相关论文: Distributionally Robust Control Synthesis for Stoc…

Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…

This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…

Model mismatches prevail in real-world applications. Ensuring safety for systems with uncertain dynamic models is critical. However, existing robust safe controllers may not be realizable when control limits exist. And existing methods use…

This paper studies the expected optimal value of a mixed 0-1 programming problem with uncertain objective coefficients following a joint distribution. We assume that the true distribution is not known exactly, but a set of independent…

We consider multiperiod stochastic control problems with non-parametric uncertainty on the underlying probabilistic model. We derive a new metric on the space of probability measures, called the adapted $(p, \infty)$--Wasserstein distance…

We study distributionally robust chance-constrained programs (DRCCPs) with individual chance constraints under a Wasserstein ambiguity. The DRCCPs treat the risk tolerances associated with the distributionally robust chance constraints…

We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…

We study the problem of co-designing control barrier functions and linear state feedback controllers for discrete-time linear systems affected by additive disturbances. For disturbances of bounded magnitude, we provide a semi-definite…

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…

We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness in the space of distributions and we show, using duality…

The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…

In state estimation tasks, the usual assumption of exactly known disturbance distribution is often unrealistic and renders the estimator fragile in practice. The recently emerging Wasserstein distributionally robust state estimation (DRSE)…

Data-driven machine learning methodologies have attracted considerable attention for the control and estimation of dynamical systems. However, such implementations suffer from a lack of predictability and robustness. Thus, adoption of…

Stability and safety are crucial in safety-critical control of dynamical systems. The reach-avoid-stay objectives for deterministic dynamical systems can be effectively handled by formal methods as well as Lyapunov methods with soundness…

This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…