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Analysis code to generate figures and artifacts presented in Chapman, et al., “Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk,” submitted to IEEE Transactions on Automatic Control, September 2019.
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configuration_options
cost_functions
dynamics
helper_functions
monte_carlo_functions
recursive_functions
Plot_J0.m
Plot_J0_Star.m
Plot_LevelSets.m
Plot_LevelSets.m~
Plot_W0.m
Plot_W0_Star.m
README.md
Run_Bellman.m
Run_Bellman.m~

README.md

Please note, this repository is currently being refactored.

The code is expected to be in a reviewable and runnable state by October 21st, 2019.

Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk

Analysis code to generate figures and artifacts presented in Chapman, et al., “Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk,” submitted to IEEE Transactions on Automatic Control, September 2019.

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