Related papers: Space--Time Tradeoffs for Subset Sum: An Improved …
This paper considers the problem of minimizing the time average of a controlled stochastic process subject to multiple time average constraints on other related processes. The probability distribution of the random events in the system is…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…
The main purpose of this paper is to study the NP-complete subset-sum problem, not in the usual context of time-complexity-based classification of the algorithms (exponential/polynomial), but through a new kind of algorithmic classification…
We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…
We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…
We revisit the deadline version of the discrete time-cost tradeoff problem for the special case of bounded depth. Such instances occur for example in VLSI design. The depth of an instance is the number of jobs in a longest chain and is…
In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…
In this paper we consider several constrained activity scheduling problems in the time and space domains, like finding activity orderings which optimize the values of several objective functions (time scheduling) or finding optimal…
Many signal processing problems can be solved by maximizing the fitness of a segmented model over all possible partitions of the data interval. This letter describes a simple but powerful algorithm that searches the exponentially large…
Interval scheduling is a basic problem in the theory of algorithms and a classical task in combinatorial optimization. We develop a set of techniques for partitioning and grouping jobs based on their starting and ending times, that enable…
There is an increasing need for algorithms that can accurately detect changepoints in long time-series, or equivalent, data. Many common approaches to detecting changepoints, for example based on penalised likelihood or minimum description…
In many repeated auction settings, participants care not only about how frequently they win but also how their winnings are distributed over time. This problem arises in various practical domains where avoiding congested demand is crucial,…
Set partitioning is a key component of many algorithms in machine learning, signal processing, and communications. In general, the problem of finding a partition that minimizes a given impurity (loss function) is NP-hard. As such, there…
We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…
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, formally and experimentally, the trade-off in temporal and spatial overhead when managing contiguous blocks of memory using the explicit, dynamic and real-time heap management system Compact-fit (CF). The key property of CF is…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
We consider the problem of reconstructing the symmetric difference between similar sets from their representations (sketches) of size linear in the number of differences. Exact solutions to this problem are based on error-correcting coding…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…