Related papers: Data-driven Reachable Set Estimation with Tunable …
Despite the possibility to quickly compute reachable sets of large-scale linear systems, current methods are not yet widely applied by practitioners. The main reason for this is probably that current approaches are not push-button-capable…
The reachable sets of nonlinear control systems can in general only be numerically approximated, and are often very expensive to calculate. In this paper, we propose an algorithm that tracks only the boundaries of the reachable sets and…
We propose a distributionally robust logistic regression model with an unfairness penalty that prevents discrimination with respect to sensitive attributes such as gender or ethnicity. This model is equivalent to a tractable convex…
In this work we present a novel technique, based on a trust-region optimization algorithm and second-order trajectory sensitivities, to compute the extreme trajectories of power system dynamic simulations given a bounded set that represents…
Standard stochastic control methods assume that the probability distribution of uncertain variables is available. Unfortunately, in practice, obtaining accurate distribution information is a challenging task. To resolve this issue, we…
We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as parameters of the distribution of the bounded…
As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…
We present algorithms for estimating the forward reachable set of a dynamical system using only a finite collection of independent and identically distributed samples. The produced estimate is the sublevel set of a function called an…
Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax…
We study data-driven decision problems where historical observations are generated by a time-evolving distribution whose consecutive shifts are bounded in Wasserstein distance. We address this nonstationarity using a distributionally robust…
We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…
Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…
In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…
We tackle the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain time-varying locations. The uncertainties are modeled using widely accepted Gaussian distributions, resulting in a…
This paper addresses the conservatism in data-driven reachability analysis for discrete-time linear systems subject to bounded process noise, where the system matrices are unknown and only input--state trajectory data are available.…
Goal-conditioned planning benefits from learned low-dimensional representations of rich observations. While compact latent representations typically learned from variational autoencoders or inverse dynamics enable goal-conditioned decision…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
The main objective of this paper is to outline a theoretical framework to characterise humans' decision-making strategies under uncertainty, in particular active learning in a black-box optimization task and trading-off between information…
In real world applications, uncertain parameters are the rule rather than the exception. We present a reachability algorithm for linear systems with uncertain parameters and inputs using set propagation of polynomial zonotopes. In contrast…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…