arXiv subjects

Claire J. Tomlin

Publications and source records attributed to Claire J. Tomlin.

At least 91 records · Page 5Linked to original sources

arXiv2018

Planning, Fast and Slow: A Framework for Adaptive Real-Time Safe Trajectory Planning

Motion planning is an extremely well-studied problem in the robotics community, yet existing work largely falls into one of two categories: computationally efficient but with few if any safety guarantees, or able to give stronger guarantees but at high computational cost. This work builds on a recent development called FaSTrack in which a slow offline computation provides a modular safety guarantee for a faster online planner. We introduce the notion of "meta-planning" in which a refined offline computation enables safe switching between different online planners. This provides autonomous systems with the ability to adapt motion plans to a priori unknown environments in real-time as sensor measurements detect new obstacles, and the flexibility to maneuver differently in the presence of obstacles than they would in free space, all while maintaining a strict safety guarantee. We demonstrate the meta-planning algorithm both in simulation and in hardware using a small Crazyflie 2.0 quadrotor.

eess.SY↗

arXiv2018

A General Safety Framework for Learning-Based Control in Uncertain Robotic Systems

The proven efficacy of learning-based control schemes strongly motivates their application to robotic systems operating in the physical world. However, guaranteeing correct operation during the learning process is currently an unresolved issue, which is of vital importance in safety-critical systems. We propose a general safety framework based on Hamilton-Jacobi reachability methods that can work in conjunction with an arbitrary learning algorithm. The method exploits approximate knowledge of the system dynamics to guarantee constraint satisfaction while minimally interfering with the learning process. We further introduce a Bayesian mechanism that refines the safety analysis as the system acquires new evidence, reducing initial conservativeness when appropriate while strengthening guarantees through real-time validation. The result is a least-restrictive, safety-preserving control law that intervenes only when (a) the computed safety guarantees require it, or (b) confidence in the computed guarantees decays in light of new observations. We prove theoretical safety guarantees combining probabilistic and worst-case analysis and demonstrate the proposed framework experimentally on a quadrotor vehicle. Even though safety analysis is based on a simple point-mass model, the quadrotor successfully arrives at a suitable controller by policy-gradient reinforcement learning without ever crashing, and safely retracts away from a strong external disturbance introduced during flight.

cs.RO↗

arXiv2017

Budget-Constrained Multi-Armed Bandits with Multiple Plays

We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly $K$ out of $N$ possible arms have to be played (with $1\leq K \leq N$). In addition to observing the individual rewards for each arm played, the player also learns a vector of costs which has to be covered with an a-priori defined budget $B$. The game ends when the sum of current costs associated with the played arms exceeds the remaining budget. Firstly, we analyze this setting for the stochastic case, for which we assume each arm to have an underlying cost and reward distribution with support $[c_{\min}, 1]$ and $[0, 1]$, respectively. We derive an Upper Confidence Bound (UCB) algorithm which achieves $O(NK^4 \log B)$ regret. Secondly, for the adversarial case in which the entire sequence of rewards and costs is fixed in advance, we derive an upper bound on the regret of order $O(\sqrt{NB\log(N/K)})$ utilizing an extension of the well-known $\texttt{Exp3}$ algorithm. We also provide upper bounds that hold with high probability and a lower bound of order $Ω((1 - K/N)^2 \sqrt{NB/K})$.

cs.LG↗

arXiv2017

Safe and Resilient Multi-vehicle Trajectory Planning Under Adversarial Intruder

Provably safe and scalable multi-vehicle trajectory planning is an important and urgent problem. Hamilton-Jacobi (HJ) reachability is an ideal tool for analyzing such safety-critical systems and has been successfully applied to several small-scale problems. However, a direct application of HJ reachability to multi-vehicle trajectory planning is often intractable due to the "curse of dimensionality." To overcome this problem, the sequential trajectory planning (STP) method, which assigns strict priorities to vehicles, was proposed, STP allows multi-vehicle trajectory planning to be done with a linearly-scaling computation complexity. However, if a vehicle not in the set of STP vehicles enters the system, or even worse, if this vehicle is an adversarial intruder, the previous formulation requires the entire system to perform replanning, an intractable task for large-scale systems. In this paper, we make STP more practical by providing a new algorithm where replanning is only needed only for a fixed number of vehicles, irrespective of the total number of STP vehicles. Moreover, this number is a design parameter, which can be chosen based on the computational resources available during run time. We demonstrate this algorithm in a representative simulation of an urban airspace environment.

