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Portfolio optimization has been a major topic of research in finance, as it has a significant impact on investment profit. In this paper, we investigate the problem of data uncertainty in convex multi-objective portfolio optimization. We…
We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…
This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…
We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…
In this article we develop a gradient-based algorithm for the solution of multiobjective optimization problems with uncertainties. To this end, an additional condition is derived for the descent direction in order to account for…
The Orienteering Problem (OP) is a well-studied routing problem that has been extended to incorporate uncertainties, reflecting stochastic or dynamic travel costs, prize-collection costs, and prizes. Existing approaches may, however, be…
Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…
The existing methods for trajectory prediction are difficult to describe trajectory of moving objects in complex and uncertain environment accurately. In order to solve this problem, this paper proposes an adaptive trajectory prediction…
This paper develops a computationally efficient algorithm for the Multiple Vehicle Pickup and Delivery Problem (MVPDP) with the objective of minimizing the tour cost incurred while completing the task of pickup and delivery of customers. To…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
This paper addresses the online motion planning problem of mobile robots under complex high-level tasks. The robot motion is modeled as an uncertain Markov Decision Process (MDP) due to limited initial knowledge, while the task is specified…
ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…
Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…
Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…
In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for radius of robust feasibility guaranteeing constraint…
The chance constrained travelling thief problem (chance constrained TTP) has been introduced as a stochastic variation of the classical travelling thief problem (TTP) in an attempt to embody the effect of uncertainty in the problem…
Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…
This paper presents a framework that allows online dynamic-stability-constrained optimal trajectory planning of a mobile manipulator robot working on rough terrain. First, the kinematics model of a mobile manipulator robot, and the Zero…
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…
We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…