We present an historical overview about the connections between the analysis of risk and
the control of autonomous systems. We offer two main contributions. Our first contribution is …

The paper provides an overview of the theory and applications of risk-sensitive Markov
decision processes. The term'risk-sensitive'refers here to the use of the Optimized Certainty …

This article develops a safetyanalysis method for stochastic systems that is sensitive to the
possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets as …

In this study, an energy-management approach based on digital twin is developed to
manage a microgrid (MG) based on the energy generated by renewable sources of solar …

The standard approach to risk-averse control is to use the exponential utility (EU) functional,
which has been studied for several decades. Like other risk-averse utility functionals, EU …

We develop a risk-averse safety analysis method for stochastic systems on discrete infinite
time horizons. Our method quantifies the notion of risk for a control system in terms of the …

We develop a generalized stability framework for stochastic discrete-time linear systems that
enriches the ways in which the distribution of the state energy can be characterized. We use …

We develop a generalized stability framework for stochastic discrete-time systems, where
the generality pertains to the ways in which the distribution of the state energy can be …

In pool-based electricity markets, generators may have incentives to deviate from market-
clearing outcomes, due to non-convex costs resulting from their operational specifications …

The need for a systematic approach to risk assessment has increased in recent years due to
the ubiquity of autonomous systems that alter our day-to-day experiences and their need for …