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In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

Various hypotheses exist about the paths used for communication between the nodes of complex networks. Most studies simply suppose that communication goes via shortest paths, while others have more explicit assumptions about how routing…

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…

Machine Learning · Computer Science 2023-01-16 Anshul Nayak , Azim Eskandarian , Zachary Doerzaph

Statistical models are inherently uncertain. Quantifying or at least upper-bounding their uncertainties is vital for safety-critical systems such as autonomous vehicles. While standard neural networks do not report this information, several…

In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected loss over an ambiguity set (or a family) of…

Optimization and Control · Mathematics 2021-03-16 Sergey S. Ketkov , Oleg A. Prokopyev , Evgenii P. Burashnikov

In this paper we introduce a new network reachability problem where the goal is to find the most reliable path between two nodes in a network, represented as a directed acyclic graph. Individual edges within this network may fail according…

Data Structures and Algorithms · Computer Science 2012-06-26 Allen Chang , Eyal Amir

Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about…

Optimization and Control · Mathematics 2014-07-07 Theja Tulabandhula , Cynthia Rudin

As drones and autonomous cars become more widespread it is becoming increasingly important that robots can operate safely under realistic conditions. The noisy information fed into real systems means that robots must use estimates of the…

Robotics · Computer Science 2017-06-01 Brian Axelrod , Leslie Pack Kaelbling , Tomás Lozano-Pérez

Most mobile robots for indoor use rely on 2D laser scanners for localization, mapping and navigation. These sensors, however, cannot detect transparent surfaces or measure the full occupancy of complex objects such as tables. Deep Neural…

Robotics · Computer Science 2020-09-04 Francesco Verdoja , Jens Lundell , Ville Kyrki

The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…

Data Structures and Algorithms · Computer Science 2024-07-10 Chenjuan Guo , Ronghui Xu , Bin Yang , Ye Yuan , Tung Kieu , Yan Zhao , Christian S. Jensen

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…

Optimization and Control · Mathematics 2021-07-13 Meysam Cheramin , Richard Li-Yang Chen , Jianqiang Cheng , Ali Pinar

Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…

Databases · Computer Science 2015-12-07 Jian Dai , Bin Yang , Chenjuan Guo , Christian S. Jensen

In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…

Logic in Computer Science · Computer Science 2014-11-05 Mickael Randour , Jean-François Raskin , Ocan Sankur

Applications to support pedestrian mobility in urban areas require a complete, and routable graph representation of the built environment. Globally available information, including aerial imagery provides a scalable source for constructing…

Computer Vision and Pattern Recognition · Computer Science 2024-07-25 Yuxiang Zhang , Bill Howe , Sachin Mehta , Nicholas-J Bolten , Anat Caspi

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

The shortest path problem in graphs is fundamental to AI. Nearly all variants of the problem and relevant algorithms that solve them ignore edge-weight computation time and its common relation to weight uncertainty. This implies that taking…

Data Structures and Algorithms · Computer Science 2024-03-29 Eyal Weiss , Ariel Felner , Gal A. Kaminka

"The Price of Robustness" by Bertsimas and Sim represented a breakthrough in the development of a tractable robust counterpart of Linear Programming Problems. However, the central modeling assumption that the deviation band of each…

Optimization and Control · Mathematics 2014-10-24 Christina Büsing , Fabio D'Andreagiovanni