Fast Risk Certification of Candidate Trajectories under Uncertain Time-Varying Constraints
It addresses the need for fast, online safety certification of trajectories in safety-critical systems with computationally demanding models.
The paper proposes an offline-online scheme to certify the safety of candidate trajectories under uncertain time-varying constraints, using surrogate models (polynomial chaos expansion or kernel regression) to compute conservative Value-at-Risk bounds. On a crystallization population balance model, the method reduces online evaluation time while tracking direct Monte Carlo results.
This paper studies the certification of a fixed candidate trajectory on a finite certification grid under parametric uncertainty. For each constraint-time pair, we define a scalar measure of constraint violation and aggregate the resulting pointwise chance constraints into a worst-case Value-at-Risk (VaR) margin. The goal is not to generate a new trajectory, but to assess online whether a trajectory produced by a planner or predictive controller is sufficiently safe on the certification grid. Direct evaluation requires repeated uncertainty propagation and is often too expensive for computationally demanding models. We therefore adopt an offline-online scheme: offline, a surrogate of the constraint violation map along the candidate trajectory is constructed using polynomial chaos expansion (PCE) when the uncertainty law is known, or kernel regression when only sampled input-output data are available; online, the surrogate is sampled to evaluate conservative VaR bounds at low computational cost. On the theoretical side, we derive a finite-sample upper bound for the grid-based VaR margin using empirical quantiles, the Dvoretzky-Kiefer-Wolfowitz (DKW) inequality, and a union bound over all constraint-time pairs, without assuming a parametric family for the underlying violation distribution. We also show how a uniform surrogate error bound transfers to the certified VaR margin. The approach is illustrated on a crystallization population balance model, where the surrogate-based risk estimates track direct Monte Carlo results while substantially reducing online evaluation time.