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Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Diffusion- and flow-based policies deliver state-of-the-art performance on long-horizon robotic manipulation and imitation learning tasks. However, these controllers employ a fixed inference budget at every control step, regardless of task…

Robotics · Computer Science 2025-11-27 Inkook Chun , Seungjae Lee , Michael S. Albergo , Saining Xie , Eric Vanden-Eijnden

In this paper, we study the performance of affine policies for two-stage adjustable robust optimization problem with fixed recourse and uncertain right hand side belonging to a budgeted uncertainty set. This is an important class of…

Optimization and Control · Mathematics 2019-06-04 Omar El Housni , Vineet Goyal

Response-adaptive randomization has recently attracted a lot of attention in the literature. In this paper, we propose a new and simple family of response-adaptive randomization procedures that attain the Cramer--Rao lower bounds on the…

Statistics Theory · Mathematics 2009-08-25 Feifang Hu , Li-Xin Zhang , Xuming He

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

We consider the problem of stochastic monotone submodular function maximization, subject to constraints. We give results on adaptivity gaps, and on the gap between the optimal offline and online solutions. We present a procedure that…

Data Structures and Algorithms · Computer Science 2015-04-28 Lisa Hellerstein , Devorah Kletenik , Patrick Lin

Algorithm configuration methods optimize the performance of a parameterized heuristic algorithm on a given distribution of problem instances. Recent work introduced an algorithm configuration procedure ("Structured Procrastination") that…

Artificial Intelligence · Computer Science 2019-11-11 Robert Kleinberg , Kevin Leyton-Brown , Brendan Lucier , Devon Graham

We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

Probability · Mathematics 2019-03-19 Asaf Cohen

We consider the problem of designing a packet-level congestion control and scheduling policy for datacenter networks. Current datacenter networks primarily inherit the principles that went into the design of Internet, where congestion…

Networking and Internet Architecture · Computer Science 2017-10-10 Devavrat Shah , Qiaomin Xie

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-21 Elli Zavou , Antonio Fernández Anta

In the restricted assignment problem, the input consists of a set of machines and a set of jobs each with a processing time and a subset of eligible machines. The goal is to find an assignment of the jobs to the machines minimizing the…

Computational Complexity · Computer Science 2019-07-09 Marten Maack , Klaus Jansen

Cross-layer scheduling is a promising way to improve Quality of Service (QoS) given a power constraint. In this paper, we investigate the system with random data arrival and adaptive transmission. Probabilistic scheduling strategies aware…

Information Theory · Computer Science 2016-11-18 Xiang Chen , Wei Chen

Distributed Opportunistic Scheduling (DOS) techniques have been recently proposed to improve the throughput performance of wireless networks. With DOS, each station contends for the channel with a certain access probability. If a contention…

Networking and Internet Architecture · Computer Science 2014-12-16 Andres Garcia-Saavedra , Albert Banchs , Pablo Serrano , Joerg Widmer

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

We study the problem of scheduling delay-sensitive jobs over spot and on-demand cloud instances to minimize average cost while meeting an average delay constraint. Jobs arrive as a general stochastic process, and incur different costs based…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-21 Neelkamal Bhuyan , Randeep Bhatia , Murali Kodialam , TV Lakshman

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

Machine Learning · Statistics 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi
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