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Chance-constrained motion planning requires uncertainty in dynamics to be propagated into uncertainty in state. When nonlinear models are used, Gaussian assumptions on the state distribution do not necessarily apply since almost all random…
Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…
When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…
Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…
A key challenge in science and engineering is to design experiments to learn about some unknown quantity of interest. Classical experimental design optimally allocates the experimental budget to maximize a notion of utility (e.g., reduction…
Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…
We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…
This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and…
Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…
For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical…
Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…
Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…
Accurate reconstruction of the environment is a central goal of Simultaneous Localization and Mapping (SLAM) systems. However, the agent's trajectory can significantly affect estimation accuracy. This paper presents a new method to model…
Linear models with additive unknown-but-bounded input disturbances are extensively used to model uncertainty in robust control systems design. Typically, the disturbance set is either assumed to be known a priori or estimated from data…
Efficient spatial exploration is a key aspect of search and rescue. In this paper, we present a search algorithm that generates efficient trajectories that optimize the rate at which probability mass is covered by a searcher. This should…
We study how to utilize (possibly machine-learned) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. The goal is to minimize the number of queries needed to solve the problem. We consider…
Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social…
Robust autonomy stacks require tight integration of perception, motion planning, and control layers, but these layers often inadequately incorporate inherent perception and prediction uncertainties, either ignoring them altogether or making…
We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…
This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…