# Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-Risk

arXiv: https://arxiv.org/abs/2001.04727 · HTML: https://mlsanity.com/paper/2001.04727/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 14 Jan 2020.

## Built on by (most cited first, 8 of 8)

- [Statistical Analysis of Wasserstein Distributionally Robust Estimators](https://mlsanity.com/paper/2108.02120/) (2021)
- [On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes](https://mlsanity.com/paper/2304.12477/) (2023)
- [Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis](https://mlsanity.com/paper/2410.24128/) (2024)
- [Conformal Prediction in The Loop: A Feedback-Based Uncertainty Model for Trajectory Optimization](https://mlsanity.com/paper/2510.16376/) (2025)
- [Wasserstein Distributionally Robust Control Barrier Function using Conditional Value-at-Risk with Differentiable Convex Programming](https://mlsanity.com/paper/2309.08700/) (2023)
- [Distributionally Safe Reinforcement Learning under Model Uncertainty: A Single-Level Approach by Differentiable Convex Programming](https://mlsanity.com/paper/2310.02459/) (2023)
- [Distributionally Robust Control with End-to-End Statistically Guaranteed Metric Learning](https://mlsanity.com/paper/2510.10214/) (2025)
- [Data-driven robust Markov decision processes on Borel spaces: performance guarantees via an axiomatic approach](https://mlsanity.com/paper/2603.08979/) (2026)

## Abstract (arXiv)

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method for limiting the risk of unsafety even when the true distribution of the obstacles' movements deviates, within an ambiguity set, from the empirical distribution obtained using a limited amount of sample data. By choosing the ambiguity set as a statistical ball with its radius measured by the Wasserstein metric, we achieve a probabilistic guarantee of the out-of-sample risk, evaluated using new sample data generated independently of the training data. To resolve the infinite-dimensionality issue inherent in the distributionally robust MPC problem, we reformulate it as a finite-dimensional nonlinear program using modern distributionally robust optimization techniques based on the Kantorovich duality principle. To find a globally optimal solution in the case of affine dynamics and output equations, a spatial branch-and-bound algorithm is designed using McCormick relaxation. The performance of the proposed method is demonstrated and analyzed through simulation studies using a nonlinear car-like vehicle model and a linearized quadrotor model.