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Better safe than sorry: Risk-aware nonlinear Bayesian estimation, , , and . IEEE International Conference in Acoustic, Speech, and Signal Processing (ICASSP), (2020)Approximate Supermodularity of Kalman filter sensor selection, , and . IEEE Trans. on Autom. Control., (2021)Probabilistically Robust Learning: Balancing Average- and Worst-case Performance, , , and . International Conference on Machine Learning~(ICML), (2022)Risk-constrained linear-quadratic regulators, , , , and . IEEE Control and Decision Conference, (2020)Adversarial Robustness with Semi-Infinite Constrained Learning, , , , and . Conference on Neural Information Processing Systems~(NeurIPS), (2021)(* equal contribution).Source seeking in unknown environments with convex obstacles, , , , and . American Control Conference, (2021)