Related papers: Stochastic Optimal Control of a Sailboat

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Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…

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Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Traffic congestion has lead to an increasing emphasis on management measures for a more efficient utilization of existing infrastructure. In this context, this paper proposes a novel framework that integrates real-time optimization of…

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