Optimal planning with rare catastrophic events

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Abstract/Contents

Abstract
Although rare catastrophic events, such as mid-air collisions between aircraft, occur infrequently, their impact is significant. Understanding and mitigating the risk of such events require estimating the likelihood of the events and planning proper actions for avoiding them. Estimation and planning problems are often approached using sampling-based methods. These methods use models for simulation and take into account events of interest. If the problems involve rare catastrophic events, these methods converge slowly and produce high variance estimates. Moreover, in planning, the rare occurrence of the events obstructs the sampling-based method from exploring and exploiting the best action. This thesis presents methods for addressing these challenges, by efficiently estimating the likelihood of the rare catastrophic events and making decisions under uncertainty to minimize the risk of the events while achieving mission objectives. The methods are presented with three real-world applications. First, the thesis explores the use of rare event simulation techniques in aircraft collision risk estimation. The cross-entropy method with weight limits and variable selection is applied for variance reduction. Second, the multilevel splitting method, which is a variance reduction technique, is incorporated into decision-theoretic single-shot decision problems. The resulting method is applied to wildfire surveillance using an unmanned aircraft. Lastly, the thesis proposes new approaches for exploration in sequential decision problems and applies a variance reduction technique. It presents a rerouting problem involving unmanned aircraft in GPS-denied environments. Empirical studies demonstrate significant improvements in performance when using the proposed methods.

Description

Type of resource text
Form electronic; electronic resource; remote
Extent 1 online resource.
Publication date 2016
Issuance monographic
Language English

Creators/Contributors

Associated with Kim, Youngjun
Associated with Stanford University, Department of Aeronautics and Astronautics.
Primary advisor Kochenderfer, Mykel J, 1980-
Thesis advisor Kochenderfer, Mykel J, 1980-
Thesis advisor Alonso, Juan José, 1968-
Thesis advisor Pavone, Marco, 1980-
Advisor Alonso, Juan José, 1968-
Advisor Pavone, Marco, 1980-

Subjects

Genre Theses

Bibliographic information

Statement of responsibility Youngjun Kim.
Note Submitted to the Department of Aeronautics and Astronautics.
Thesis Thesis (Ph.D.)--Stanford University, 2016.
Location electronic resource

Access conditions

Copyright
© 2016 by Young Joon Kim
License
This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).

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