33 citations · 47 across the 7 of their papers we have counts for
3 papers · 1 filter
Risk Control of Traffic Flow Through Chance Constraints and Large Deviation Approximation
Rui Xu, Shanyin Tong, Xuan Di
We develop a rare chance-constrained optimal control framework for autonomous traffic management, with traffic dynamics governed by stochastic partial differential equations. To ef…
Optimization under rare chance constraints
Shanyin Tong, Anirudh Subramanyam, Vishwas Rao
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and r…
Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
Shanyin Tong, Eric Vanden-Eijnden, Georg Stadler
We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quant…