Unsafe probabilities and risk contours for stochastic processes using convex optimization

J Miller, M Tacchi, D Henrion, M Sznaier - arXiv preprint arXiv:2401.00815, 2024 - arxiv.org
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 …

Peak estimation and recovery with occupation measures

J Miller, D Henrion, M Sznaier - arXiv preprint arXiv:2009.06120, 2020 - arxiv.org
Peak Estimation aims to find the maximum value of a state function achieved by a dynamical
system. This problem is non-convex when considering standard Barrier and Density …