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The Resource Constrained Shortest Path Problem (RCSPP) is a fundamental combinatorial optimisation problem in which the goal is to find a least-cost path in a directed graph subject to one or more resource constraints. In this paper we…

Optimization and Control · Mathematics 2025-11-04 Bjørn Petersen , Simon Spoorendonk

We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in…

Dynamical Systems · Mathematics 2018-03-21 Omar Kebiri , Lara Neureither , Carsten Hartmann

In this paper, we show new strongly polynomial work-depth tradeoffs for computing single-source shortest paths (SSSP) in non-negatively weighted directed graphs in parallel. Most importantly, we prove that directed SSSP can be solved within…

Data Structures and Algorithms · Computer Science 2025-10-23 Adam Karczmarz , Wojciech Nadara , Marek Sokołowski

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

Optimization and Control · Mathematics 2013-01-03 Shaolin Ji , Shuzhen Yang

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

This paper considers the problem of minimal control inputs to affect the system states such that the resulting system is structurally controllable. This problem and the dual problem of minimal observability are claimed to have no…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Mohammadreza Doostmohammadian

We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…

Robotics · Computer Science 2023-11-01 Siddharth H. Nair , Hotae Lee , Eunhyek Joa , Yan Wang , H. Eric Tseng , Francesco Borrelli

Annotating multi-class instances is a crucial task in the field of machine learning. Unfortunately, identifying the correct class label from a long sequence of candidate labels is time-consuming and laborious. To alleviate this problem, we…

Machine Learning · Computer Science 2025-12-05 Meng Wei , Zhongnian Li , Yong Zhou , Qiaoyu Guo , Xinzheng Xu

In this work we study shortest path problems in multimode graphs, a generalization of the min-distance measure introduced by Abboud, Vassilevska W. and Wang in [SODA'16]. A multimode shortest path is the shortest path using one of multiple…

Data Structures and Algorithms · Computer Science 2025-06-30 Yael Kirkpatrick , Virginia Vassilevska Williams

An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

Optimization and Control · Mathematics 2025-04-22 Fethi Bencherki , Anders Rantzer

Formulating the intended behavior of a dynamic system can be challenging. Signal temporal logic (STL) is frequently used for this purpose due to its suitability in formalizing comprehensible, modular, and versatile spatiotemporal…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Patrick Halder , Hannes Homburger , Lothar Kiltz , Johannes Reuter , Matthias Althoff

In transportation networks, where traffic lights have traditionally been used for vehicle coordination, intersections act as natural bottlenecks. A formidable challenge for existing automated intersections lies in detecting and reasoning…

Artificial Intelligence · Computer Science 2022-10-05 Majid Khonji , Rashid Alyassi , Wolfgang Merkt , Areg Karapetyan , Xin Huang , Sungkweon Hong , Jorge Dias , Brian Williams

Multi-agent systems (MAS) are central to applications such as swarm robotics and traffic routing, where agents must coordinate in a decentralized manner to achieve a common objective. Stochastic Shortest Path (SSP) problems provide a…

Machine Learning · Computer Science 2025-12-16 Utkarsh U. Chavan , Prashant Trivedi , Nandyala Hemachandra

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a…

Optimization and Control · Mathematics 2024-02-29 Sebastian Reich

Shortest path (SP) computation is the building block for many location-based services, and achieving high throughput SP query processing with real-time response is crucial for those services. However, existing solutions can hardly handle…

Databases · Computer Science 2025-02-18 Xinjie Zhou , Mengxuan Zhang , Lei Li , Xiaofang Zhou

In this paper, we give approximation algorithms for the \textsc{Minimum Dominating Set (MDS)} problem on \emph{string} graphs and its subclasses. A \emph{path} is a simple curve made up of alternating horizontal and vertical line segments.…

Discrete Mathematics · Computer Science 2018-10-02 Dibyayan Chakraborty , Sandip Das , Joydeep Mukherjee

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

Optimization and Control · Mathematics 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

The shortest-path distance is a fundamental concept in graph analytics and has been extensively studied in the literature. In many real-world applications, quality constraints are naturally associated with edges in the graphs and finding…

Databases · Computer Science 2022-11-17 You Peng , Zhuo Ma , Wenjie Zhang , Xuemin Lin , Ying Zhang , Xiaoshuang Chen

We study the replacement paths problem in the $\mathsf{CONGEST}$ model of distributed computing. Given an $s$-$t$ shortest path $P$, the goal is to compute, for every edge $e$ in $P$, the shortest-path distance from $s$ to $t$ avoiding $e$.…

Data Structures and Algorithms · Computer Science 2025-08-28 Yi-Jun Chang , Yanyu Chen , Dipan Dey , Gopinath Mishra , Hung Thuan Nguyen , Bryce Sanchez