Related papers: On the approximability of minmax (regret) network …
Robust optimization is a widely studied area in operations research, where the algorithm takes as input a range of values and outputs a single solution that performs well for the entire range. Specifically, a robust algorithm aims to…
For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…
We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…
In this short note we consider a dynamic assortment planning problem under the capacitated multinomial logit (MNL) bandit model. We prove a tight lower bound on the accumulated regret that matches existing regret upper bounds for all…
A regret minimizing set Q is a small size representation of a much larger database P so that user queries executed on Q return answers whose scores are not much worse than those on the full dataset. In particular, a k-regret minimizing set…
We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather…
We consider the hardness of approximation of optimization problems from the point of view of definability. For many NP-hard optimization problems it is known that, unless P = NP, no polynomial-time algorithm can give an approximate solution…
Evacuation in emergency situations can be modeled by a dynamic flow network. Two criteria have been used before: one is the evacuation completion time and the other is the aggregate evacuation time of individual evacuees. The aim of this…
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…
We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a…
Networked discrete dynamical systems are often used to model the spread of contagions and decision-making by agents in coordination games. Fixed points of such dynamical systems represent configurations to which the system converges. In the…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…
We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…
We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…
This paper addresses the minmax regret 1-sink location problem on dynamic flow path networks with parametric weights. We are given a dynamic flow network consisting of an undirected path with positive edge lengths, positive edge capacities,…
The question of what can be computed, and how efficiently, are at the core of computer science. Not surprisingly, in distributed systems and networking research, an equally fundamental question is what can be computed in a…
In this paper, we investigate the approximate consensus problem in highly dynamic networks in which topology may change continually and unpredictably. We prove that in both synchronous and partially synchronous systems, approximate…
We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…