision, edge detection is one of the favored approaches for feature and object detection in images since it provides information about their objects boundaries. Other region-based approaches use probabilistic analysis such as…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Dominique Beaini , Sofiane Achiche , Fabrice Nonez , Maxime Raison

Path planning in dynamic environments is essential to high-risk applications such as unmanned aerial vehicles, self-driving cars, and autonomous underwater vehicles. In this paper, we generate collision-free trajectories for a robot within…

Robotics · Computer Science 2020-07-30 Sourav Dutta , Tuan Tran , Banafsheh Rekabdar , Chinwe Ekenna
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