2 papers
math.OC2026
Risk-Aware Linear-Quadratic Regulation with Temporally Coupled States
Chuanning Wei, Kin Fung Li, Dionysis Kalogerias +1
We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon that penalizes temporal variability and stochastic variability of the state tra…
eess.SY2021
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…