Related papers: Sequential Resource Allocation with Positional Cos…
We consider a continuous time two-armed bandit problem in which incomes are described by Poissonian processes. We develop Bayesian approach with arbitrary prior distribution. We present two versions of recursive equation for determination…
In this paper we present a deterministic parallel algorithm solving the multiple selection problem in congested clique model. In this problem for given set of elements S and a set of ranks $K = \{k_1 , k_2 , ..., k_r \}$ we are asking for…
We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…
This paper presents a genetic algorithm (GA) approach to cost-optimal task scheduling in a production line. The system consists of a set of serial processing tasks, each with a given duration, unit execution cost, and precedence…
Consider a set of jobs with independent random service times to be scheduled on a single machine. The jobs can be surgeries in an operating room, patients' appointments in outpatient clinics, etc. The challenge is to determine the optimal…
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
A {\em leader election} algorithm is an elimination process that divides recursively into tow subgroups an initial group of n items, eliminates one subgroup and continues the procedure until a subgroup is of size 1. In this paper the biased…
We consider the problem of finding patrol schedules for $k$ robots to visit a given set of $n$ sites in a metric space. Each robot has the same maximum speed and the goal is to minimize the weighted maximum latency of any site, where the…
In a sequential decision-making problem, having a structural dependency amongst the reward distributions associated with the arms makes it challenging to identify a subset of alternatives that guarantees the optimal collective outcome.…
The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…
We study a large-scale patrol problem with state-dependent costs and multi-agent coordination.We consider heterogeneous agents, rather general reward functions, and the capabilities of tracking agents' trajectories.Given the complexity and…
We study the ranking problem in generalized linear bandits. At each time, the learning agent selects an ordered list of items and observes stochastic outcomes. In recommendation systems, displaying an ordered list of the most attractive…
The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…
We present an instance of the optimal sensor scheduling problem with the additional relaxation that our observer makes active choices whether or not to observe and how to observe. We mask the nodes in a directed acyclic graph of the model…
In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…
Consider the following random process: we are given $n$ queues, into which elements of increasing labels are inserted uniformly at random. To remove an element, we pick two queues at random, and remove the element of lower label (higher…
We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…
We study random multidimensional assignment problems where the costs decompose into the sum of independent random variables. In particular, in three dimensions, we assume that the costs $W_{i,j,k}$ satisfy…
The greedy sequential algorithm for maximal independent set (MIS) loops over the vertices in arbitrary order adding a vertex to the resulting set if and only if no previous neighboring vertex has been added. In this loop, as in many…