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We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach that yields regularity of the value function and closed form…

Optimization and Control · Mathematics 2026-05-27 Panagiotis Souganidis , Thaleia Zariphopoulou

Using an enhanced Self-Organizing Map method, we provided suboptimal solutions to the Traveling Salesman Problem. Besides, we employed hyperparameter tuning to identify the most critical features in the algorithm. All improvements in the…

Neural and Evolutionary Computing · Computer Science 2022-01-20 Joao P. A. Dantas , Andre N. Costa , Marcos R. O. A. Maximo , Takashi Yoneyama

Networked public goods games model scenarios in which self-interested agents decide whether or how much to invest in an action that benefits not only themselves, but also their network neighbors. Examples include vaccination, security…

Computer Science and Game Theory · Computer Science 2021-09-03 David Kempe , Sixie Yu , Yevgeniy Vorobeychik

This study optimises manually derived rule-based expert system classification of objects according to changes in their properties over time. One of the key challenges that this study tries to address is how to classify objects that exhibit…

Artificial Intelligence · Computer Science 2016-07-21 Polla Fattah , Uwe Aickelin , Christian Wagner

Evolutionary algorithms have been shown to obtain good solutions for complex optimization problems in static and dynamic environments. It is important to understand the behaviour of evolutionary algorithms for complex optimization problems…

Neural and Evolutionary Computing · Computer Science 2023-05-31 Jakob Bossek , Aneta Neumann , Frank Neumann

The generalized traveling salesman problem (GTSP) is an extension of the well-known traveling salesman problem. In GTSP, we are given a partition of cities into groups and we are required to find a minimum length tour that includes exactly…

Data Structures and Algorithms · Computer Science 2010-03-30 Gregory Gutin , Daniel Karapetyan

We propose a learning algorithm for solving the traveling salesman problem based on a simple strategy of trial and adaptation: i) A tour is selected by choosing cities probabilistically according to the ``synaptic'' strengths between…

adap-org · Physics 2009-10-28 Kan Chen

We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization…

Theoretical Economics · Economics 2020-12-07 Soham R. Phade , Venkat Anantharam

Purpose: We propose a model to present a possible mechanism for obtaining sizeable behavioural structures by simulating an agent based on the evolutionary public good game with available social learning. Methods: The model considered a…

Computer Science and Game Theory · Computer Science 2019-10-29 Chulwook Park

The Traveling salesman problem (TSP) is proved to be NP-complete in most cases. The genetic algorithm (GA) is one of the most useful algorithms for solving this problem. In this paper a conventional GA is compared with an improved hybrid GA…

Neural and Evolutionary Computing · Computer Science 2014-09-11 Keivan Borna , Vahid Haji Hashemi

The Travelling Salesman and its variations are some of the most well known NP hard optimisation problems. This paper looks to use both centralised and decentralised implementations of Evolutionary Algorithms (EA) to solve a dynamic variant…

Neural and Evolutionary Computing · Computer Science 2019-06-14 Thomas E. Kent , Arthur G. Richards

We consider the pricing problem faced by a seller who assigns a price to a good that confers its benefits not only to its buyers, but also to other individuals around them. For example, a snow-blower is potentially useful not only to the…

Computer Science and Game Theory · Computer Science 2013-05-02 Michal Feldman , David Kempe , Brendan Lucier , Renato Paes Leme

Combinatorial optimization is the field devoted to the study and practice of algorithms that solve NP-hard problems. As Machine Learning (ML) and deep learning have popularized, several research groups have started to use ML to solve…

Artificial Intelligence · Computer Science 2019-10-01 Antoine François , Quentin Cappart , Louis-Martin Rousseau

For some weighted $NP$-complete problems, checking whether a proposed solution is optimal is a non-trivial task. Such is the case for the celebrated traveling salesman problem, or the spin-glass problem in 3 dimensions. In this letter, we…

Statistical Mechanics · Physics 2007-05-23 Henri Orland , Michel Bauer

We study the complexity of several combinatorial problems in the model of binary networked public goods games. In this game, players are represented by vertices in a network, and the action of each player can be either investing or not…

Computer Science and Game Theory · Computer Science 2020-12-08 Yongjie Yang , Jianxin Wang

The distributed task allocation problem, as one of the most interesting distributed optimization challenges, has received considerable research attention recently. Previous works mainly focused on the task allocation problem in a population…

Computer Science and Game Theory · Computer Science 2023-08-22 Chunxia Liu , Kaihong Lu , Xiaojie Chen , Attila Szolnoki

The Traveling Salesman Problem (TSP) is a well-known NP-hard combinatorial optimization problem with wide-ranging applications in logistics, routing, and intelligent systems. Due to its factorial complexity, solving large-scale instances…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-27 Rabab Alkhalifa , Fatima Alkhomayes , Boushra Almazroua , Dana Alhaidan , Maryam Alothman , Jumana Almuhaidib

In this paper, we propose a game-theoretic solution to the parking problem, by exploiting a strategic-reasoning approach for multi-agent systems. Precisely, cars are modeled by agents interacting among them in a multi-player game setting,…

Multiagent Systems · Computer Science 2022-04-05 Giuseppe Calise , Aniello Murano , Silvia Stranieri

The Traveling Salesman Problem is one of the most intensively studied combinatorial optimization problems due both to its range of real-world applications and its computational complexity. When combined with the Set Covering Problem, it…

Machine Learning · Computer Science 2020-07-08 Yuwen Yang , Jayant Rajgopal

Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…

Multiagent Systems · Computer Science 2024-08-02 Nicole Orzan , Erman Acar , Davide Grossi , Patrick Mannion , Roxana Rădulescu