Palash Agrawal | Searcharxiv

arXiv2026

Computing Monetary Risk Measures in Linear Time

Monetary risk measures have gained popularity for expressing decision-makers' risk aversion. Value-at-Risk (VaR) and Conditional-Value-at-Risk (CVaR), in particular, are used commonly for this purpose. This paper proposes new efficient algorithms to compute these risk measures for a discrete random variable in expected linear time with respect to the size of its domain. First, we propose a QuickVaR algorithm that computes the VaR of a discrete random variable. Then, we leverage QuickVaR to propose QuickDivergence, an algorithm for computing a class of $\varphi$-divergence risk measures, including the popular CVaR risk measure. The QuickVaR algorithm adapts the well-known Quickselect algorithm, while QuickDivergence builds on polymatroid optimization algorithms. Numerical results show that our new algorithms offer an order-of-magnitude speedup for large domains, and a library implementation of the algorithms is available at https://github.com/RiskAverseRL/RiskMeasures.jl.

cs.LG↗

arXiv2021

CPPNet: A Coverage Path Planning Network

This paper presents a deep-learning based CPP algorithm, called Coverage Path Planning Network (CPPNet). CPPNet is built using a convolutional neural network (CNN) whose input is a graph-based representation of the occupancy grid map while its output is an edge probability heat graph, where the value of each edge is the probability of belonging to the optimal TSP tour. Finally, a greedy search is used to select the final optimized tour. CPPNet is trained and comparatively evaluated against the TSP tour. It is shown that CPPNet provides near-optimal solutions while requiring significantly less computational time, thus enabling real-time coverage path planning in partially unknown and dynamic environments.

cs.RO↗