eess.SY↗

arXiv2017

Goal-Driven Dynamics Learning via Bayesian Optimization

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific approach, wherein the focus is on explicitly learning the dynamics model which achieves the best control performance for the task at hand, rather than learning the true dynamics. In this work, we use Bayesian optimization in an active learning framework where a locally linear dynamics model is learned with the intent of maximizing the control performance, and used in conjunction with optimal control schemes to efficiently design a controller for a given task. This model is updated directly based on the performance observed in experiments on the physical system in an iterative manner until a desired performance is achieved. We demonstrate the efficacy of the proposed approach through simulations and real experiments on a quadrotor testbed.

eess.SY↗

arXiv2017

Hamilton-Jacobi Reachability: A Brief Overview and Recent Advances

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical systems; it has been applied to many small-scale systems in the past decade. Its advantages include compatibility with general nonlinear system dynamics, formal treatment of bounded disturbances, and the availability of well-developed numerical tools. The main challenge is addressing its exponential computational complexity with respect to the number of state variables. In this tutorial, we present an overview of basic HJ reachability theory and provide instructions for using the most recent numerical tools, including an efficient GPU-parallelized implementation of a Level Set Toolbox for computing reachable sets. In addition, we review some of the current work in high-dimensional HJ reachability to show how the dimensionality challenge can be alleviated via various general theoretical and application-specific insights.

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arXiv2017

Eliciting Private User Information for Residential Demand Response

Residential Demand Response has emerged as a viable tool to alleviate supply and demand imbalances of electricity, particularly during times when the electric grid is strained due a shortage of supply. Demand Response providers bid reduction capacity into the wholesale electricity market by asking their customers under contract to temporarily reduce their consumption in exchange for a monetary incentive. To contribute to the analysis of consumer behavior in response to such incentives, this paper formulates Demand Response as a Mechanism Design problem, where a Demand Response Provider elicits private information of its rational, profit-maximizing customers who derive positive expected utility by participating in reduction events. By designing an incentive compatible and individually rational mechanism to collect users' price elasticities of demand, the Demand Response provider can target the most susceptible users to incentives. We measure reductions by comparing the materialized consumption to the projected consumption, which we model as the "10-in-10"-baseline, the regulatory standard set by the California Independent System Operator. Due to the suboptimal performance of this baseline, we show, using consumption data of residential customers in California, that Demand Response Providers receive payments for "virtual reductions", which exist due to the inaccuracies of the baseline rather than actual reductions. Improving the accuracy of the baseline diminishes the contribution of these virtual reductions.

cs.GT↗

arXiv2017

On the Powerball Method for Optimization

We propose a new method to accelerate the convergence of optimization algorithms. This method simply adds a power coefficient $γ\in[0,1)$ to the gradient during optimization. We call this the Powerball method and analyze the convergence rate for the Powerball method for strongly convex functions. While theoretically the Powerball method is guaranteed to have a linear convergence rate in the same order of the gradient method, we show that empirically it significantly outperforms the gradient descent and Newton's method, especially during the initial iterations. We demonstrate that the Powerball method provides a $10$-fold speedup of the convergence of both gradient descent and L-BFGS on multiple real datasets.

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arXiv2017

Decomposition of Reachable Sets and Tubes for a Class of Nonlinear Systems

Reachability analysis provides formal guarantees for performance and safety properties of nonlinear control systems. Here, one aims to compute the backward reachable set (BRS) or tube (BRT) -- the set of states from which the system can be driven into a target set at a particular time or within a time interval, respectively. The computational complexity of current approaches scales exponentially, making application to high-dimensional systems intractable. We propose a technique that decomposes the dynamics of a general class of nonlinear systems into subsystems which may be coupled through common states, controls, and disturbances. Despite this coupling, BRSs and BRTs can be computed efficiently using our technique without incurring additional approximation errors and without the need for linearizing dynamics or approximating sets as polytopes. Computations of BRSs and BRTs now become orders of magnitude faster, and for the first time BRSs and BRTs for many high-dimensional nonlinear control systems can be computed using the Hamilton-Jacobi (HJ) formulation. In situations involving bounded adversarial disturbances, our proposed method can obtain slightly conservative results. We demonstrate our theory by numerically computing BRSs and BRTs using the HJ formulation for several systems, including the 6D Acrobatic Quadrotor and the 10D Near-Hover Quadrotor.

math.OC↗

arXiv2017

Safe Sequential Path Planning Under Disturbances and Imperfect Information

Multi-UAV systems are safety-critical, and guarantees must be made to ensure no unsafe configurations occur. Hamilton-Jacobi (HJ) reachability is ideal for analyzing such safety-critical systems; however, its direct application is limited to small-scale systems of no more than two vehicles due to an exponentially-scaling computational complexity. Previously, the sequential path planning (SPP) method, which assigns strict priorities to vehicles, was proposed; SPP allows multi-vehicle path planning to be done with a linearly-scaling computational complexity. However, the previous formulation assumed that there are no disturbances, and that every vehicle has perfect knowledge of higher-priority vehicles' positions. In this paper, we make SPP more practical by providing three different methods to account for disturbances in dynamics and imperfect knowledge of higher-priority vehicles' states. Each method has different assumptions about information sharing. We demonstrate our proposed methods in simulations.

cs.MA↗

arXiv2017

Provably Safe and Robust Drone Routing via Sequential Path Planning: A Case Study in San Francisco and the Bay Area

Provably safe and scalable multi-vehicle path planning is an important and urgent problem due to the expected increase of automation in civilian airspace in the near future. Hamilton-Jacobi (HJ) reachability is an ideal tool for analyzing such safety-critical systems and has been successfully applied to several small-scale problems. However, a direct application of HJ reachability to large scale systems is often intractable because of its exponentially-scaling computation complexity with respect to system dimension, also known as the "curse of dimensionality". To overcome this problem, the sequential path planning (SPP) method, which assigns strict priorities to vehicles, was previously proposed; SPP allows multi-vehicle path planning to be done with a linearly-scaling computation complexity. In this work, we demonstrate the potential of SPP algorithm for large-scale systems. In particular, we simulate large-scale multi-vehicle systems in two different urban environments, a city environment and a multi-city environment, and use the SPP algorithm for trajectory planning. SPP is able to efficiently design collision-free trajectories in both environments despite the presence of disturbances in vehicles' dynamics. To ensure a safe transition of vehicles to their destinations, our method automatically allocates space-time reservations to vehicles while accounting for the magnitude of disturbances such as wind in a provably safe way. Our simulation results show an intuitive multi-lane structure in airspace, where the number of lanes and the distance between the lanes depend on the size of disturbances and other problem parameters.

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arXiv2017

Fast Reachable Set Approximations via State Decoupling Disturbances

With the recent surge of interest in using robotics and automation for civil purposes, providing safety and performance guarantees has become extremely important. In the past, differential games have been successfully used for the analysis of safety-critical systems. In particular, the Hamilton-Jacobi (HJ) formulation of differential games provides a flexible way to compute the reachable set, which can characterize the set of states which lead to either desirable or undesirable configurations, depending on the application. While HJ reachability is applicable to many small practical systems, the curse of dimensionality prevents the direct application of HJ reachability to many larger systems. To address computation complexity issues, various efficient computation methods in the literature have been developed for approximating or exactly computing the solution to HJ partial differential equations, but only when the system dynamics are of specific forms. In this paper, we propose a flexible method to trade off optimality with computation complexity in HJ reachability analysis. To achieve this, we propose to simplify system dynamics by treating state variables as disturbances. We prove that the resulting approximation is conservative in the desired direction, and demonstrate our method using a four-dimensional plane model.

math.OC↗

arXiv2017

Using Neural Networks to Compute Approximate and Guaranteed Feasible Hamilton-Jacobi-Bellman PDE Solutions

To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that our final approximation of the value function generates near optimal controls which are guaranteed to successfully drive the system to a target state. Our framework is not dependent on state space discretization, leading to a significant reduction in computation time and space complexity in comparison with dynamic programming-based approaches. Using this grid-free approach also enables us to plan over longer time horizons with relatively little additional computation overhead. Unlike many previous neural network HJB PDE approximating formulations, our approximation is strictly conservative and hence any trajectories we generate will be strictly feasible. For demonstration, we specialize our new general framework to the Dubins car model and discuss how the framework can be applied to other models with higher-dimensional state spaces.

