Towards Integrated Perception and Motion Planning with Distributionally Robust Risk Constraints
نویسندگان
چکیده
منابع مشابه
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
Reward-risk ratio optimization is an important mathematical approach in finance. We revisit the model by considering a situation where an investor does not have complete information on the distribution of the underlying uncertainty and consequently a robust action is taken to mitigate the risk arising from ambiguity of the true distribution. We consider a distributionally robust reward-risk rat...
متن کاملComputationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
In optimization problems appearing in fields such as economics, finance, or engineering, it is often important that a risk measure of a decision-dependent random variable stays below a prescribed level. At the same time, the underlying probability distribution determining the risk measure’s value is typically known only up to a certain degree and the constraint should hold for a reasonably wide...
متن کاملDistributionally Robust Games with Risk-averse Players
We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that our “Distributionally Robust Game” constitutes a true generalization of three popular finite games. These are the Complete Information Games, Bayesian Games a...
متن کاملQuantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints
In this paper we consider a broad class of distributionally robust optimization (DRO for short) problems where the probability of the underlying random variables depends on the decision variables and the ambiguity set is defined through parametric moment conditions with generic cone constraints. Under some moderate conditions including Slater type conditions of cone constrained moment system an...
متن کاملRobust Motion Planning via Perception-Aware Multiobjective Search on GPUs
In this paper we describe a framework towards computing well-localized, robust motion plans through the perception-aware motion planning problem, whereby we seek a low-cost motion plan subject to a separate constraint on perception localization quality. To solve this problem we introduce the Multiobjective PerceptionAware Planning (MPAP) algorithm which explores the state space via a multiobjec...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2020
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2020.12.2396