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Related papers: Robust Planning in Uncertain Environments

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In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Planning under model uncertainty is a fundamental problem across many applications of decision making and learning. In this paper, we propose the Robust Adaptive Monte Carlo Planning (RAMCP) algorithm, which allows computation of…

Artificial Intelligence · Computer Science 2019-01-10 Apoorva Sharma , James Harrison , Matthew Tsao , Marco Pavone

This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust…

Optimization and Control · Mathematics 2022-03-23 Jeremy Bleyer , Vincent Leclère

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

This paper describes the best first search strategy used by U-Plan (Mansell 1993a), a planning system that constructs quantitatively ranked plans given an incomplete description of an uncertain environment. U-Plan uses uncertain and…

Artificial Intelligence · Computer Science 2013-02-28 Todd Michael Mansell , Grahame Smith

This paper investigates the usefulness of reasoning about the uncertain presence of obstacles during path planning, which typically stems from the usage of probabilistic occupancy grid maps for representing the environment when mapping via…

Robotics · Computer Science 2022-05-31 Jacopo Banfi , Lindsey Woo , Mark Campbell

Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…

Artificial Intelligence · Computer Science 2022-05-24 Valentin Antuori , Florian Richoux

Safe autonomous navigation is an essential and challenging problem for robots operating in highly unstructured or completely unknown environments. Under these conditions, not only robotic systems must deal with limited localisation…

Robotics · Computer Science 2020-05-27 Èric Pairet , Juan David Hernández , Marc Carreras , Yvan Petillot , Morteza Lahijanian

Supply chain resilience analysis aims to identify the critical elements in the supply chain, measure its reliability, and analyze solutions for improving vulnerabilities. While extensive methods like stochastic approaches have been…

Risk Management · Quantitative Finance 2024-05-22 Yaxin Pang , Shenle Pan , Eric Ballot

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

Noisy probabilistic relational rules are a promising world model representation for several reasons. They are compact and generalize over world instantiations. They are usually interpretable and they can be learned effectively from the…

Artificial Intelligence · Computer Science 2014-01-17 Tobias Lang , Marc Toussaint

Exploration of unknown, unstructured environments, such as in search and rescue, cave exploration, and planetary missions,presents significant challenges due to their unpredictable nature. This unpredictability can lead to inefficient path…

Robotics · Computer Science 2024-10-08 Riana Gagnon Souleiman , Vivek Shankar Varadharajan , Giovanni Beltrame

This work proposes the use of Bayesian approximations of uncertainty from deep learning in a robot planner, showing that this produces more cautious actions in safety-critical scenarios. The case study investigated is motivated by a setup…

Machine Learning · Computer Science 2019-10-02 Maymoonah Toubeh , Pratap Tokekar

One of the major limitations for the employment of model-based planning and scheduling in practical applications is the need of costly re-planning when an incongruence between the observed reality and the formal model is encountered during…

Artificial Intelligence · Computer Science 2019-11-19 Michael Cashmore , Alessandro Cimatti , Daniele Magazzeni , Andrea Micheli , Parisa Zehtabi

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

Robotics · Computer Science 2021-03-24 O. de Groot , B. Brito , L. Ferranti , D. Gavrila , J. Alonso-Mora

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…

Optimization and Control · Mathematics 2020-08-28 Marc Goerigk , Stefan Lendl

Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…

Optimization and Control · Mathematics 2024-04-09 Kai Tu , Zhi Chen , Man-Chung Yue

This paper is devoted to the search of robust solutions in state space graphs when costs depend on scenarios. We first present axiomatic requirements for preference compatibility with the intuitive idea of robustness.This leads us to…

Artificial Intelligence · Computer Science 2012-12-12 Patrice Perny , Olivier Spanjaard

We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

General Finance · Quantitative Finance 2021-06-25 Anne G. Balter , Nikolaus Schweizer