cs.LG↗

arXiv2017

A Hybrid Framework for Multi-Vehicle Collision Avoidance

With the recent surge of interest in UAVs for civilian services, the importance of developing tractable multi-agent analysis techniques that provide safety and performance guarantees have drastically increased. Hamilton-Jacobi (HJ) reachability has successfully provided these guarantees to small-scale systems and is flexible in terms of system dynamics. However, the exponential complexity scaling of HJ reachability with respect to system dimension prevents its direct application to larger-scale problems where the number of vehicles is greater than two. In this paper, we propose a collision avoidance algorithm using a hybrid framework for N+1 vehicles through higher-level control logic given any N-vehicle collision avoidance algorithm. Our algorithm conservatively approximates a guaranteed-safe region in the joint state space of the N+1 vehicles and produces a safety-preserving controller. In addition, our algorithm does not incur significant additional computation cost. We demonstrate our proposed method in simulation.

math.OC↗

arXiv2017

Hedging Strategies for Load-Serving Entities in Wholesale Electricity Markets

Load-serving entities which procure electricity from the wholesale electricity market to service end-users face significant quantity and price risks due to the volatile nature of electricity demand and quasi-fixed residential tariffs at which electricity is sold. This paper investigates strategies for load serving entities to hedge against such price risks. Specifically, we compute profit-maximizing portfolios of forward contract and call options as a function of the uncertain aggregate user demand. We compare the profit to the case of Demand Response, where users are offered monetary incentives to temporarily reduce their consumption during periods of supply shortages. Using smart meter data of residential customers in California, we simulate optimal portfolios and derive conditions under which Demand Response outperforms call options and forward contracts.

eess.SY↗

arXiv2017

How Peer Effects Influence Energy Consumption

This paper analyzes the impact of peer effects on electricity consumption of a network of rational, utility-maximizing users. Users derive utility from consuming electricity as well as consuming less energy than their neighbors. However, a disutility is incurred for consuming more than their neighbors. To maximize the profit of the load-serving entity that provides electricity to such users, we develop a two-stage game-theoretic model, where the entity sets the prices in the first stage. In the second stage, consumers decide on their demand in response to the observed price set in the first stage so as to maximize their utility. To this end, we derive theoretical statements under which such peer effects reduce aggregate user consumption. Further, we obtain expressions for the resulting electricity consumption and profit of the load serving entity for the case of perfect price discrimination and a single price under complete information, and approximations under incomplete information. Simulations suggest that exposing only a selected subset of all users to peer effects maximizes the entity's profit.

cs.SI↗

arXiv2017

Stability Analysis of Wholesale Electricity Markets under Dynamic Consumption Models and Real-Time Pricing

This paper analyzes stability conditions for wholesale electricity markets under real-time retail pricing and realistic consumption models with memory, which explicitly take into account previous electricity prices and consumption levels. By passing on the current retail price of electricity from supplier to consumer and feeding the observed consumption back to the supplier, a closed-loop dynamical system for electricity prices and consumption arises whose stability is to be investigated. Under mild assumptions on the generation cost of electricity and consumers' backlog disutility functions, we show that, for consumer models with price memory only, market stability is achieved if the ratio between the consumers' marginal backlog disutility and the suppliers' marginal cost of supply remains below a fixed threshold. Further, consumer models with price and consumption memory can result in greater stability regions and faster convergence to the equilibrium compared to models with price memory alone, if consumption deviations from nominal demand are adequately penalized.

eess.SY↗

arXiv2016

Robust Sequential Path Planning Under Disturbances and Adversarial Intruder

Provably safe and scalable multi-vehicle path planning is an important and urgent problem due to the expected increase of automation in civilian airspace in the near future. Although this problem has been studied in the past, there has not been a method that guarantees both goal satisfaction and safety for vehicles with general nonlinear dynamics while taking into account disturbances and potential adversarial agents, to the best of our knowledge. Hamilton-Jacobi (HJ) reachability is the ideal tool for guaranteeing goal satisfaction and safety under such scenarios, and has been successfully applied to many small-scale problems. However, a direct application of HJ reachability in most cases becomes intractable when there are more than two vehicles due to the exponentially scaling computational complexity with respect to system dimension. In this paper, we take advantage of the guarantees HJ reachability provides, and eliminate the computation burden by assigning a strict priority ordering to the vehicles under consideration. Under this sequential path planning (SPP) scheme, vehicles reserve "space-time" portions in the airspace, and the space-time portions guarantee dynamic feasibility, collision avoidance, and optimality of the paths given the priority ordering. With a computation complexity that scales quadratically when accounting for both disturbances and an intruder, and linearly when accounting for only disturbances, SPP can tractably solve the multi-vehicle path planning problem for vehicles with general nonlinear dynamics in a practical setting. We demonstrate our theory in representative simulations.

cs.MA↗