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Two-stage stochastic mixed-integer programming (SMIP) problems with general integer variables in the second-stage are generally difficult to solve. This paper develops the theory of integer set reduction for characterizing the subset of the…
This paper considers the grey linear programming and introduces a new satisfaction degree of optimal value for the positioned linear programming of the grey problem. The {\lambda}-satisfaction degree seems to reflect the real meaning of the…
Large language models (LLMs) are trained on a vast amount of human-written data, but data providers often remain uncredited. In response to this issue, data valuation (or data attribution), which quantifies the contribution or value of each…
Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…
Missing values in real-world data pose a significant and unique challenge to algorithmic fairness. Different demographic groups may be unequally affected by missing data, and the standard procedure for handling missing values where first…
This paper investigates several cost-sparsity induced optimal input selection problems for structured systems. Given are an autonomous system and a prescribed set of input links, where each input link has a non-negative cost. The problems…
In this paper we extend a decision procedure for the Boolean algebra of finite sets with cardinality constraints ($\mathcal{L}_{\lvert\cdot\rvert}$) to a decision procedure for $\mathcal{L}_{\lvert\cdot\rvert}$ extended with set terms…
We consider inexact policy iteration methods for large-scale infinite-horizon discounted MDPs with finite spaces, a variant of policy iteration where the policy evaluation step is implemented inexactly using an iterative solver for linear…
We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…
The main contribution of this paper is the development of a new decision tree algorithm. The proposed approach allows users to guide the algorithm through the data partitioning process. We believe this feature has many applications but in…
This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
We consider infinite-horizon $\gamma$-discounted Markov Decision Processes, for which it is known that there exists a stationary optimal policy. We consider the algorithm Value Iteration and the sequence of policies $\pi_1,...,\pi_k$ it…
In this paper, we present a new explainability formalism designed to shed light on how each input variable of a test set impacts the predictions of machine learning models. Hence, we propose a group explainability formalism for trained…
Dynamic treatment regimes operationalize the clinical decision process as a sequence of functions, one for each clinical decision, where each function takes as input up-to-date patient information and gives as output a single recommended…
We present a formalisation of finite Markov decision processes with rewards in the Isabelle theorem prover. We focus on the foundations required for dynamic programming and the use of reinforcement learning agents over such processes. In…
Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the…
A recent theory shows that a multi-player decentralized partially observable Markov decision process can be transformed into an equivalent single-player game, enabling the application of \citeauthor{bellman}'s principle of optimality to…
In this semi-tutorial paper, we first review the information-theoretic approach to account for the computational costs incurred during the search for optimal actions in a sequential decision-making problem. The traditional (MDP) framework…
We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange…