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We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…
In a nonlocal game, two noncommunicating players cooperate to convince a referee that they possess a strategy that does not violate the rules of the game. Quantum strategies allow players to optimally win some games by performing joint…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
In this paper, we establish the existence of team-optimal policies for static teams and a class of sequential dynamic teams. We first consider the static team problems and show the existence of optimal policies under certain regularity…
We consider a team game reward, and we derive a stochastic Pontryagin's maximum principle for distributed stochastic differential systems with decentralized noisy information structures. Our methodology utilizes the semi martingale…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
We consider stochastic settings for clustering, and develop provably-good approximation algorithms for a number of these notions. These algorithms yield better approximation ratios compared to the usual deterministic clustering setting.…
Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…
Local simultaneous state discrimination (LSSD) is a recently introduced problem in quantum information processing. Its classical version is a non-local game played by non-communicating players against a referee. Based on a known probability…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
In decentralized stochastic control (or stochastic team theory) and game theory, if there is a pre-defined order in a system in which agents act, the system is called \textit{sequential}, otherwise it is non-sequential. Much of the…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…
The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…