Related papers: Robust Planning in Uncertain Environments
This paper proposes a new robust optimization (RO) formulation namely the RO under objective functional uncertainty (ObRO). The ObRO adopts a min-max structure where the inner problem finds the worst-case objective function in a continuous…
Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
Motion planning in off-road environments requires reasoning about both the geometry and semantics of the scene (e.g., a robot may be able to drive through soft bushes but not a fallen log). In many recent works, the world is classified into…
This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…
This paper shows how we can combine logical representations of actions and decision theory in such a manner that seems natural for both. In particular we assume an axiomatization of the domain in terms of situation calculus, using what is…
We present an anytime algorithm which computes policies for decision problems represented as multi-stage influence diagrams. Our algorithm constructs policies incrementally, starting from a policy which makes no use of the available…
We consider the problem of decision-making under uncertainty in an environment with safety constraints. Many business and industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown…
Quasi-Bayesian theory uses convex sets of probability distributions and expected loss to represent preferences about plans. The theory focuses on decision robustness, i.e., the extent to which plans are affected by deviations in subjective…
Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…
We propose a novel targeted exploration strategy designed specifically for uncertain linear time-invariant systems with energy-bounded disturbances, i.e., without any assumptions on the distribution of the disturbances. We use classical…
Data-driven decision-making is performed by solving a parameterized optimization problem, and the optimal decision is given by an optimal solution for unknown true parameters. We often need a solution that satisfies true constraints even…
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…
We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…
A decision-maker faces uncertainty governed by a data-generating process (DGP), which is only known to belong to a set of sequences of independent but possibly non-identical distributions. A robust decision maximizes the expected payoff…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
Robust motion planning entails computing a global motion plan that is safe under all possible uncertainty realizations, be it in the system dynamics, the robot's initial position, or with respect to external disturbances. Current approaches…
In this paper we study how to optimally balance cheap inflexible resources with more expensive, reconfigurable resources despite uncertainty in the input problem. Specifically, we introduce the MinEMax model to study "build versus rent"…
Robotic exploration of unknown environments is fundamentally a problem of decision making under uncertainty where the robot must account for uncertainty in sensor measurements, localization, action execution, as well as many other factors.…