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This content will become publicly available on June 26, 2026

Title: Monotone Causality in Opportunistically Stochastic Shortest Path Problems
When traveling through a graph with an accessible deterministic path to a target, is it ever preferable to resort to stochastic node-to-node transitions instead? And, if so, what are the conditions guaranteeing that such a stochastic optimal routing policy can be computed efficiently? We aim to answer these questions here by defining a class of Opportunistically Stochastic Shortest Path (OSSP) problems and deriving sufficient conditions for applicability of noniterative label-setting methods. The usefulness of this framework is demonstrated in two very different contexts: numerical analysis and autonomous vehicle routing. We use OSSPs to derive causality conditions for semi-Lagrangian discretizations of anisotropic Hamilton-Jacobi equations. We also use a Dijkstra-like method to solve OSSPs, optimizing the timing and urgency of lane change maneuvers for an autonomous vehicle navigating road networks with a heterogeneous traffic load. Funding: Financial support from the Air Force Office of Scientific Research [Grant FA9550-22-1-0528], the Division of Mathematical Sciences [Grants 1645643 and 2111522], and a National Defense Science and Engineering Graduate Fellowship is gratefully acknowledged.  more » « less
Award ID(s):
1645643 2111522
PAR ID:
10655850
Author(s) / Creator(s):
;
Publisher / Repository:
INFORMS
Date Published:
Journal Name:
Mathematics of Operations Research
ISSN:
0364-765X
Subject(s) / Keyword(s):
Primary: 90C39, 90C40, 49L20, 65N22, 49L25 stochastic shortest path, dynamic programming, label-setting, Dijkstra’s method, Dial’s method, optimal control, Hamilton-Jacobi PDEs, fast marching, routing of autonomous vehicles
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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