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We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

In the paper it is proven that the two-players turn-based stochastic game "Risk or Safety" has a unique solution. Both players need to play the same strategy if they want to maximize their winning chances. An analytical method based on the…

Combinatorics · Mathematics 2026-03-03 Rüdiger Jehn

The method is introduced for fast data processing by reducing the probability amplitudes of undesirable elements. The algorithm has a mathematical description and circuit implementation on a quantum processor. The idea is to make a quick…

Quantum Physics · Physics 2025-04-24 Karina Zakharova , Artem Chernikov , Sergey Sysoev

Given the complexity of modern software systems, it is of great importance that such systems be able to autonomously modify themselves, i.e., self-adapt, with minimal human supervision. It is critical that this adaptation both results in…

Software Engineering · Computer Science 2022-05-13 Todd Wareham , Ronald de Haan

We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our…

Optimization and Control · Mathematics 2021-04-20 Akshay Agrawal , Stephen Boyd , Deepak Narayanan , Fiodar Kazhamiaka , Matei Zaharia

We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where…

Machine Learning · Computer Science 2024-05-16 Stefan Pricopie , Richard Allmendinger , Manuel Lopez-Ibanez , Clyde Fare , Matt Benatan , Joshua Knowles

We propose a way to transform synchronous distributed algorithms solving locally greedy and mendable problems into self-stabilizing algorithms in anonymous networks. Mendable problems are a generalization of greedy problems where any…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-20 Johanne Cohen , Laurence Pilard , Mikaël Rabie , Jonas Sénizergues

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

The performance of anytime algorithms can be improved by simultaneously solving several instances of algorithm-problem pairs. These pairs may include different instances of a problem (such as starting from a different initial state),…

Artificial Intelligence · Computer Science 2011-06-28 L. Finkelstein , S. Markovitch , E. Rivlin

In this work, we are interested in the detailed analysis of complexity aspects of both time and space that arises from the implementation of a quantum algorithm on a quantum based hardware. In particular, some steps of the implementation,…

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

We develop an adaptive method for quantum state preparation that utilizes randomness as an essential component and that does not require classical optimization. Instead, a cost function is minimized to prepare a desired quantum state…

Quantum Physics · Physics 2023-10-10 Alicia B. Magann , Sophia E. Economou , Christian Arenz

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Optimization and Control · Mathematics 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

Theoretical Economics · Economics 2022-07-04 Rohit Lamba , Sergey Zhuk

The interval scheduling problem is one variant of the scheduling problem. In this paper, we propose a novel variant of the interval scheduling problem, whose definition is as follows: given jobs are specified by their {\em release times},…

Data Structures and Algorithms · Computer Science 2018-05-16 Koji M. Kobayashi

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos

Algorithmic \emph{replicability} has recently been introduced to address the need for reproducible experiments in machine learning. A \emph{replicable online learning} algorithm is one that takes the same sequence of decisions across…

Machine Learning · Computer Science 2026-02-17 Matteo Bollini , Gianmarco Genalti , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

The Change-Making Problem is to represent a given value with the fewest coins under a given coin system. As a variation of the knapsack problem, it is known to be NP-hard. Nevertheless, in most real money systems, the greedy algorithm…

Data Structures and Algorithms · Computer Science 2009-03-21 Xuan Cai

In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…

Data Structures and Algorithms · Computer Science 2018-05-22 Yasushi Kawase , Hanna Sumita