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In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

Risk Management · Quantitative Finance 2024-08-13 Max Nendel , Alessandro Sgarabottolo

This paper studies the identification of nonlinearly parameterized control systems in given experiments. Several identifiability criteria are established and an implementable algorithm is proposed for practicality with the convergence rate…

Optimization and Control · Mathematics 2019-08-21 Chanying Li

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…

Optimization and Control · Mathematics 2015-05-21 Giorgio Valmorbida , Dhruva Raman , James Anderson

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

This paper study the parameter selection of predefined-time sliding mode and try to design a general nonsingular predefined-time terminal sliding mode. 1). On parameter selection: Some existing predefined-time sliding modes are designed to…

Optimization and Control · Mathematics 2020-10-07 Wen Yan

Precise manipulation tasks require accurate knowledge of payload inertial parameters. Unfortunately, identifying these parameters for unknown payloads while ensuring that the robotic system satisfies its input and state constraints while…

Robotics · Computer Science 2025-05-01 Bohao Zhang , Zichang Zhou , Ram Vasudevan

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

Robotics · Computer Science 2022-01-13 Gokhan Alcan , Ville Kyrki

Nonlinear dynamical systems, ranging from insect populations to lasers and chemical reactions, might exhibit sensitivity to small perturbations in their control parameters, resulting in uncertainties on the predictability of tunning…

Chaotic Dynamics · Physics 2014-03-10 E. S. Medeiros , I. L. Caldas , M. S. Baptista

This paper proposes a computationally efficient framework, based on interval analysis, for rigorous verification of nonlinear continuous-time dynamical systems with neural network controllers. Given a neural network, we use an existing…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Saber Jafarpour , Akash Harapanahalli , Samuel Coogan

The paper develops a novel and general methodology to characterize the nonlinearity of structural systems and to provide a mathematically proven basis for applying partial safety factors to nonlinear structural systems. It establishes, for…

Applications · Statistics 2022-12-06 Tammam Bakeer

The majority of existing probabilistic model checking case studies are based on well understood theoretical models and distributions. However, real-life probabilistic systems usually involve distribution parameters whose values are obtained…

Software Engineering · Computer Science 2013-08-29 Guoxin Su , David S. Rosenblum

Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Shenghua Feng , Jie An , Fanjiang Xu

Neural Networks (NNs) can provide major empirical performance improvements for closed-loop systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Michael Everett , Golnaz Habibi , Chuangchuang Sun , Jonathan P. How

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

In this paper, we present an approach for quantifying the propagated uncertainty of robot systems in an online and data-driven manner. Especially in Human-Robot Collaboration, keeping track of the safety compliance during run time is…

Robotics · Computer Science 2023-02-22 Woo-Jeong Baek , Torsten Kröger

The design process and complexity of existing safety controls are heavily determined by the geometrical properties of the environment, which affects the proof of convergence, design scalability, performance robustness, and numerical…

Robotics · Computer Science 2021-04-30 Azad Ghaffari , Seyed Amir Hosseini Dastja

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Modern power systems face a grand challenge in grid management due to increased electricity demand, imminent disturbances, and uncertainties associated with renewable generation, which can compromise grid security. The security assessment…

Numerical Analysis · Mathematics 2021-03-02 Mazhar Ali , Elena Gryazina , Anatoly Dymarsky , Petr Vorobev

Maintaining safety under adaptation has long been considered to be an important capability for autonomous systems. As these systems estimate and change the ego-model of the system dynamics, questions regarding how to develop safety…

Robotics · Computer Science 2021-09-08 Charles Noren , Weiye Zhao , Changliu Liu

Some applications require an assurance that certain criteria are violated with only low probability. An alert is generated when the current course of action is likely to violate assurance criteria and the alert results in corrective action.…