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Related papers: Cost Optimal Planning as Satisfiability

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We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

A new quantum algorithm is proposed to solve Satisfiability(SAT) problems by taking advantage of non-unitary transformation in ground state quantum computer. The energy gap scale of the ground state quantum computer is analyzed for 3-bit…

Quantum Physics · Physics 2015-06-26 Wenjin Mao

In this research we study a finite horizon optimal purchasing problem for items with a mean reverting price process. Under this model a fixed amount of identical items are bought under a given deadline, with the objective of minimizing the…

Optimization and Control · Mathematics 2017-11-10 Alon Dourban , Liron Yedidsion

We present a novel approach to differential cost analysis that, given a program revision, attempts to statically bound the difference in resource usage, or cost, between the two program versions. Differential cost analysis is particularly…

Programming Languages · Computer Science 2022-04-08 Đorđe Žikelić , Bor-Yuh Evan Chang , Pauline Bolignano , Franco Raimondi

We study L 1 -optimal stabilization of linear systems with finite and infinite horizons. Main results concern the existence, uniqueness and structure of optimal solutions, and the robustness of optimal cost.

Optimization and Control · Mathematics 2024-12-24 Andrei Agrachev , Bettina Kazandjian

The problem of constrained coverage path planning involves a robot trying to cover maximum area of an environment under some constraints that appear as obstacles in the map. Out of the several coverage path planning methods, we consider…

Robotics · Computer Science 2017-08-11 Ankit Manerikar , Debasmit Das , Pranay Banerjee

This note is a complementary material for the solution of optimal real-time bidding function in paper "Optimal Real-Time Bidding for Display Advertising, KDD 2014", where the estimated cost is taken as the bid price, i.e., the upper bound…

Computer Science and Game Theory · Computer Science 2016-02-03 Weinan Zhang , Kan Ren , Jun Wang

Fundamentally, every static program analyser searches for a proof through a combination of heuristics providing candidate solutions and a candidate validation technique. Essentially, the heuristic reduces a second-order problem to a…

Logic in Computer Science · Computer Science 2015-01-20 Cristina David , Daniel Kroening , Matt Lewis

In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional…

Portfolio Management · Quantitative Finance 2013-06-10 Sören Christensen , Marc Wittlinger

Nature-inspired computation is receiving increasing attention. Various Ising machine implementations have recently been proven to be effective in solving numerous combinatorial optimization problems including maximum cut, low density parity…

Information Theory · Computer Science 2024-11-05 Ahmet Yusuf Salim , Bart Selman , Henry Kautz , Zeljko Ignjatovic , Selçuk Köse

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

We consider the problem of finding collision-free paths for curvature-constrained systems in the presence of obstacles while minimizing execution time. Specifically, we focus on the setting where a planar system can travel at some range of…

Robotics · Computer Science 2022-04-05 Doron Pinsky , Petr Váňa , Jan Faigl , Oren Salzman

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in the case when they depend on the initial conditions. We…

Optimization and Control · Mathematics 2020-12-03 Vladimir Gaitsgory , Ilya Shvartsman

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

Machine Learning · Statistics 2016-05-30 Andrea Locatelli , Maurilio Gutzeit , Alexandra Carpentier

We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically…

Artificial Intelligence · Computer Science 2016-12-30 Nicolas Le Roux

We investigate an optimal reinsurance problem for an insurance company facing a constant fixed cost when the reinsurance contract is signed. The insurer needs to optimally choose both the starting time of the reinsurance contract and the…

Mathematical Finance · Quantitative Finance 2021-01-14 Matteo Brachetta , Claudia Ceci

We define an admissibility condition for abstractions expressed using angelic semantics and show that these conditions allow us to accelerate planning while preserving the ability to find the optimal motion plan. We then derive admissible…

Artificial Intelligence · Computer Science 2018-06-05 William Vega-Brown , Nicholas Roy

In this paper, we analyze the continuous armed bandit problems for nonconvex cost functions under certain smoothness and sublevel set assumptions. We first derive an upper bound on the expected cumulative regret of a simple bin splitting…

Machine Learning · Computer Science 2021-03-31 Puning Zhao , Lifeng Lai
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