Related papers: Distributionally Robust Control Synthesis for Stoc…
We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…
Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for…
Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…
In this paper we introduce a novel approach to distributionally robust optimal control that supports online learning of the ambiguity set, while guaranteeing recursive feasibility. We introduce conic representable risk, which is useful to…
In this paper, we propose a data-driven robust safety verification framework for stochastic dynamical systems modeled as Markov decision processes with time-varying and uncertain transition probabilities. Rather than assuming access to the…
This paper considers enforcing safety and stability of dynamical systems in the presence of model uncertainty. Safety and stability constraints may be specified using a control barrier function (CBF) and a control Lyapunov function (CLF),…
In this paper, we investigate the control of a cyber-physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic…
Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…
Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…
This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…
Accurate quantification of safety is essential for the design of autonomous systems. In this paper, we present a methodology to characterize the exact probabilities associated with invariance and recovery in safe control. We consider a…
In this work, we propose a robust optimization approach to mitigate the impact of uncertainties in particle precipitation. Our model incorporates partial differential equations, more particular nonlinear and nonlocal population balance…
We propose novel controller synthesis techniques for probabilistic systems modelled using stochastic two-player games: one player acts as a controller, the second represents its environment, and probability is used to capture uncertainty…
In this work, we study verification and synthesis problems for safety specifications over unknown discrete-time stochastic systems. When a model of the system is available, barrier certificates have been successfully applied for ensuring…
This work addresses maximally robust control synthesis under unknown disturbances. We consider a general nonlinear system, subject to a Signal Temporal Logic (STL) specification, and wish to jointly synthesize the maximal possible…