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We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and…

Other Condensed Matter · Physics 2008-12-02 Franco Busetti

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the…

Machine Learning · Statistics 2018-07-04 Dipti Jasrasaria , Edward O. Pyzer-Knapp

The continuous computational power growth in the last decades has made solving several optimization problems significant to humankind a tractable task; however, tackling some of them remains a challenge due to the overwhelming amount of…

Machine Learning · Computer Science 2023-02-01 Luiz C. F. Ribeiro , Mateus Roder , Gustavo H. de Rosa , Leandro A. Passos , João P. Papa

Curriculum learning is often employed in deep reinforcement learning to let the agent progress more quickly towards better behaviors. Numerical methods for curriculum learning in the literature provides only initial heuristic solutions,…

Machine Learning · Computer Science 2019-06-18 Francesco Foglino , Matteo Leonetti , Simone Sagratella , Ruggiero Seccia

The challenge of mapping indoor environments is addressed. Typical heuristic algorithms for solving the motion planning problem are frontier-based methods, that are especially effective when the environment is completely unknown. However,…

Machine Learning · Computer Science 2022-03-01 Elchanan Zwecher , Eran Iceland , Sean R. Levy , Shmuel Y. Hayoun , Oren Gal , Ariel Barel

We present a framework for learning to plan hierarchically in domains with unknown dynamics. We enhance planning performance by exploiting problem structure in several ways: (i) We simplify the search over plans by leveraging knowledge of…

Artificial Intelligence · Computer Science 2019-06-19 Philippe Morere , Lionel Ott , Fabio Ramos

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

This paper investigates the optimal signal detection problem with a particular interest in large-scale multiple-input multiple-output (MIMO) systems. The problem is NP-hard and can be solved optimally by searching the shortest path on the…

Machine Learning · Computer Science 2022-03-22 Le He , Ke He , Lisheng Fan , Xianfu Lei , Arumugam Nallanathan , George K. Karagiannidis

Many sequential decision-making problems can be formulated as shortest-path problems, where the objective is to reach a goal state from a given starting state. Heuristic search is a standard approach for solving such problems, relying on a…

Artificial Intelligence · Computer Science 2025-11-14 Gal Hadar , Forest Agostinelli , Shahaf S. Shperberg

Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-26 Gerhard Rauchecker , Guido Schryen

In planning problems, it is often challenging to fully model the desired specifications. In particular, in human-robot interaction, such difficulty may arise due to human's preferences that are either private or complex to model.…

Robotics · Computer Science 2021-01-01 Mahsa Ghasemi , Evan Scope Crafts , Bo Zhao , Ufuk Topcu

This paper describes a number of distributed forward search algorithms for solving multi-agent planning problems. We introduce a distributed formulation of non-optimal forward search, as well as an optimal version, MAD-A*. Our algorithms…

Artificial Intelligence · Computer Science 2013-06-26 Raz Nissim , Ronen Brafman

Inferential decision-making algorithms typically assume that an underlying probabilistic model of decision alternatives and outcomes may be learned a priori or online. Furthermore, when applied to robots in real-world settings they often…

Robotics · Computer Science 2023-09-15 Yucheng Chen , Pingping Zhu , Anthony Alers , Tobias Egner , Marc A. Sommer , Silvia Ferrari

Intelligent robots need to generate and execute plans. In order to deal with the complexity of real environments, planning makes some assumptions about the world. When executing plans, the assumptions are usually not met. Most works have…

Artificial Intelligence · Computer Science 2024-03-20 Daniel Borrajo , Manuela Veloso

In this work, we consider the problem of planning for temporal logic tasks in large robot environments. When full task compliance is unattainable, we aim to achieve the best possible task satisfaction by integrating user preferences for…

Robotics · Computer Science 2025-11-24 Disha Kamale , Xi Yu , Cristian-Ioan Vasile

We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly the aim is to find a robust one, where the worst case in an…

Optimization and Control · Mathematics 2020-04-17 Martin Hughes , Marc Goerigk , Trivikram Dokka

The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a…

Optimization and Control · Mathematics 2020-01-06 Saeed Ghadimi , Raymond T. Perkins , Warren B. Powell

In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…

Machine Learning · Computer Science 2020-03-30 Yueming Lyu , Yuan Yuan , Ivor W. Tsang

To make good decisions in the real world people need efficient planning strategies because their computational resources are limited. Knowing which planning strategies would work best for people in different situations would be very useful…

Artificial Intelligence · Computer Science 2021-02-02 Saksham Consul , Lovis Heindrich , Jugoslav Stojcheski , Falk Lieder

Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…

Artificial Intelligence · Computer Science 2024-10-02 Juliette Achddou , Olivier Cappe , Aurélien Garivier