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Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

We consider a class of multi-agent optimal coverage problems in which the goal is to determine the optimal placement of a group of agents in a given mission space so that they maximize a coverage objective that represents a blend of…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shirantha Welikala , Christos G. Cassandras

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Machine Learning · Statistics 2011-02-28 Abhimanyu Das , David Kempe

We consider the problem of stochastic monotone submodular function maximization, subject to constraints. We give results on adaptivity gaps, and on the gap between the optimal offline and online solutions. We present a procedure that…

Data Structures and Algorithms · Computer Science 2015-04-28 Lisa Hellerstein , Devorah Kletenik , Patrick Lin

In this work, we study the Stochastic Budgeted Multi-round Submodular Maximization (SBMSm) problem, where we aim to adaptively maximize the sum, over multiple rounds, of a monotone and submodular objective function defined on subsets of…

Data Structures and Algorithms · Computer Science 2024-09-26 Vincenzo Auletta , Diodato Ferraioli , Cosimo Vinci

In the rapidly evolving research on artificial intelligence (AI) the demand for fast, computationally efficient, and scalable solutions has increased in recent years. The problem of optimizing the computing resources for distributed machine…

Machine Learning · Computer Science 2025-10-30 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

The submodular Santa Claus problem was introduced in a seminal work by Goemans, Harvey, Iwata, and Mirrokni (SODA'09) as an application of their structural result. In the mentioned problem $n$ unsplittable resources have to be assigned to…

Data Structures and Algorithms · Computer Science 2020-11-16 Etienne Bamas , Paritosh Garg , Lars Rohwedder

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Optimization and Control · Mathematics 2018-09-13 Atiye Alaeddini , Daniel J. Klein

We study the problem of maximizing a submodular function, subject to a cardinality constraint, with a set of agents communicating over a connected graph. We propose a distributed greedy algorithm that allows all the agents to converge to a…

Optimization and Control · Mathematics 2020-09-29 Lintao Ye , Shreyas Sundaram

We study the maximum capture problem in facility location under random utility models, i.e., the problem of seeking to locate new facilities in a competitive market such that the captured user demand is maximized, assuming that each…

Optimization and Control · Mathematics 2022-03-29 Tien Thanh Dam , Thuy Anh Ta , Tien Mai

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their…

Data Structures and Algorithms · Computer Science 2019-05-10 Shreyas Sekar , Milan Vojnovic , Se-Young Yun

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the…

Data Structures and Algorithms · Computer Science 2022-02-09 Andrew Downie , Bahman Gharesifard , Stephen L. Smith

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei
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