I personally would use what
Lavaguava has said and ask the op, what do you consider a robot?
there are android, mechanoids, cyborgs, nanites, 3d printers, replicators, AI controlled, steam controlled, wind controlled... the list goes on for years.
if the is a precise robot you are referring too then please give us a link.
in electronics the way a robot works is an "actuator" controls a limb or part. the heat that is generated is only from 2 sources, overloading the "limb" or the electronics over heating.. the electronics over heating is simply fixed by heat sinks and downgrading the workload or upgrading the parts.
the actuator over heating can be cooled by use of grease, lubricants, on the limbs to allow it to flow easier, downsizing the workload, upgrading the actuator needed OR you could possibly try cooling it with a fan or, in the case of remote control boats, they put tubing around the motor and water cool it.