2 citations · 6 across the 11 of their papers we have counts for
13 papers
Risk-Aware Stability of Discrete-Time Systems
Margaret P. Chapman, Dionysios S. Kalogerias
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 ch…
Information-theoretic multi-time-scale partially observable systems with inspiration from leukemia treatment
Margaret P. Chapman, Emily Jensen, Steven M. Chan +1
We study a partially observable nonlinear stochastic system with unknown parameters, where the given time scales of the states and measurements may be distinct. The proposed settin…
Toward Scalable Risk Analysis for Stochastic Systems Using Extreme Value Theory
Evan Arsenault, Yuheng Wang, Margaret P. Chapman
We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effe…
A Non-linear Differentiable Model for Stormwater-based Irrigation of a Green Roof in Toronto
Chia-Hui Yeh, Margaret P. Chapman
Green infrastructure has potential to alleviate the environmental impact of rapidly growing cities. This potential has inspired laws in Toronto that require the inclusion of roofto…
Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control
Yuheng Wang, Margaret P. Chapman
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…
CVaR-based Safety Analysis in the Infinite Time Horizon Setting
Chuanning Wei, Michael Fauss, Margaret P. Chapman
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…
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria
Kevin M. Smith, Margaret P. Chapman
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 functiona…
Classical Risk-Averse Control for a Finite-Horizon Borel Model
Margaret P. Chapman, Kevin M. Smith
We study a risk-averse optimal control problem for a finite-horizon Borel model, where a cumulative cost is assessed via exponential utility. The setting permits non-linear dynamic…
On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
Margaret P. Chapman, Michael Fauss, Kevin M. Smith
The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axioma…
Toward a Scalable Upper Bound for a CVaR-LQ Problem
Margaret P. Chapman, Laurent Lessard
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 (…
Risk-sensitive safety analysis using Conditional Value-at-Risk
Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith +3
This paper develops a safety analysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets a…
Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk
Margaret P. Chapman, Jonathan P. Lacotte, Kevin M. Smith +4
This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to…
A Risk-Sensitive Finite-Time Reachability Approach for Safety of Stochastic Dynamic Systems
Margaret P. Chapman, Jonathan Lacotte, Aviv Tamar +7
A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint…