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We consider a simulation-based Ranking and Selection (R&S) problem with input uncertainty, where unknown input distributions can be estimated using input data arriving in batches of varying sizes over time. Each time a batch arrives,…

最优化与控制 · 数学 2022-09-05 Di Wu , Yuhao Wang , Enlu Zhou

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

系统与控制 · 电气工程与系统科学 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…

最优化与控制 · 数学 2021-01-06 Guillaume O. Berger , Raphaël M. Jungers , Zheming Wang

Trajectory optimization under uncertainty underpins a wide range of applications in robotics. However, existing methods are limited in terms of reasoning about sources of epistemic and aleatoric uncertainty, space and time correlations,…

机器人学 · 计算机科学 2023-09-28 Thomas Lew , Riccardo Bonalli , Marco Pavone

In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…

系统与控制 · 电气工程与系统科学 2024-10-10 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Luca Laurenti , Alessandro Abate

With the growing interest in deploying robots in unstructured and uncertain environments, there has been increasing interest in factoring risk into safety-critical control development. Similarly, the authors believe risk should also be…

系统与控制 · 电气工程与系统科学 2022-03-08 Prithvi Akella , Mohamadreza Ahmadi , Aaron D. Ames

We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…

计算机科学中的逻辑 · 计算机科学 2021-05-27 Sebastian Junges , Hazem Torfah , Sanjit A. Seshia

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…

最优化与控制 · 数学 2024-07-18 Nishanth Venkatesh , Aditya Dave , Ioannis Faros , Andreas A. Malikopoulos

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

最优化与控制 · 数学 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

统计理论 · 数学 2018-04-16 Anatoli Juditsky , Arkadi Nemirovski

This paper studies the attack detection problem in a data-driven and model-free setting, for deterministic systems with linear and time-invariant dynamics. Differently from existing studies that leverage knowledge of the system dynamics to…

系统与控制 · 电气工程与系统科学 2020-03-19 Vishaal Krishnan , Fabio Pasqualetti

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

人工智能 · 计算机科学 2024-04-23 Kim Hammar , Rolf Stadler

Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system. Recently, several systemic…

数理金融 · 定量金融 2023-08-02 Çağın Ararat , Nurtai Meimanjan

We develop a control algorithm that ensures the safety, in terms of confinement in a set, of a system with unknown, 2nd-order nonlinear dynamics. The algorithm establishes novel connections between data-driven and robust, nonlinear control.…

系统与控制 · 电气工程与系统科学 2021-05-17 Christos K. Verginis , Franck Djeumou , Ufuk Topcu

As the complexity of control systems increases, safety becomes an increasingly important property since safety violations can damage the plant and put the system operator in danger. When the system dynamics are unknown, safety-critical…

系统与控制 · 电气工程与系统科学 2021-09-29 Luyao Niu , Hongchao Zhang , Andrew Clark

In this paper, we study convex risk measures with weak optimal transport penalties. In a first step, we show that these risk measures allow for an explicit representation via a nonlinear transform of the loss function. In a second step, we…

数理金融 · 定量金融 2023-12-12 Michael Kupper , Max Nendel , Alessandro Sgarabottolo

This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…

系统与控制 · 电气工程与系统科学 2021-06-14 Gennaro Notomista , Matteo Saveriano

In this work, we evaluate theoretical results on the feasibility of, the worst-case impact of, and defense mechanisms against a stealthy sensor attack in an experimental setup. We demonstrate that for a controller with stable dynamics the…

系统与控制 · 电气工程与系统科学 2022-05-02 David Umsonst , Henrik Sandberg

In this paper, we study the impact of stealthy attacks on the Cyber-Physical System (CPS) modeled as a stochastic linear system. An attack is characterised by a malicious injection into the system through input, output or both, and it is…

系统与控制 · 电气工程与系统科学 2020-02-06 Tianju Sui , Yilin Mo , Damián Marelli , Ximing Sun , Minyue Fu

In this paper, we consider the problem of attack-resilient state estimation, that is to reliably estimate the true system states despite two classes of attacks: (i) attacks on the switching mechanisms and (ii) false data injection attacks…

最优化与控制 · 数学 2017-07-25 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli