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In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

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…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

We study the navigation problem for a robot moving amidst static and dynamic obstacles and rely on a hierarchical approach to solve it. First, the reference trajectory is planned by the safe interval path planning algorithm that is capable…

Robotics · Computer Science 2019-06-18 Konstantin Yakovlev , Anton Andreychuk , Juliya Belinskaya , Dmitry Makarov

Balancing the trade-off between safety and efficiency is of significant importance for path planning under uncertainty. Many risk-aware path planners have been developed to explicitly limit the probability of collision to an acceptable…

Robotics · Computer Science 2022-10-26 Fei Meng , Liangliang Chen , Han Ma , Jiankun Wang , Max Q. -H. Meng

We propose a two phase time dependent vehicle routing and scheduling optimization model that identifies the safest routes, as a substitute for the classical objectives given in the literature such as shortest distance or travel time,…

Artificial Intelligence · Computer Science 2017-10-20 Aschkan Omidvar , Eren Erman Ozguven , O. Arda Vanli , R. Tavakkoli-Moghaddam

Sailboat path-planning is a natural hybrid control problem (due to continuous steering and occasional "tack-switching" maneuvers), with the actual path-to-target greatly affected by stochastically evolving wind conditions. Previous studies…

Optimization and Control · Mathematics 2023-09-26 MingYi Wang , Natasha Patnaik , Anne Somalwar , Jingyi Wu , Alexander Vladimirsky

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori

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…

Optimization and Control · Mathematics 2011-07-29 Michael J. Neely

We study real-time routing policies in smart transit systems, where the platform has a combination of cars and high-capacity vehicles (e.g., buses or shuttles) and seeks to serve a set of incoming trip requests. The platform can use its…

Optimization and Control · Mathematics 2021-03-22 Siddhartha Banerjee , Chamsi Hssaine , Noémie Périvier , Samitha Samaranayake

Decisions in automated logistic systems can be improved based on knowledge of real-time state of individual parts and also environmental factors. These knowledge can be obtained through travel time of edges by individual robots which…

Systems and Control · Computer Science 2018-05-16 Pragna Das , Lluis Ribas-Xirgo

This paper addresses the challenges of decision-making for autonomous vehicles under faults during a transport mission. A real-time decision-making problem of vehicle routing planning considering maintenance management is formulated as an…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Xin Tao , Zhao Yuan

In this paper, we propose a new method for path planning to a point for robot in environment with obstacles. The resulting algorithm is implemented as a simple variation of Dijkstra's algorithm. By adding a constraint to the shortest-path,…

Robotics · Computer Science 2015-10-16 Jalil Rasekhi

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Tomer Koren

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…

Optimization and Control · Mathematics 2022-06-23 Asaf Cassel , Alon Cohen , Tomer Koren

The shortest path problem in graphs is a cornerstone of AI theory and applications. Existing algorithms generally ignore edge weight computation time. We present a generalized framework for weighted directed graphs, where edge weight can be…

Data Structures and Algorithms · Computer Science 2024-02-20 Eyal Weiss , Ariel Felner , Gal A. Kaminka

We study a scenario for route planning in road networks, where the objective to be optimized may change between every shortest path query. Since this invalidates many of the known speedup techniques for road networks that are based on…

Data Structures and Algorithms · Computer Science 2015-09-11 Julian Dibbelt , Ben Strasser , Dorothea Wagner

In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…

Robotics · Computer Science 2022-02-22 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Masayoshi Tomizuka , Tong Heng Lee

Due to recurrent (e.g. daily or weekly) patterns and non-recurrent disruptions (e.g. caused by incidents), travel times in road networks are time-dependent and inherently random. This is challenging for travelers planning a future trip,…

Optimization and Control · Mathematics 2022-09-01 Rens Kamphuis , Nikki Levering , Michel Mandjes

We examine a standard factory scheduling problem with stochastic processing and setup times, minimizing the expectation of the weighted number of tardy jobs. Because the costs of operators in the schedule are stochastic and sequence…

Artificial Intelligence · Computer Science 2013-02-18 Peter R. Wurman , Michael P. Wellman