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We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be efficient in solving high dimensional problems. Even though…

Artificial Intelligence · Computer Science 2009-12-02 Nicolas A. Barriga , Mauricio Araya-López

The paper investigates a dial-a-ride problem focusing on the residents of large cities. These individuals have the opportunity to use a wide variety of transportation modes. Because of this, ridepooling providers have to solve the tradeoff…

Optimization and Control · Mathematics 2022-08-02 Arne Schulz , Christian Pfeiffer

Planning in public transportation is traditionally done in a sequential process: After the network design process, the lines and their frequencies are planned. When these are fixed, a timetable is determined and based on the timetable, the…

Optimization and Control · Mathematics 2021-12-07 Philine Schiewe , Anita Schöbel

Airplane refueling problem is a nonlinear unconstrained optimization problem with $n!$ feasible solutions. Given a fleet of $n$ airplanes with mid-air refueling technique, the question is to find the best refueling policy to make the last…

Data Structures and Algorithms · Computer Science 2024-11-26 Jinchuan Cui , Xiaoya Li

The rise of battery-powered vehicles has led to many new technical and methodological hurdles. Among these, the efficient planning of an electric fleet to fulfill passenger transportation requests still represents a major challenge. This is…

Optimization and Control · Mathematics 2023-02-07 Axel Parmentier , Rafael Martinelli , Thibaut Vidal

The Ride-Pool Matching Problem (RMP) is central to on-demand ride-pooling services, where vehicles must be matched with multiple requests while adhering to service constraints such as pickup delays, detour limits, and vehicle capacity. Most…

Robotics · Computer Science 2025-03-12 Hao Jiang , Yixing Xu , Pradeep Varakantham

In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…

Optimization and Control · Mathematics 2021-06-01 L. Consolini , M. Locatelli , A. Minari

Mobility-on-Demand (MoD) systems have become a fixture in urban transportation networks, with the rapid growth of ride-hailing services such as Uber and Lyft. Ride-hailing is typically complemented with ridepooling options, which can reduce…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Yang Liu , Qi Luo , Raga Gopalakrishnan , Samitha Samaranayake

We consider a profit maximization problem in an urban mobility on-demand service, of which the operator owns a fleet, provides both exclusive and shared trip services, and dynamically determines prices of offers. With knowledge of the…

Optimization and Control · Mathematics 2018-02-13 Han Qiu , Ruimin Li , Jinhua Zhao

In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…

Computation · Statistics 2014-12-12 Kaylea Haynes , Idris A. Eckley , Paul Fearnhead

Mobility service route design requires demand information to operate in a service region. Transit planners and operators can access various data sources including household travel survey data and mobile device location logs. However, when…

Artificial Intelligence · Computer Science 2024-09-04 Gyugeun Yoon , Joseph Y. J. Chow

In this paper, we study a variant of the dynamic ridesharing problem with a specific focus on peak hours: Given a set of drivers and rider requests, we aim to match drivers to each rider request by achieving two objectives: maximizing the…

Databases · Computer Science 2020-04-07 Hui Luo , Zhifeng Bao , Farhana M. Choudhury , J. Shane Culpepper

In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the…

Artificial Intelligence · Computer Science 2018-05-18 Arief Koesdwiady , Fakhri Karray

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…

Data Structures and Algorithms · Computer Science 2010-10-15 Valentin Polishchuk , Mikko Sysikaski

With rapid population growth and urban development, traffic congestion has become an inescapable issue, especially in large cities. Many congestion reduction strategies have been proposed in the past, ranging from roadway extension to…

Optimization and Control · Mathematics 2022-04-18 Ali Ghafelebashi , Meisam Razaviyayn , Maged Dessouky

Trajectory planning for mobile robots in cluttered environments remains a major challenge due to narrow passages, where conventional methods often fail or generate suboptimal paths. To address this issue, we propose the adaptive trajectory…

Robotics · Computer Science 2025-10-31 Hahjin Lee , Young J. Kim

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

Optimization and Control · Mathematics 2024-02-08 Toni Greif , Louis Bouvier , Christoph M. Flath , Axel Parmentier , Sonja U. K. Rohmer , Thibaut Vidal

It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure…

Machine Learning · Computer Science 2019-04-29 Daniel Alabi , Adam Tauman Kalai , Katrina Ligett , Cameron Musco , Christos Tzamos , Ellen Vitercik