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• W3215494060 abstract "This article develops a safetyanalysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define <italic xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>risk-sensitive safe sets</i> as sublevel sets of the solution to a nonstandard optimal control problem, where a random maximum cost is assessed via Conditional Value-at-Risk (CVaR). The objective function represents the maximum extent of constraint violation of the state trajectory, averaged over a given percentage of worst cases. This problem is well-motivated but difficult to solve tractably because the temporal decomposition for CVaR is history-dependent. Our primary theoretical contribution is to derive computationally tractable underapproximations to risk-sensitive safe sets. Our method provides a novel, theoretically guaranteed, parameter-dependent upper bound to the CVaR of a maximum cost without the need to augment the state space. For a fixed parameter value, the solution to only one Markov decision process problem is required to obtain the underapproximations for any family of risk-sensitivity levels. In addition, we propose a second definition for risk-sensitive safe sets and provide a tractable method for their estimation without using a parameter-dependent upper bound. The second definition is expressed in terms of a new coherent risk functional, which is inspired by CVaR. We demonstrate our primary theoretical contribution via numerical examples." @default.
• W3215494060 created "2021-12-06" @default.
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• W3215494060 date "2022-12-01" @default.
• W3215494060 modified "2023-10-12" @default.
• W3215494060 title "Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk" @default.
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• W3215494060 doi "https://doi.org/10.1109/tac.2021.3131149" @default.
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