相关论文: Risk Assessment of Stealthy Attacks on Uncertain C…
Selecting the combination of security controls that will most effectively protect a system's assets is a difficult task. If the wrong controls are selected, the system may be left vulnerable to cyber-attacks that can impact the…
In this paper, we address the trajectory planning problem in uncertain nonconvex static and dynamic environments that contain obstacles with probabilistic location, size, and geometry. To address this problem, we provide a risk bounded…
This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…
This paper proposes an algorithm to calculate the maximal probability of unsafety with respect to trajectories of a stochastic process and a hazard set. The unsafe probability estimation problem is cast as a primal-dual pair of…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…
We develop data-driven algorithms for reachability analysis and control of systems with a priori unknown nonlinear dynamics. The resulting algorithms not only are suitable for settings with real-time requirements but also provide provable…
In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…
Undetectable attacks are an important class of malicious attacks threatening the security of cyber-physical systems, which can modify a system's state but leave the system output measurements unaffected, and hence cannot be detected from…
This paper studies the design of controllers for discontinuous dynamics that ensure the safety of non-smooth sets. The safe set is represented by arbitrarily nested unions and intersections of 0-superlevel sets of differentiable functions.…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
Although adverse effects of attacks have been acknowledged in many cyber-physical systems, there is no system-theoretic comprehension of how a compromised agent can leverage communication capabilities to maximize the damage in distributed…
Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…
We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
This article investigates the security issue caused by false data injection attacks in distributed estimation, wherein each sensor can construct two types of residues based on local estimates and neighbor information, respectively. The…