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This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…
The problem of realizing a given degree sequence by a multigraph can be thought of as a relaxation of the classical degree realization problem (where the realizing graph is simple). This paper concerns the case where the realizing…
Combinatorial rigidity theory seeks to describe the rigidity or flexibility of bar-joint frameworks in R^d in terms of the structure of the underlying graph G. The goal of this article is to broaden the foundations of combinatorial rigidity…
Matroid intersection is one of the most powerful frameworks of matroid theory that generalizes various problems in combinatorial optimization. Edmonds' fundamental theorem provides a min-max characterization for the unweighted setting,…
Multilevel programming is the standard framework for modeling hierarchical decision-making. In this paper, we characterize the computational complexity of deciding the existence of feasible and optimal solutions, as well as computing the…
We thoroughly study a novel but basic combinatorial matrix completion problem: Given a binary incomplete matrix, fill in the missing entries so that every pair of rows in the resulting matrix has a Hamming distance within a specified range.…
We consider infinite-horizon $\gamma$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Given…
The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution, we develop a flexible generalized additive modeling…
Motivated by the fundamental lower bounds questions in proof complexity, we initiate the study of matrix identities as hard instances for strong proof systems. A matrix identity of $d \times d$ matrices over a field $\mathbb{F}$, is a…
Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…
The mean-variance portfolio model, based on the risk-return trade-off for optimal asset allocation, remains foundational in portfolio optimization. However, its reliance on restrictive assumptions about asset return distributions limits its…
In this study, we consider a class of linear matroid interdiction problems, where the feasible sets for the upper-level decision-maker (referred to as a leader) and the lower-level decision-maker (referred to as a follower) are induced by…
We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These…
We analyze the \textit{Large Deviation Probability (LDP)} of linear factor models generated from non-identically distributed components with \textit{regularly-varying} tails, a large subclass of heavy tailed distributions. An efficient…
We consider the well-studied problem of finding a spanning tree with minimum average distance between vertex pairs (called a MAD tree). This is a classic network design problem which is known to be NP-hard. While approximation algorithms…
We consider a system consisting of a sequential composition of Mealy machines, called head and tail. We study two problems related to these systems. In the first problem, models of both head and tail components are available, and the aim is…
A central issue in the theory of extreme values focuses on suitable conditions such that the well-known results for the limiting distributions of the maximum of i.i.d. sequences can be applied to stationary ones. In this context, the…
Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…
In the d-Euclidean Distance Matrix Completion (d-EDMC) problem, one aims to determine whether a given partial matrix of pairwise distances can be extended to a full Euclidean distance matrix in d dimensions. This problem is a cornerstone of…