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Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…

Machine Learning · Computer Science 2025-03-25 Yannik Schnitzer , Alessandro Abate , David Parker

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

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…

Systems and Control · Electrical Eng. & Systems 2021-12-13 Peter Coppens , Panagiotis Patrinos

This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…

Systems and Control · Electrical Eng. & Systems 2022-06-30 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli , Majid Zamani

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

Decision making for dynamic systems is challenging due to the scale and dynamicity of such systems, and it is comprised of decisions at strategic, tactical, and operational levels. One of the most important aspects of decision making is…

Applications · Statistics 2019-11-12 Sara Masoud , Bijoy Chowdhury , Young-Jun Son , Russell Tronstad

Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to…

Optimization and Control · Mathematics 2026-04-23 Xianyu Li , Huan Xu , Xiaolin Huang , Chao Shang

This paper presents a novel approach for ensuring safe operation of systems subject to input nonlinearities and time-varying safety constraints. We extend the time-varying barrier function framework to address time-varying safety…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Felix Biertümpfel , Jungbae Chun , Peter Seiler

We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…

Systems and Control · Electrical Eng. & Systems 2020-10-19 Adam J. Thorpe , Vignesh Sivaramakrishnan , Meeko M. K. Oishi

A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

A Markov decision process-based state switching is devised, implemented, and analyzed for proximity operations of various autonomous vehicles. The framework contains a pose estimator along with a multi-state guidance algorithm. The unified…

Robotics · Computer Science 2024-10-22 Deep Parikh , Ali Hasnain Khowaja , Manoranjan Majji

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

Optimization and Control · Mathematics 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian
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