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We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under mild hypotheses we establish that there…

Optimization and Control · Mathematics 2011-01-18 Debasish Chatterjee , Eugenio Cinquemani , John Lygeros

This paper introduces the first objective space algorithm which can exactly find all supported and non-supported non-dominated solutions to a mixed-integer multi-objective linear program with an arbitrary number of objective functions. This…

Optimization and Control · Mathematics 2019-09-10 William Pettersson , Melih Ozlen

Although synthetic test problems are widely used for the performance assessment of evolutionary multi-objective optimization algorithms, they are likely to include unrealistic properties which may lead to overestimation/underestimation. To…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

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

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

We study a multi-objective scheduling problem on two dedicated processors. The aim is to minimize simultaneously the makespan, the total tardiness and the total completion time. This NP-hard problem requires the use of well-adapted methods.…

Data Structures and Algorithms · Computer Science 2021-01-05 Adel Kacem , Abdelaziz Dammak

Multi-Objective Markov Decision Processes (MO-MDPs) are receiving increasing attention, as real-world decision-making problems often involve conflicting objectives that cannot be addressed by a single-objective MDP. The Pareto front…

Machine Learning · Computer Science 2025-02-11 Yining Li , Peizhong Ju , Ness B. Shroff

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

We present some first results concerning a gradient-based dynamic approach to multi-objective optimization problems, involving inertial effects. We prove the existence of global solution trajectories for this second-order differential…

Optimization and Control · Mathematics 2015-06-10 Hédy Attouch , Guillaume Garrigos

This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…

Optimization and Control · Mathematics 2026-01-29 V. S. Amaral , P. B. Assunção , D. R. Souza

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

For general multi-objective optimization problems, we propose a novel performance metric called domination measure to measure the quality of a solution, which can be intuitively interpreted as the size of the portion of the solution space…

Optimization and Control · Mathematics 2016-12-26 Joshua Q Hale , Helin Zhu , Enlu Zhou

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

Planning problems where effects of actions are non-deterministic can be modeled as Markov decision processes. Planning problems are usually goal-directed. This paper proposes several techniques for exploiting the goal-directedness to…

Artificial Intelligence · Computer Science 2013-02-08 Nevin Lianwen Zhang , Weihong Zhang

This paper deals with approximate Pareto solutions of a nonsmooth interval-valued multiobjective optimization problem with data uncertainty in constraints. We first introduce some kinds of approximate Pareto solutions for the robust…

Optimization and Control · Mathematics 2025-02-25 Vu Hong Quan , Duong Thi Viet An , Nguyen Van Tuyen

Multi-objective optimisation problems involve finding solutions with varying trade-offs between multiple and often conflicting objectives. Ising machines are physical devices that aim to find the absolute or approximate ground states of an…

Artificial Intelligence · Computer Science 2023-05-22 Mayowa Ayodele , Richard Allmendinger , Manuel López-Ibáñez , Arnaud Liefooghe , Matthieu Parizy

Many problems in robotics seek to simultaneously optimize several competing objectives under constraints. A conventional approach to solving such multi-objective optimization problems is to create a single cost function comprised of the…

Robotics · Computer Science 2022-06-02 Alexander Botros , Armin Sadeghi , Nils Wilde , Javier Alonso-Mora , Stephen L. Smith

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

Multi-objective optimization problems can be found in many real-world applications, where the objectives often conflict each other and cannot be optimized by a single solution. In the past few decades, numerous methods have been proposed to…

Machine Learning · Computer Science 2024-07-24 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Fei Liu , Zhenkun Wang , Qingfu Zhang