This thesis consists of four chapters. Chapter 1 focuses on theoretical results on high-order laplacian-based regularization in function estimation. We studied the iterated laplacian regularization in the context of supervised learning in order to achieve both nice theoretical properties (like thin-plate splines) and good performance over complex region (like soap film smoother). In Chapter 2, we propose an innovative static path-planning algorithm called m-A* within an environment full of obstacles. Theoretically we show that m-A* reduces the number of vertex. In the simulation study, our approach outperforms A* armed with standard L1 heuristic and stronger ones such as True-Distance heuristics (TDH), yielding faster query time, adequate usage of memory and reasonable preprocessing time. Chapter 3 proposes m-LPA* algorithm which extends the m-A* algorithm in the context of dynamic path-planning and achieves better performance compared to the benchmark: lifelong planning A* (LPA*) in terms of robustness and worst-case computational complexity. Employing the same beamlet graphical structure as m-A*, m-LPA* encodes the information of the environment in a hierarchical, multiscale fashion, and therefore it produces a more robust dynamic path-planning algorithm. Chapter 4 focuses on an approach for the prediction of spot electricity spikes via a combination of boosting and wavelet analysis. Extensive numerical experiments show that our approach improved the prediction accuracy compared to those results of support vector machine, thanks to the fact that the gradient boosting trees method inherits the good properties of decision trees such as robustness to the irrelevant covariates, fast computational capability and good interpretation.