gatekeeper: Safety Verification and Control for Nonlinear Systems in Unknown and Dynamic Environments

This paper presents the gatekeeper algorithm, a real-time and computationally-lightweight method to ensure that nonlinear systems can operate safely within unknown and dynamic environments despite limited perception. gatekeeper integrates with existing path planners and feedback controllers by introducing an additional verification step that ensures that proposed trajectories can be executed safely, despite nonlinear dynamics subject to bounded disturbances, input constraints and partial knowledge of the environment. Our key contribution is that (A) we propose an algorithm to recursively construct committed trajectories, and (B) we prove that tracking the committed trajectory ensures the system is safe for all time into the future. The method is demonstrated on a complicated firefighting mission in a dynamic environment, and compares against the state-of-the-art techniques for similar problems.Comment: submitted to IROS 2023, 8 pages, 4 figure

Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure

The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient policy may become inefficient when considering the corresponding truncated problem, thus stimulating investors' irrational investment behavior. We investigate analytically effects of portfolio constraints on time consistency of efficiency for convex cone constrained markets. More specifically, we derive the semi-analytical expressions for the pre-committed efficient mean-variance policy and the minimum-variance signed supermartingale measure (VSSM) and reveal their close relationship. Our analysis shows that the pre-committed discrete-time efficient mean-variance policy satisfies TCIE if and only if the conditional expectation of VSSM's density (with respect to the original probability measure) is nonnegative, or once the conditional expectation becomes negative, it remains at the same negative value until the terminal time. Our findings indicate that the property of time consistency in efficiency only depends on the basic market setting, including portfolio constraints, and this fact motivates us to establish a general solution framework in constructing TCIE dynamic portfolio selection problem formulations by introducing suitable portfolio constraints

Time-optimal Coordination of Mobile Robots along Specified Paths

In this paper, we address the problem of time-optimal coordination of mobile robots under kinodynamic constraints along specified paths. We propose a novel approach based on time discretization that leads to a mixed-integer linear programming (MILP) formulation. This problem can be solved using general-purpose MILP solvers in a reasonable time, resulting in a resolution-optimal solution. Moreover, unlike previous work found in the literature, our formulation allows an exact linear modeling (up to the discretization resolution) of second-order dynamic constraints. Extensive simulations are performed to demonstrate the effectiveness of our approach.Comment: Published in 2016 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS

A bayesian approach to simultaneously recover camera pose and non-rigid shape from monocular images

© . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/In this paper we bring the tools of the Simultaneous Localization and Map Building (SLAM) problem from a rigid to a deformable domain and use them to simultaneously recover the 3D shape of non-rigid surfaces and the sequence of poses of a moving camera. Under the assumption that the surface shape may be represented as a weighted sum of deformation modes, we show that the problem of estimating the modal weights along with the camera poses, can be probabilistically formulated as a maximum a posteriori estimate and solved using an iterative least squares optimization. In addition, the probabilistic formulation we propose is very general and allows introducing different constraints without requiring any extra complexity. As a proof of concept, we show that local inextensibility constraints that prevent the surface from stretching can be easily integrated. An extensive evaluation on synthetic and real data, demonstrates that our method has several advantages over current non-rigid shape from motion approaches. In particular, we show that our solution is robust to large amounts of noise and outliers and that it does not need to track points over the whole sequence nor to use an initialization close from the ground truth.Peer ReviewedPostprint (author's final draft

Introducing new constructs for data modelling and column generation in LP modelling languages

Through popular implementation of structured query language (SQL) and query-by-example(QBE) relational databases have become the de-facto industry standard for data modelling.We consider the indices, sets, and the declarative form of Linear Programming (LP) modelling languages and introduce new constructs which provide direct link to the database systems. The models constructed in this way are data driven and display a dynamicstructure. We then show how this approach can be naturally extended to include column generation features stated in procedural forms within an otherwise declarative modelling paradigm