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math.OC2026★ 1 cited
Unsafe Probabilities and Risk Contours for Stochastic Processes using Convex Optimization
Jared Miller, Matteo Tacchi, Didier Henrion +1
This paper proposes an algorithm to calculate the maximal probability of unsafety with respect to trajectories of a stochastic process and a hazard set. The unsafe probability esti…
math.OC2024
Robustly Learning Regions of Attraction from Fixed Data
Matteo Tacchi, Yingzhao Lian, Colin Jones
While stability analysis is a mainstay for control science, especially computing regions of attraction of equilibrium points, until recently most stability analysis tools always re…
math.OC2024
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…