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With the rise of emerging risks, model uncertainty poses a fundamental challenge in the insurance industry, making robust pricing a first-order question. This paper investigates how insurers' robustness preferences shape competitive…

风险管理 · 定量金融 2025-10-20 Shunzhi Pang

We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…

最优化与控制 · 数学 2022-04-06 Xinyi Chen , Udaya Ghai , Elad Hazan , Alexandre Megretski

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

Security and safety are intertwined concepts in the world of computing. In recent years, the terms "sustainable security" and "sustainable safety" came into fashion and are being used referring to a variety of systems properties ranging…

密码学与安全 · 计算机科学 2022-11-16 Jan Tobias Muehlberg

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…

最优化与控制 · 数学 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

The intent of control argumentation frameworks is to specifically model strategic scenarios from the perspective of an agent by extending the standard model of argumentation framework in a way that takes unquantified uncertainty regarding…

人工智能 · 计算机科学 2022-10-24 Minal Suresh Patil

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…

系统与控制 · 计算机科学 2018-11-29 Sofie Haesaert , Sadegh Soudjani

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

计算机科学与博弈论 · 计算机科学 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Causal dynamics learning has recently emerged as a promising approach to enhancing robustness in reinforcement learning (RL). Typically, the goal is to build a dynamics model that makes predictions based on the causal relationships among…

机器学习 · 计算机科学 2024-06-06 Inwoo Hwang , Yunhyeok Kwak , Suhyung Choi , Byoung-Tak Zhang , Sanghack Lee

We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…

机器人学 · 计算机科学 2015-08-10 Pete Trautman

Robust control design is mainly devoted to guarantee closed-loop stability of a model-based control law in presence of parametric and structural uncertainties. The control law is usually a complex feedback law which is derived from a…

系统与控制 · 计算机科学 2011-08-12 Enrico Canuto , Wilber Acuna-Bravo , Andrés Molano-Jimenez , José Ospina , Carlos Perez-Montenegro

Deployment of robotic systems in the real world requires a certain level of robustness in order to deal with uncertainty factors, such as mismatches in the dynamics model, noise in sensor readings, and communication delays. Some approaches…

机器人学 · 计算机科学 2023-10-04 Henrique Ferrolho , Vladimir Ivan , Wolfgang Merkt , Ioannis Havoutis , Sethu Vijayakumar

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

机器学习 · 计算机科学 2024-01-15 Yaowei Hu , Jacob Lear , Lu Zhang

Involving people in energy systems planning can increase the legitimacy and socio-political feasibility of energy transitions. Participatory research in energy modelling offers the opportunity to engage with stakeholders in a comprehensive…

计算机与社会 · 计算机科学 2026-04-14 Oskar Vågerö , Koen van Greevenbroek , Aleksander Grochowicz , Maximilian Roithner

Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…

多智能体系统 · 计算机科学 2025-01-10 David Carraminana , Ana M. Bernardos , Juan A. Besada , Jose R. Casar

As the amount of volatile, renewable energy sources in power distribution grids is increasing, the stability of the latter is a vital aspect for grid operators. Within the STABEEL project, the authors develop rules on how to parametrize the…

系统与控制 · 电气工程与系统科学 2022-10-03 Sebastian Krahmer , Stefan Ecklebe , Peter Schegner , Klaus Röbenack

To develop robust manipulation policies, quantifying robustness is essential. Evaluating robustness in general manipulation, nonetheless, poses significant challenges due to complex hybrid dynamics, combinatorial explosion of possible…

机器人学 · 计算机科学 2024-10-28 Yifei Dong , Xianyi Cheng , Florian T. Pokorny

This paper studies the structural controllability of a class of uncertain switched linear systems, where the parameters of subsystems state matrices are either unknown or zero. The structural controllability is a generalization of the…

系统与控制 · 计算机科学 2013-08-27 Xiaomeng Liu , Hai Lin , Ben M. Chen

Contact-based decision and planning methods are becoming increasingly important to endow higher levels of autonomy for legged robots. Formal synthesis methods derived from symbolic systems have great potential for reasoning about high-level…

机器人学 · 计算机科学 2022-01-04 Ye Zhao , Yinan Li , Luis Sentis , Ufuk Topcu , Jun Liu

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

系统与控制 · 电气工程与系统科学 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone