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In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

In this paper we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is…

Data Structures and Algorithms · Computer Science 2016-08-08 Dimitri Bertsekas

We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…

Networking and Internet Architecture · Computer Science 2025-11-05 Sathwik Chadaga , Eytan Modiano

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

Real-world network systems are inherently dynamic, with network topologies undergoing continuous changes over time. Previous works often focus on static networks or rely on complete prior knowledge of evolving topologies, whereas real-world…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Chunyu Pan , Xizhe Zhang , Haoyu Zheng , Zhao Su , Changsheng Zhang , Weixiong Zhang

We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…

Data Structures and Algorithms · Computer Science 2021-09-27 Steven Chaplick , Magnús M. Halldórsson , Murilo S. de Lima , Tigran Tonoyan

Safety is a critical concern for the success of urban air mobility, especially in dynamic and uncertain environments. This paper proposes a path planning algorithm based on RRT in conjunction with chance constraints in the presence of…

Robotics · Computer Science 2022-03-15 Pengcheng Wu , Lin Li , Junfei Xie , Jun Chen

Individuals working towards a goal often exhibit time inconsistent behavior, making plans and then failing to follow through. One well-known model of such behavioral anomalies is present-bias discounting: individuals over-weight present…

Computer Science and Game Theory · Computer Science 2016-06-10 Nick Gravin , Nicole Immorlica , Brendan Lucier , Emmanouil Pountourakis

This paper introduces a reinforcement learning approach to optimize the Stochastic Vehicle Routing Problem with Time Windows (SVRP), focusing on reducing travel costs in goods delivery. We develop a novel SVRP formulation that accounts for…

Artificial Intelligence · Computer Science 2024-02-16 Zangir Iklassov , Ikboljon Sobirov , Ruben Solozabal , Martin Takac

This paper studies a fundamental algorithmic problem related to the design of demand-aware networks: networks whose topologies adjust toward the traffic patterns they serve, in an online manner. The goal is to strike a tradeoff between the…

Data Structures and Algorithms · Computer Science 2020-04-07 Chen Avin , Kaushik Mondal , Stefan Schmid

We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…

Robotics · Computer Science 2022-03-08 Weiqiao Han , Ashkan Jasour , Brian Williams

Shortest path queries over graphs are usually considered as isolated tasks, where the goal is to return the shortest path for each individual query. In practice, however, such queries are typically part of a system (e.g., a road network)…

Databases · Computer Science 2021-10-20 Chris Conlan , Teddy Cunningham , Gunduz Vehbi Demirci , Hakan Ferhatosmanoglu

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…

Probability · Mathematics 2019-06-07 O. Besbes , Y. Gur , A. Zeevi

In this article, we consider the problem of unconstrained time-varying convex optimization, where the cost function changes with time. We provide an in-depth technical analysis of the problem and argue why freezing the cost at each time…

Optimization and Control · Mathematics 2024-10-28 M. Rostami , S. S. Kia

Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-averse formulations interpolate between the classical expectation-based stochastic and minimax…

Optimization and Control · Mathematics 2019-03-19 Pantelis Sopasakis , Mathijs Schuurmans , Panagiotis Patrinos

Autonomous mobile robots (AMRs) play a crucial role in transportation and service tasks at hospitals, contributing to enhanced efficiency and meeting medical demands. This paper investigates the optimization problem of scheduling strategies…

Robotics · Computer Science 2023-11-27 Lulu Cheng , Ning Zhao , Kan Wu , Zhibin Chen

Human awareness in robot motion planning is crucial for seamless interaction with humans. Many existing techniques slow down, stop, or change the robot's trajectory locally to avoid collisions with humans. Although using the information on…

Robotics · Computer Science 2022-10-24 Marco Faroni , Manuel Beschi , Nicola Pedrocchi

Cooperative multi-robot missions often require teams of robots to traverse environments where traversal risk evolves due to adversary patrols or shifting hazards with stochastic dynamics. While support coordination--where robots assist…

Multiagent Systems · Computer Science 2026-03-19 Manshi Limbu , Xuan Wang , Gregory J. Stein , Daigo Shishika , Xuesu Xiao

Safe and efficient path planning in parking scenarios presents a significant challenge due to the presence of cluttered environments filled with static and dynamic obstacles. To address this, we propose a novel and computationally efficient…

We consider the motion-planning problem of planning a collision-free path of a robot in the presence of risk zones. The robot is allowed to travel in these zones but is penalized in a super-linear fashion for consecutive accumulative time…

Robotics · Computer Science 2017-03-10 Oren Salzman , Brian Hou , Siddhartha Srinivasa