Image de couverture de livre

Peak Value-at-Risk Estimation of Stochastic Processes using Occupation Measures

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Miller, Jared, Tacchi, Matteo, Sznaier, Mario, Jasour, Ashkan
Format:	Preprint
Publié:	2023
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Unsafe Probabilities and Risk Contours for Stochastic Processes using Convex Optimization
par: Miller, Jared, et autres
Publié: (2024)

Peak Time-Windowed Risk Estimation of Stochastic Processes
par: Miller, Jared, et autres
Publié: (2024)

Quantifying the Safety of Trajectories using Peak-Minimizing Control
par: Miller, Jared, et autres
Publié: (2023)

Data-Driven Superstabilizing Control under Quadratically-Bounded Errors-in-Variables Noise
par: Miller, Jared, et autres
Publié: (2024)

Peak Estimation of Rational Systems using Convex Optimization
par: Miller, Jared, et autres
Publié: (2023)

Analysis and Control of Input-Affine Dynamical Systems using Infinite-Dimensional Robust Counterparts
par: Miller, Jared, et autres
Publié: (2021)

Maximizing Slice-Volumes of Semialgebraic Sets using Sum-of-Squares Programming
par: Miller, Jared, et autres
Publié: (2024)

Robust Data-Driven Receding-Horizon Control for LQR with Input Constraints
par: Zheng, Jian, et autres
Publié: (2025)

Challenges in Model Agnostic Controller Learning for Unstable Systems
par: Sznaier, Mario, et autres
Publié: (2025)

Probabilistic Reachable Set Estimation for Saturated Systems with Unbounded Additive Disturbances
par: Karam, Carlo, et autres
Publié: (2025)

Convex computation of regions of attraction from data using Sums-of-Squares programming
par: Khattabi, Oumayma, et autres
Publié: (2025)

Specialized effective Positivstellensätze for improved convergence rates of the moment-SOS hierarchy
par: Schlosser, Corbinian, et autres
Publié: (2024)

Convex Data-Driven Contraction With Riemannian Metrics
par: Oliveira, Andreas, et autres
Publié: (2024)

Safe Control for Pursuit-Evasion with Density Functions
par: Bozdag, Mustafa, et autres
Publié: (2025)

Stochastic Optimal Control via Local Occupation Measures
par: Holtorf, Flemming, et autres
Publié: (2022)

Robustly Learning Regions of Attraction from Fixed Data
par: Tacchi, Matteo, et autres
Publié: (2023)

Convergence rates for the moment-SoS hierarchy
par: Schlosser, Corbinian, et autres
Publié: (2024)

Incremental Gain Computation and Regulation of Discrete-time Positive Luré Systems using Linear Programming
par: Miller, Jared
Publié: (2025)

Optimal Control of H-Mode Tokamak Plasma Temperature based on Pontryagin's Principle
par: Jmal, Slim, et autres
Publié: (2025)

Robust Data-Driven Receding Horizon Control
par: Zheng, Jian, et autres
Publié: (2025)

SOStab: a Matlab Toolbox for Transient Stability Analysis
par: Drobot, Stéphane, et autres
Publié: (2023)

Data-driven approximation of regions of attraction via an LP-based selection of PWA Lyapunov functions
par: Khattabi, Oumayma, et autres
Publié: (2026)

Sample Complexity for Markov Decision Processes and Stochastic Optimal Control with Static Risk Measures
par: Chávez, Cristian, et autres
Publié: (2026)

On incremental and semi-global exponential stability of gradient flows satisfying generalized Łojasiewicz inequalities
par: Oliveira, Andreas, et autres
Publié: (2026)

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
par: Kaakai, Sarah, et autres
Publié: (2022)

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
par: Yu, Xian, et autres
Publié: (2024)

Markov Decision Processes with Value-at-Risk Criterion
par: Xia, Li, et autres
Publié: (2025)

Peak Bounds for the Estimation Error under Sensor Attacks
par: Stafström, Axel, et autres
Publié: (2026)

Algebraic Proofs of Path Disconnectedness using Time-Dependent Barrier Functions
par: Henrion, Didier, et autres
Publié: (2024)

An Iterative Problem-Driven Scenario Reduction Framework for Stochastic Optimization with Conditional Value-at-Risk
par: Zhuang, Yingrui, et autres
Publié: (2025)

Risk-Aware Fixed-Time Stabilization of Stochastic Systems under Measurement Uncertainty
par: Black, Mitchell, et autres
Publié: (2024)

Occupation-Measure Mean-Field Control: Optimization over Measures and Frank-Wolfe Methods
par: Yu, Di, et autres
Publié: (2026)

Estimation-Aware Trajectory Optimization with Set-Valued Measurement Uncertainties
par: Deole, Aditya, et autres
Publié: (2025)

On the Convergence Rate of MCTS for the Optimal Value Estimation in Markov Decision Processes
par: Chang, Hyeong Soo
Publié: (2024)

Bounding the Minimal Current Harmonic Distortion in Optimal Modulation of Single-Phase Power Converters
par: Miller, Jared, et autres
Publié: (2025)

Convergence and Robustness Bounds for Distributed Asynchronous Shortest-Path
par: Miller, Jared, et autres
Publié: (2025)

A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes
par: Ma, Wentao, et autres
Publié: (2024)

Stochastic Approximation Methods for Distortion Risk Measure Optimization
par: Jiang, Jinyang, et autres
Publié: (2025)

Featurized Occupation Measures for Structured Global Search in Numerical Optimal Control
par: Wei, Qi, et autres
Publié: (2026)

Gaussian Bayesian Networks for Estimating Stiff Continuous-Discrete Stochastic Systems with Ill-Conditioned Measurements
par: Behera, Priyank, et autres
Publié: (2025)