most citedPeak Time-Windowed Risk Estimation of Stochastic Processes

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math.OC2024★ 1 cited

Peak Time-Windowed Risk Estimation of Stochastic Processes

Jared Miller, Niklas Schmid, Matteo Tacchi +2

This paper develops a method to upper-bound extreme-values of time-windowed risks for stochastic processes. Examples of such risks include the maximum average or 90% quantile of th…

math.OC2024

Maximizing Slice-Volumes of Semialgebraic Sets using Sum-of-Squares Programming

Jared Miller, Chiara Meroni, Matteo Tacchi +1

This paper presents an algorithm to maximize the volume of an affine slice through a given semialgebraic set. This slice-volume task is formulated as an infinite-dimensional linear…