Name
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. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.23919/acc.2018.8430957 | 2018 ANNUAL AMERICAN CONTROL CONFERENCE (ACC) |
DocType | Volume | ISSN |
Conference | abs/1802.07903 | 0743-1619 |
Citations | PageRank | References |
0 | 0.34 | 8 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Samantha Samuelson | 1 | 1 | 0.71 |
| Insoon Yang | 2 | 35 | 9.17 |