We consider defining risk probability in stochastic control problems under distribution ambiguity. Current approaches for chance-constrained control typically assume that the true state distribution is known and Gaussian distributed. These assumptions are not amenable to many real-world engineering applications where system dynamics are nonlinear and only approximately modeled. In this work, we define a distribution ambiguity set and, with a variational expression for exponential integrals, bound the expected risk value under an unknown distribution that resides within a relative entropy distance of a nominal Gaussian reference distribution. Our bound recovers the reference risk value in the zero-divergence limit. A method is presented to determine the relative entropy distance defining the ambiguity set that is a function of the reference covariance evolution and second-order dynamical truncation errors. The resulting contributions provide a framework for handling distributional ambiguity in nonlinear covariance steering problems. A stochastic spacecraft guidance example is presented to demonstrate our contributions.
In this paper, we study an unmanned aerial vehicle (UAV)-assisted integrated sensing and communication (ISAC) system, where a UAV enhances the sensing capability of a base station (BS) towards a target while ensuring reliable communication towards a downlink user. This architectu…
A two-stage mixed-integer linear programming framework is introduced for subsea pipeline incident response planning, jointly optimizing Subsea Docking Plate (SDP) placement and resident autonomous underwater vehicle allocation to minimize both maximum and average response times u…
Fully actuated unmanned aerial vehicles (UAVs) are usually certified through rank conditions on a control-allocation matrix or through free-flight tracking performance. For aerial physical interaction, this certification may be incomplete. During sustained contact, part of the av…
Motion planning algorithms compute control sequences that drive autonomous robots to goal regions while avoiding unsafe states. Existing methods, from sampling-based planning to deep reinforcement learning, typically provide task-completion guarantees only with respect to a nomin…
We study distributionally robust linear chance-constrained problems in which uncertainty is modeled by a Gaussian mixture model (GMM). Finite-support distributionally robust (FDR) formulations, widely used in data-driven robust optimization, robustify over empirical mixture suppo…
Motivated by stochastic model predictive control applications, we present a semi-algebraic approach to constraint tightening for chance-constrained systems with unbounded additive disturbances and saturated inputs. The saturated error dynamics are handled via their exact piecewis…