Related papers: Cost Analysis of Nondeterministic Probabilistic Pr…
Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…
Programs increasingly rely on randomization in applications such as cryptography and machine learning. Analyzing randomized programs has been a fruitful research direction, but there is a gap when programs also exploit nondeterminism (for…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
Automatic numerical algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. The computational cost is often determined \emph{adaptively} by the algorithm based…
The scheduling problem is a key class of optimization problems and has various kinds of applications both in practical and theoretical scenarios. In the scheduling problem, probabilistic analysis is a basic tool for investigating…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
Performance analysis of all kinds of randomised search heuristics is a rapidly growing and developing field. Run time and solution quality are two popular measures of the performance of these algorithms. The focus of this paper is on the…
Traditional static resource analyses estimate the total resource usage of a program, without executing it. In this paper we present a novel resource analysis whose aim is instead the static profiling of accumulated cost, i.e., to discover,…
This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…
Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…
Information about action costs is critical for real-world AI planning applications. Rather than rely solely on declarative action models, recent approaches also use black-box external action cost estimators, often learned from data, that…
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…
The Automatic Amortized Resource Analysis (AARA) derives program-execution cost bounds using types. To do so, AARA often makes use of cost-free types, which are critical for the composition of types and cost bounds. However, inferring…
The goal of diagnosis is to compute good repair strategies in response to anomalous system behavior. In a decision theoretic framework, a good repair strategy has low expected cost. In a general formulation of the problem, the computation…
This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…
In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…
In the design of probabilistic timed systems, bounded requirements concerning behaviour that occurs within a given time, energy, or more generally cost budget are of central importance. Traditionally, such requirements have been…
We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…
We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…