Search Results for author:
Found 10 papers, 5 papers with code
Risk-Aware Stability of Discrete-Time Systems
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 characterized.
Information-theoretic multi-time-scale partially observable systems with inspiration from leukemia treatment
We study a partially observable nonlinear stochastic system with unknown parameters, where the given time scales of the states and measurements may be distinct.
A Non-linear Differentiable Model for Stormwater-based Irrigation of a Green Roof in Toronto
We study the problem of reusing stormwater to irrigate a green roof in Toronto, where potable water is the current irrigation source.
Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control
Our second contribution is to unify the concepts of risk and autonomous systems.
CVaR-based Safety Analysis in the Infinite Time Horizon Setting
We develop a risk-averse safety analysis method for stochastic systems on discrete infinite time horizons.
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria
An objective cost is a realization $y$ of a random variable $Y$.
Classical Risk-Averse Control for a Finite-Horizon Borel Model
We study a risk-averse optimal control problem for a finite-horizon Borel model, where a cumulative cost is assessed via exponential utility.
On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
We prove that the optimal CVaR of a maximum random cost enjoys an equivalent representation in terms of the solutions to these dynamic programs under appropriate assumptions.
Toward a Scalable Upper Bound for a CVaR-LQ Problem
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR).
Risk-sensitive safety analysis using Conditional Value-at-Risk
In addition, we propose a second definition for risk-sensitive safe sets and provide a tractable method for their estimation without using a parameter-dependent upper bound.
