Related papers: Exploitation of Multiple Replenishing Resources wi…
How to best exploit patchy resources? This long-standing question belongs to the extensively studied class of explore/exploit problems that arise in a wide range of situations, from animal foraging, to robotic exploration, and to human…
We introduce a model for the global optimization problem of nectar harvesting by flower visitors, e.g., nectar-feeding bats, as a generalization of the (multiple) traveling-salesperson problem (TSP). The model includes multiple independent…
This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as a (stochastic) control on the size of the population. The…
The single- and multi- processor cup games can be used to model natural problems in areas such as processor scheduling, deamortization, and buffer management. At the beginning of the single-processor cup game, $n$ cups are initially empty.…
We analyze a tree search problem with an underlying Markov decision process, in which the goal is to identify the best action at the root that achieves the highest cumulative reward. We present a new tree policy that optimally allocates a…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
Recent results have shown that the MCTS algorithm (a new, adaptive, randomized optimization algorithm) is effective in a remarkably diverse set of applications in Artificial Intelligence, Operations Research, and High Energy Physics. MCTS…
A topic propagating in a social network reaches its tipping point if the number of users discussing it in the network exceeds a critical threshold such that a wide cascade on the topic is likely to occur. In this paper, we consider the task…
It is well known that excessive harvesting or hunting has driven species to extinction both on local and global scales. This leads to one of the fundamental problems of conservation ecology: how should we harvest a population so that…
Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…
Using game and probability theories, I study the French popular game 421, a perfect information stochastic stage game. The problem is to find strategies maximizing the probability of some expected utility. I only solve a player's round…
This article discusses two contributions to decision-making in complex partially observable stochastic games. First, we apply two state-of-the-art search techniques that use Monte-Carlo sampling to the task of approximating a…
We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…
As a dual problem of influence maximization, the seed minimization problem asks for the minimum number of seed nodes to influence a required number $\eta$ of users in a given social network $G$. Existing algorithms for seed minimization…
In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…
We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…
Monte Carlo Tree Search (MCTS) is a sampling best-first method to search for optimal decisions. The success of MCTS depends heavily on how the MCTS statistical tree is built and the selection policy plays a fundamental role in this. A…
We study the monotonicity properties of solutions in the classic problem of fair cake-cutting --- dividing a heterogeneous resource among agents with different preferences. Resource- and population-monotonicity relate to scenarios where the…
Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…
In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…