Categoria:
Seminari di Modellistica Differenziale Numerica
Data e ora inizio evento:
Data e ora fine evento:
Aula:
Sala di Consiglio
Sede:
Dipartimento di Matematica, Sapienza Università di Roma
Speaker:
Alex Vladimirsky (Cornell University)
Stochastic Shortest Path (SPP) problems are Markov Decision Processes that have many applications in discrete settings but can also be used to produce discretizations of stationary Hamilton-Jacobi-Bellman PDEs describing the cost of optimal controls in indefinite-horizon problems (where the process terminates upon reaching a prescribed target). For deterministic shortest path problems on graphs, the solution is easy to find via non-iterative label-setting algorithms such as Dijkstra’s classical method. Unfortunately, label-setting algorithms are inapplicable to general SSPs, but there are well-known non-trivial examples of SSPs for which they produce the right answer. This observation led to development of (non-iterative) Dijkstra-like methods for Eikonal PDEs describing isotropic optimal control problems. Much subsequent work has focused on extending such non-iterative techniques to more general (anisotropic) problems.
We will present a broad subclass of SSPs called Opportunistically-Stochastic Shortest Path (OSSP) problems, for which the applicability of label-setting algorithms is easy to guarantee a priori. We use OSSPs in two very different applications: (1) finding a simple geometric characterization of anisotropic min-time control problems in 2D and 3D, for which label-setting methods are applicable; and (2) introducing a new stochastic model of optimal lane-switching by autonomous vehicles and showing that it can be solved by a Dijkstra-like method. Both of these are joint work with Ph.D. student Mallory Gaspard. Based on https://arxiv.org/abs/2310.14121

