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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

In traditional machine learning techniques, the degree of closeness between true and predicted values generally measures the quality of predictions. However, these learning algorithms do not consider prescription problems where the…

Machine Learning · Computer Science 2021-01-05 Mehmet Kolcu , Alper E. Murat

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

We present a method to solve planning problems involving sequential decision making in unpredictable environments while accomplishing a high level task specification expressed using the formalism of linear temporal logic. Our method…

Robotics · Computer Science 2015-06-16 Seyedshams Feyzabadi , Stefano Carpin

This paper introduces a local planner that synergizes the decision making and trajectory planning modules towards autonomous driving. The decision making and trajectory planning tasks are jointly formulated as a nonlinear programming…

Robotics · Computer Science 2024-12-02 Wenru Liu , Haichao Liu , Lei Zheng , Zhenmin Huang , Jun Ma

This paper presents a hierarchical planning algorithm for racing with multiple opponents. The two-stage approach consists of a high-level behavioral planning step and a low-level optimization step. By combining discrete and continuous…

Robotics · Computer Science 2026-04-29 Georg Jank , Matthias Rowold , Boris Lohmann

As network traffic monitoring software for cybersecurity, malware detection, and other critical tasks becomes increasingly automated, the rate of alerts and supporting data gathered, as well as the complexity of the underlying model,…

Artificial Intelligence · Computer Science 2013-05-14 Kartik Talamadupula , Octavian Udrea , Anton Riabov , Anand Ranganathan

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Systems and Control · Computer Science 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the…

Optimization and Control · Mathematics 2023-06-13 Yves Rychener , Daniel Kuhn , Tobias Sutter

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

The predict-then-optimize framework arises in a wide variety of applications where the unknown cost coefficients of an optimization problem are first predicted based on contextual features and then used to solve the problem. In this work,…

Optimization and Control · Mathematics 2023-05-02 Bo Tang , Elias B. Khalil

In this paper, we explore the interplay between Predictive Control and closed-loop optimality, spanning from Model Predictive Control to Data-Driven Predictive Control. Predictive Control in general relies on some form of prediction scheme…

Optimization and Control · Mathematics 2024-05-29 Akhil S Anand , Shambhuraj Sawant , Dirk Reinhardt , Sebastien Gros

We address multi-robot safe mission planning in uncertain dynamic environments. This problem arises in several applications including safety-critical exploration, surveillance, and emergency rescue missions. Computation of a multi-robot…

Robotics · Computer Science 2022-11-15 Daniel Tihanyi , Yimeng Lu , Orcun Karaca , Maryam Kamgarpour

Task allocation is a key combinatorial optimization problem, crucial for modern applications such as multi-robot cooperation and resource scheduling. Decision makers must allocate entities to tasks reasonably across different scenarios.…

Machine Learning · Computer Science 2024-07-02 Aicheng Gong , Kai Yang , Jiafei Lyu , Xiu Li

Forecasting and optimisation are two major fields of operations research that are widely used in practice. These methods have contributed to each other growth in several ways. However, the nature of the relationship between these two fields…

Machine Learning · Computer Science 2022-11-28 Mahdi Abolghasemi

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Optimizing resource allocation with predicted information has shown promising gain in boosting network performance and improving user experience. Earlier research efforts focus on optimizing proactive policies under the assumption of…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Jiajun Wu , Chengjian Sun , Chenyang Yang

Trained humans exhibit highly agile spatial skills, enabling them to operate vehicles with complex dynamics in demanding tasks and conditions. Prior work shows that humans achieve this performance by using strategies such as satisficing,…

Systems and Control · Electrical Eng. & Systems 2020-04-28 Andrew Feit , Bérénice Mettler