Safe corridor-based Trajectory Optimization (TO) presents an appealing approach for collision-free path planning of autonomous robots, because its convex formulation can guarantee global optimality. The safe corridor is constructed based on the obstacle map, however, the non-ideal perception induces uncertainty, which is rarely considered in the context of trajectory generation. In this paper, we propose Distributionally Robust Safe Corridor Constraints (DRSCCs) to consider the uncertainty of the safe corridor. Then, we integrate DRSCCs into the trajectory optimization framework using Bernstein basis polynomials. Theoretically, we rigorously prove that the proposed trajectory optimization problem is equivalent to a convex quadratic program, which is computationally efficient to deploy onto real robots. The simulation results show that our method enhances navigation safety by significantly reducing the infeasible motions compared to the baseline. Moreover, the proposed approach is validated through two robotic applications, a micro Unmanned Aerial Vehicle (UAV) and a quadruped robot Unitree A1.

Despite being a fundamental building block for reinforcement learning, Markov decision processes (MDPs) often suffer from ambiguity in model parameters. Robust MDPs are proposed to overcome this challenge by optimizing the worst-case performance under ambiguity. While robust MDPs can provide reliable policies with limited data, their worst-case performances are often overly conservative, and so they do not offer practical insights into the actual performance of these reliable policies. This paper proposes robust satisficing MDPs (RSMDPs), where the expected returns of feasible policies are softly-constrained to achieve a user-specified target under ambiguity. We derive a tractable reformulation for RSMDPs and develop a first-order method for solving large instances. Experimental results demonstrate that RSMDPs can prescribe policies to achieve their targets, which are much higher than the optimal worst-case returns computed by robust MDPs. Moreover, the average and percentile performances of our model are competitive among other models. We also demonstrate the scalability of the proposed algorithm compared with a state-of-the-art commercial solver.

We study adjustable distributionally robust optimization problems, where their ambiguity sets can potentially encompass an infinite number of expectation constraints. Although such ambiguity sets have great modeling flexibility in characterizing uncertain probability distributions, the corresponding adjustable problems remain computationally intractable and challenging. To overcome this issue, we propose a greedy improvement procedure that consists of solving, via the (extended) linear decision rule approximation, a sequence of tractable subproblems—each of which considers a relaxed and finitely constrained ambiguity set that can be iteratively tightened to the infinitely constrained one. Through three numerical studies of adjustable distributionally robust optimization models, we show that our approach can yield improved solutions in a systematic way for both two-stage and multistage problems. History: Accepted by Pascal Van Hentenryck, Area Editor for Computational Modeling: Methods & Analysis. Funding: Financial support by the Early Career Scheme from the Hong Kong Research Grants Council [Project No. CityU 21502820], the CityU Start-Up Grant [Project No. 9610481], the CityU Strategic Research Grant [Project No. 7005688], the National Natural Science Foundation of China [Project No. 72032005], and Chow Sang Sang Group Research Fund sponsored by Chow Sang Sang Holdings International Limited [Project No. 9229076] is gratefully acknowledged. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2021.0181 ), as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2021.0181 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .