Related papers: Stochastic Shortest Paths and Risk Measures
In this article we consider the Directed Steiner Path Cover problem on directed co-graphs. Given a directed graph G=(V,E) and a subset T of V of so-called terminal vertices, the problem is to find a minimum number of vertex-disjoint simple…
Path finding is a well-studied problem in AI, which is often framed as graph search. Any-angle path finding is a technique that augments the initial graph with additional edges to build shorter paths to the goal. Indeed, optimal algorithms…
We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…
This paper proposes a generalised framework for density estimation in large networks with measurable spatiotemporal variance in edge weights. We solve the stochastic shortest path problem for a large network by estimating the density of the…
Various applications of graphs, in particular applications related to finding shortest paths, naturally get inputs with real weights on the edges. However, for algorithmic or visualization reasons, inputs with integer weights would often be…
The constrained path optimization (CPO) problem takes the following input: (a) a road network represented as a directed graph, where each edge is associated with a "cost" and a "score" value; (b) a source-destination pair and; (c) a budget…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
Finding the Time-Optimal Parameterization of a Path (TOPP) subject to second-order constraints (e.g. acceleration, torque, contact stability, etc.) is an important and well-studied problem in robotics. In comparison, TOPP subject to…
Consider an undirected weighted graph $G = (V,E,w)$. We study the problem of computing $(1+\epsilon)$-approximate shortest paths for $S \times V$, for a subset $S \subseteq V$ of $|S| = n^r$ sources, for some $0 < r \le 1$. We devise a…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
Recent advances in machine learning (ML) have shown promise in aiding and accelerating classical combinatorial optimization algorithms. ML-based speed ups that aim to learn in an end to end manner (i.e., directly output the solution) tend…
Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with…
In the dynamic Single-Source Shortest Paths (SSSP) problem, we are given a graph $G=(V,E)$ subject to edge insertions and deletions and a source vertex $s\in V$, and the goal is to maintain the distance $d(s,t)$ for all $t\in V$.…
We present a deterministic $(1+o(1))$-approximation $(n^{1/2+o(1)}+D^{1+o(1)})$-time algorithm for solving the single-source shortest paths problem on distributed weighted networks (the CONGEST model); here $n$ is the number of nodes in the…
Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
The ARRIVAL problem is to decide the fate of a train moving along the edges of a directed graph, according to a simple (deterministic) pseudorandom walk. The problem is in $NP \cap coNP$ but not known to be in $P$. The currently best…
We show that the shortest $s$-$t$ path problem has the overlap-gap property in (i) sparse $\mathbf{G}(n,p)$ graphs and (ii) complete graphs with i.i.d. Exponential edge weights. Furthermore, we demonstrate that in sparse $\mathbf{G}(n,p)$…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
In this paper, we give a new framework for the stochastic shortest path problem in finite state and action spaces. Our framework generalizes both the frameworks proposed by Bertsekas and Tsitsikli and by Bertsekas and Yu. We prove that the…