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Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

This paper studies the problem of congestion control and scheduling in ad hoc wireless networks that have to support a mixture of best-effort and real-time traffic. Optimization and stochastic network theory have been successful in…

Networking and Internet Architecture · Computer Science 2009-12-13 Juan Jose Jaramillo , R. Srikant

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial…

Machine Learning · Statistics 2026-04-24 Gabriel Melo , Leonardo Santiago , Peter Y. Lu

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…

Computer Science and Game Theory · Computer Science 2025-03-04 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

Real-world reinforcement learning often faces environment drift, but most existing methods rely on static entropy coefficients/target entropy, causing over-exploration during stable periods and under-exploration after drift, and leaving…

Machine Learning · Computer Science 2026-05-19 Tongxi Wang , Zhuoyang Xia , Xinran Chen , Shan Liu

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson

Consider discrete-time linear distributed averaging dynamics, whereby agents in a network start with uncorrelated and unbiased noisy measurements of a common underlying parameter (state of the world) and iteratively update their estimates…

Optimization and Control · Mathematics 2023-03-21 Giacomo Como , Fabio Fagnani , Anton V. Proskurnikov

Electric vehicles (EVs) have been highly favoured as a future transportation mode in the transportation section in recent years. EVs have many advantages compared to traditional transportation, especially the environmental aspect. However,…

Optimization and Control · Mathematics 2022-04-26 Jaehee Jeong , Bissan Ghaddar , Nicolas Zufferey , Jatin Nathwani

For robot swarms operating on complex missions in an uncertain environment, it is important that the decision-making algorithm considers both heterogeneity and uncertainty. This paper presents a stochastic programming framework for the…

Robotics · Computer Science 2020-10-23 Bo Fu , William Smith , Denise Rizzo , Matthew Castanier , Kira Barton

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

Applying Machine Learning (ML) techniques to design and optimize computer architectures is a promising research direction. Optimizing the runtime performance of a Network-on-Chip (NoC) necessitates a continuous learning framework. In this…

Networking and Internet Architecture · Computer Science 2019-08-14 Sheng-Chun Kao , Chao-Han Huck Yang , Pin-Yu Chen , Xiaoli Ma , Tushar Krishna

Oblivious routing has a long history in both the theory and practice of networking. In this work we initiate the formal study of oblivious routing in the context of reconfigurable networks, a new architecture that has recently come to the…

Data Structures and Algorithms · Computer Science 2021-11-18 Daniel Amir , Tegan Wilson , Vishal Shrivastav , Hakim Weatherspoon , Robert Kleinberg , Rachit Agarwal

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

We study atomic routing games where every agent travels both along its decided edges and through time. The agents arriving on an edge are first lined up in a \emph{first-in-first-out} queue and may wait: an edge is associated with a…

Computer Science and Game Theory · Computer Science 2017-09-28 Anisse Ismaili

We consider the following fundamental routing problem. An adversary inputs packets arbitrarily at sources, each packet with an arbitrary destination. Traffic is constrained by link capacities and buffer sizes, and packets may be dropped at…

Data Structures and Algorithms · Computer Science 2015-01-27 Guy Even , Moti Medina , Boaz Patt-Shamir

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

Optimization and Control · Mathematics 2024-10-24 Wei Jiang , Sifan Yang , Yibo Wang , Lijun Zhang

Unlike classical routing algorithms, quantum routing algorithms make use of entangled states - a type of resources that have a limited lifetime and need to be regenerated after consumption. In a nutshell, quantum routing algorithms have to…

Networking and Internet Architecture · Computer Science 2022-06-16 Ali Farahbakhsh , Chen Feng