Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
arXiv preprint arXiv:2402.07407 , year=
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A particle-based probabilistic CBF framework derives finite-sample safety certificates for Gaussian state estimation uncertainty by showing that barrier increments remain sub-Gaussian under Lipschitz control-affine dynamics.
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Risk-Controlled Post-Processing of Decision Policies
Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
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Probabilistic Control Barrier Functions for Systems with State Estimation Uncertainty using Sub-Gaussian Concentration
A particle-based probabilistic CBF framework derives finite-sample safety certificates for Gaussian state estimation uncertainty by showing that barrier increments remain sub-Gaussian under Lipschitz control-affine dynamics.
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A stopping-time reward and chance-constrained SoC penalty embedded in an end-to-end learning framework improves battery reachability of target ranges, raises arbitrage profit, and lowers profit variance under volatile prices.