I did exactly this - did my research after work, when my employer didn't budge in terms of putting on new technologies, or even improving it, I changed.

The other move is to do a start-up and work on one's own R&D (how you do it is your call)

The problem is that I'm interested in robotics/AI, which (right now) seems to be a high-investment/low-probability-of-success endeavor.

On the contrary. I feel like if you can prove competency at depth in AI/robotics, you will be absolutely _set_ for the next ~half century of computing. The sort of problems we're solving in the areas of machine learning/planning have applicability literally everywhere, even outside of STEM fields. (looking at you, social sciences, a big data / machine learning twist is certainly in your future)

The hard part is the "proving competency" part. I consider myself a somewhat competent programmer, but trying to catch myself up on the state of the art in my focus; N body simulation; is a hard enough problem, and even when you feel like you understand it, how do you let other people know? (little bit of chicken in egg here, since normally the PHD is this sort of signalling.)

The answer I chose is "build fun projects in my free time." and with the advent of more accessible programmable robotics, you can certainly explore both of your interests. (I should take my own advice here too...)