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In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of…
This article considers the challenge of accommodating outlier measurements in state estimation. The Risk-Averse Performance-Specified (RAPS) state estimation approach addresses outliers as a measurement selection Bayesian risk minimization…
This paper deals with the computation of the largest robust control invariant sets (RCISs) of constrained nonlinear systems. The proposed approach is based on casting the search for the invariant set as a graph theoretical problem.…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…
Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…
In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…
Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…
This paper studies the communication complexity of convex risk-averse optimization over a network. The problem generalizes the well-studied risk-neutral finite-sum distributed optimization problem and its importance stems from the need to…
Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical…
Recommender systems rely heavily on increasing computation resources to improve their business goal. By deploying computation-intensive models and algorithms, these systems are able to inference user interests and exhibit certain ads or…
This paper proposes a risk-aware control approach to enforce safety for discrete-time nonlinear systems subject to stochastic uncertainties. We derive some useful results on the worst-case Conditional Value-at-Risk (CVaR) and define a…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…
In this paper, we study a concatenate coding scheme based on sparse regression code (SPARC) and tree code for unsourced random access in massive multiple-input and multiple-output systems. Our focus is concentrated on efficient decoding for…
Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…
Neural Networks (NNs) can provide major empirical performance improvements for robotic systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating the…
This paper presents an optimisation-based approach for an obstacle avoidance problem within an autonomous vehicle racing context. Our control regime leverages online reachability analysis and sensor data to compute the maximal safe…
In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…
This paper considers discrete-time linear systems with bounded additive disturbances, and studies the convergence properties of the backward reachable sets of robust controlled invariant sets (RCIS). Under a simple condition, we prove that…