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Risk-Aware Control of Systems with Quasi-Cone-Bounded Nonlinearities

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arXiv:2606.08208v1 Announce Type: new Abstract: We develop a tractable, rigorous approach to risk-aware control for a class of nonlinear systems. While many classical control methods reduce uncertainty to a simple average or a worst-case outcome, risk-aware control aims to equip systems with a refined awareness of uncertainty. Efficient methods for risk-aware control of linear systems are available, but there is a paucity of tools for tractable, risk-aware control of nonlinear systems.

arXiv:2606.08208v1 Announce Type: new Abstract: We develop a tractable, rigorous approach to risk-aware control for a class of nonlinear systems. While many classical control methods reduce uncertainty to a simple average or a worst-case outcome, risk-aware control aims to equip systems with a refined awareness of uncertainty. Efficient methods for risk-aware control of linear systems are available, but there is a paucity of tools for tractable, risk-aware control of nonlinear systems. To bridge this gap, we develop an analytical, suboptimal controller with respect to a risk-aware performance criterion for systems with nonlinearities characterized by cone-like bounds. Numerical examples demonstrate benefits of the characterization of nonlinearities and risk that we consider.
linear (ORG)
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