Non-gaussian risk bounded trajectory optimization for stochastic nonlinear systems in uncertain environments

W Han, A Jasour, B Williams - 2022 International Conference …, 2022 - ieeexplore.ieee.org
We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic
systems. More precisely, we consider the motion planning problem in which the robot has …

Hierarchical Fault-Tolerant Coverage Control for an Autonomous Aerial Agent

S Papaioannou, C Vitale, P Kolios… - arXiv preprint arXiv …, 2024 - arxiv.org
Fault-tolerant coverage control involves determining a trajectory that enables an
autonomous agent to cover specific points of interest, even in the presence of actuation …

Chance Constrained Stochastic Optimal Control for Arbitrarily Disturbed LTI Systems Via the One-Sided Vysochanskij-Petunin Inequality

S Priore, M Oishi - arXiv preprint arXiv:2303.12295, 2023 - arxiv.org
While many techniques have been developed for chance constrained stochastic optimal
control with Gaussian disturbance processes, far less is known about computationally …

(Simple) ΔCoVaR bounds

M Mercadier, F Strobel - Applied Economics Letters, 2023 - Taylor & Francis
Full article: (Simple) ΔCoVaR bounds Skip to Main Content Taylor and Francis Online homepage
Taylor and Francis Online homepage Log in | Register Cart 1.Home 2.All Journals 3.Applied …

[HTML][HTML] Bank insolvency risk, Z-score measures and unimodal returns: A refinement

M Mercadier, F Strobel - The Quarterly Review of Economics and Finance, 2024 - Elsevier
We develop refined probability bounds for bank insolvency risk measures based on the Z-
score, analogous to those given by Cantelli's inequality under the additional assumption of …

Chance constrained stochastic optimal control for linear systems with a time varying random control matrix

I Pacula, M Oishi - … IEEE Conference on Control Technology and …, 2023 - ieeexplore.ieee.org
This work proposes an open-loop methodology to solve chance constrained stochastic
optimal control problems for linear systems with a stochastic control matrix. We consider a …

Chance Constrained Stochastic Optimal Control for Linear Systems with Time Varying Random Plant Parameters

S Priore, A Bidram, M Oishi - 2023 American Control …, 2023 - ieeexplore.ieee.org
We propose an open loop control scheme for linear systems with time-varying random
elements in the plant's state matrix. This paper focuses on joint chance constraints for …

Stochastic Optimal Control For Gaussian Disturbances with Unknown Mean and Variance Based on Sample Statistics

S Priore, M Oishi - 2023 62nd IEEE Conference on Decision …, 2023 - ieeexplore.ieee.org
We propose an open loop methodology based on sample statistics to solve chance
constrained stochastic optimal control problems with probabilistic safety guarantees for …

Chance Constrained Stochastic Optimal Control of Discrete Time Linear Stochastic Systems With Applications in Multi-Satellite Operations

S Priore - 2023 - search.proquest.com
Stochastic disturbances arise in a variety of engineering applications. For tractability,
Gaussian disturbances are often assumed. However, this may not always be valid, such as …

Risk Aware Planning and Probabilistic Prediction for Autonomous Systems under Uncertain Environments

W Han - 2023 - dspace.mit.edu
This thesis considers risk aware planning and probabilistic prediction for autonomous
systems under uncertain environments. Motion planning under uncertainty looks for …