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Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Samuelson, Samantha | - |
dc.contributor.author | Yang, Insoon | - |
dc.date.accessioned | 2022-10-26T07:22:46Z | - |
dc.date.available | 2022-10-26T07:22:46Z | - |
dc.date.created | 2022-10-24 | - |
dc.date.issued | 2018-06 | - |
dc.identifier.citation | 2018 ANNUAL AMERICAN CONTROL CONFERENCE (ACC), pp.6285-6290 | - |
dc.identifier.issn | 0743-1619 | - |
dc.identifier.uri | https://hdl.handle.net/10371/186893 | - |
dc.description.abstract | In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set distance to formulate a safety risk-constrained optimal control problem. Our reformulation method using an extremal representation of the safety risk measure provides a computationally tractable dynamic programming solution. A useful byproduct of the proposed solution is the notion of a risk-constrained safe set, which is a new stochastic safety verification tool. We also establish useful connections between the risk-constrained safe sets and the popular probabilistic safe sets. The tradeoff between the risk tolerance and the mean performance of our controller is examined through an inventory control problem. | - |
dc.language | 영어 | - |
dc.publisher | IEEE | - |
dc.title | Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk | - |
dc.type | Article | - |
dc.identifier.doi | 10.23919/ACC.2018.8430957 | - |
dc.citation.journaltitle | 2018 ANNUAL AMERICAN CONTROL CONFERENCE (ACC) | - |
dc.identifier.wosid | 000591256606060 | - |
dc.identifier.scopusid | 2-s2.0-85052558652 | - |
dc.citation.endpage | 6290 | - |
dc.citation.startpage | 6285 | - |
dc.description.isOpenAccess | N | - |
dc.contributor.affiliatedAuthor | Yang, Insoon | - |
dc.type.docType | Proceedings Paper | - |
dc.description.journalClass | 1 | - |
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