Related papers: The optimal assignment problem for a countable sta…
Consider a complete communication network of $n$ nodes, where the nodes receive a common clock pulse. We study the synchronous $c$-counting problem: given any starting state and up to $f$ faulty nodes with arbitrary behaviour, the task is…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
This paper addresses the efficient computation of Jacobian matrices for programs composed of sequential differentiable subprograms. By representing the overall Jacobian as a chain product of the Jacobians of these subprograms, we reduce the…
In the optimal general factor problem, given a graph $G=(V, E)$ and a set $B(v) \subseteq \mathbb Z$ of integers for each $v \in V$, we seek for an edge subset $F$ of maximum cardinality subject to $d_F(v) \in B(v)$ for $v \in V$, where…
In the 2-choice allocation problem, $m$ balls are placed into $n$ bins, and each ball must choose between two random bins $i, j \in [n]$ that it has been assigned to. It has been known for more than two decades, that if each ball follows…
Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…
\begin{abstract}\label{abstract} We consider a non-autonomous evolutionary problem \[ \dot{u} (t)+\A(t)u(t)=f(t), \quad u(0)=u_0 \] where the operator $\A(t):V\to V^\prime$ is associated with a form $\fra(t,.,.):V\times V \to \R$ and…
Let G be a compact group acting in a real vector space V. We obtain a number of inequalities relating the L^infinity norm of a matrix element of the representation of G with its L^p norm for p<infinity. We apply our results to obtain…
The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
We formalize and study the multi-goal task assignment and path finding (MG-TAPF) problem from theoretical and algorithmic perspectives. The MG-TAPF problem is to compute an assignment of tasks to agents, where each task consists of a…
The Secretary problem is a classical sequential decision-making question that can be succinctly described as follows: a set of rank-ordered applicants are interviewed sequentially for a single position. Once an applicant is interviewed, an…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…
The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least…
Let G = (A U P, E) be a bipartite graph where A denotes a set of agents, P denotes a set of posts and ranks on the edges denote preferences of the agents over posts. A matching M in G is rank-maximal if it matches the maximum number of…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists an unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision…
We study linear and non-linear small divisors problems in analytic and non-analytic regularity. We observe that the Bruno arithmetic condition, which is usually attached to non-linear analytic problems, can also be characterized as the…
This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…