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This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…

Numerical Analysis · Mathematics 2021-12-16 Alejandro Allendes , Francisco Fuica , Enrique Otarola

Realistic path planning applications often require optimizing with respect to several criteria simultaneously. Here we introduce an efficient algorithm for bi-criteria path planning on graphs. Our approach is based on augmenting the state…

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Computing the shortest path between two given locations in a road network is an important problem that finds applications in various map services and commercial navigation products. The state-of-the-art solutions for the problem can be…

Databases · Computer Science 2012-02-01 Lingkun Wu , Xiaokui Xiao , Dingxiong Deng , Gao Cong , Andy Diwen Zhu , Shuigeng Zhou

In this work we study shortest path problems in multimode graphs, a generalization of the min-distance measure introduced by Abboud, Vassilevska W. and Wang in [SODA'16]. A multimode shortest path is the shortest path using one of multiple…

Data Structures and Algorithms · Computer Science 2025-06-30 Yael Kirkpatrick , Virginia Vassilevska Williams

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach. It is well known that considering a time discretization with a positive step size $h$ an error bound of…

Numerical Analysis · Mathematics 2026-02-09 Javier de Frutos , Julia Novo

The on-line shortest path problem is considered under various models of partial monitoring. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary (adversarial) way, a decision maker has to choose in each…

Machine Learning · Computer Science 2007-05-23 Andras Gyorgy , Tamas Linder , Gabor Lugosi , Gyorgy Ottucsak

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

In the Single Source Replacement Paths (SSRP) problem we are given a graph $G = (V, E)$, and a shortest paths tree $\widehat{K}$ rooted at a node $s$, and the goal is to output for every node $t \in V$ and for every edge $e$ in…

Data Structures and Algorithms · Computer Science 2020-04-29 Shiri Chechik , Ofer Magen

We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…

Probability · Mathematics 2014-07-18 Jiatu Cai , Masaaki Fukasawa , Mathieu Rosenbaum , Peter Tankov

A dynamic graph algorithm is a data structure that supports edge insertions, deletions, and specific problem queries. While extensive research exists on dynamic algorithms for graph problems solvable in polynomial time, most of these…

Data Structures and Algorithms · Computer Science 2024-07-10 Jannick Borowitz , Ernestine Großmann , Christian Schulz

In this paper we present a method for automatically generating optimal robot trajectories satisfying high level mission specifications. The motion of the robot in the environment is modeled as a general transition system, enhanced with…

Robotics · Computer Science 2010-07-16 Stephen L. Smith , Jana Tumova , Calin Belta , Daniela Rus

We present a novel algorithm that fuses the existing convex-programming based approach with heuristic information to find optimality guarantees and near-optimal paths for the Shortest Path Problem in the Graph of Convex Sets (SPP-GCS). Our…

Optimization and Control · Mathematics 2025-04-22 Kaarthik Sundar , Sivakumar Rathinam

In a series of papers, Avraham, Filtser, Kaplan, Katz, and Sharir (SoCG'14), Kaplan, Katz, Saban, and Sharir (ESA'23), and Katz, Saban, and Sharir (ESA'24) studied a class of geometric optimization problems -- including reverse shortest…

Data Structures and Algorithms · Computer Science 2025-04-10 Timothy M. Chan , Zhengcheng Huang

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

Information Theory · Computer Science 2018-12-05 Michael Fauss , Abdelhak M. Zoubir

We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show…

Analysis of PDEs · Mathematics 2016-12-28 Hayk Aleksanyan

We consider single-source shortest path algorithms that perform a sequence of relaxation steps whose ordering depends only on the input graph structure and not on its weights or the results of prior steps. Each step examines one edge of the…

Data Structures and Algorithms · Computer Science 2023-05-17 David Eppstein

We study the reverse shortest path problem on disk graphs in the plane. In this problem we consider the proximity graph of a set of $n$ disks in the plane of arbitrary radii: In this graph two disks are connected if the distance between…

Computational Geometry · Computer Science 2023-07-28 Haim Kaplan , Matthew J. Katz , Rachel Saban , Micha Sharir