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We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

We introduce a new threshold model of social networks, in which the nodes influenced by their neighbours can adopt one out of several alternatives. We characterize the graphs for which adoption of a product by the whole network is possible…

Social and Information Networks · Computer Science 2015-03-19 Krzysztof R. Apt , Evangelos Markakis

Solving the non-convex optimal power flow (OPF) problem for large-scale power distribution systems is computationally expensive. An alternative is to solve the relaxed convex problem or linear approximated problem, but these methods lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-09 Rabayet Sadnan , Anamika Dubey

Several computer vision and artificial intelligence projects are nowadays exploiting the manifold data distribution using, e.g., the diffusion process. This approach has produced dramatic improvements on the final performance thanks to the…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Federico Magliani , Laura Sani , Stefano Cagnoni , Andrea Prati

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2025-10-28 Jiaqi Wen , Jianyi Yang

The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…

Signal Processing · Electrical Eng. & Systems 2018-07-18 Shaofeng Zou , Venugopal V. Veeravalli , Jian Li , Don Towsley

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the…

Machine Learning · Computer Science 2022-02-08 Mark Eisen , Clark Zhang , Luiz F. O. Chamon , Daniel D. Lee , Alejandro Ribeiro

In this work, we study the problem of energy-efficient computation offloading enabled by edge computing. In the considered scenario, multiple users simultaneously compete for limited radio and edge computing resources to get offloaded tasks…

Machine Learning · Computer Science 2021-04-01 Mohamed Sana , Mattia Merluzzi , Nicola di Pietro , Emilio Calvanese Strinati

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Artificial Intelligence · Computer Science 2013-02-08 Carla P. Gomes , Bart Selman

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

We consider solving multi-objective optimization problems in a distributed manner by a network of cooperating and learning agents. The problem is equivalent to optimizing a global cost that is the sum of individual components. The…

Multiagent Systems · Computer Science 2015-06-11 Jianshu Chen , Ali H. Sayed

In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

Optimization and Control · Mathematics 2025-02-25 Arash Fahim , Md. Arafatur Rahman

This paper describes a new algorithm to solve the decision making problem in Influence Diagrams based on algorithms for credal networks. Decision nodes are associated to imprecise probability distributions and a reformulation is introduced…

Artificial Intelligence · Computer Science 2012-06-18 Cassio Polpo de Campos , Qiang Ji

The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…

Numerical Analysis · Mathematics 2023-02-27 Jad Dabaghi , Virginie Ehrlacher , Christoph Strössner

In this paper, we investigate the distributed shortest distance optimization problem for a multi-agent network to cooperatively minimize the sum of the quadratic distances from some convex sets, where each set is only associated with one…

Systems and Control · Computer Science 2016-02-04 Youcheng Lou , Yiguang Hong , Shouyang Wang

Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Mohammadreza Doostmohammadian , Maria Vrakopoulou , Alireza Aghasi , Themistoklis Charalambous

This paper considers a distributed optimization problem in a multi-agent system where a fraction of the agents act in an adversarial manner. Specifically, the malicious agents steer the network of agents away from the optimal solution by…

Optimization and Control · Mathematics 2022-06-07 Iyanuoluwa Emiola , Chinwendu Enyioha

The distributed optimization problem has become increasingly relevant recently. It has a lot of advantages such as processing a large amount of data in less time compared to non-distributed methods. However, most distributed approaches…

Optimization and Control · Mathematics 2024-03-27 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov , Alexander Gasnikov

Generalized from the concept of consensus, this paper considers a group of edge agreements, i.e. constraints defined for neighboring agents, in which each pair of neighboring agents is required to satisfy one edge agreement constraint. Edge…

Optimization and Control · Mathematics 2023-12-04 Zehui Lu , Shaoshuai Mou