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In this article we introduce two new perfect simulation algorithms for chains with infinite memory. Both algorithms belong to the coupling of past procedures. The novelty of our approach is that it allows to include unknown states to the…

Probability · Mathematics 2025-10-30 Emilio De Santis , Kádmo Laxa , Eva Löcherbach

The Traveling Salesman Problem (TSP) is a well-known combinatorial optimization problem that aims to find the shortest possible route that visits each city exactly once and returns to the starting point. This paper explores the application…

Neural and Evolutionary Computing · Computer Science 2025-01-28 Kael Silva Araújo , Francisco Márcio Barboza

This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is computationally intractable. We use lattice program- ming…

Optimization and Control · Mathematics 2015-12-15 Vikram Krishnamurthy

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of…

Formal Languages and Automata Theory · Computer Science 2023-04-25 Lening Li , Hazhar Rahmani , Jie Fu

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

This paper describes sufficient conditions for the existence of optimal policies for Partially Observable Markov Decision Processes (POMDPs) with Borel state, observation, and action sets and with the expected total costs. Action sets may…

Optimization and Control · Mathematics 2014-07-02 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Particle swarm optimization (PSO) is a widely used nature-inspired meta-heuristic for solving continuous optimization problems. However, when running the PSO algorithm, one encounters the phenomenon of so-called stagnation, that means in…

Neural and Evolutionary Computing · Computer Science 2013-08-09 Manuel Schmitt , Rolf Wanka

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

In Part I, we defined a LASSO condition number and developed an algorithm -- for computing support sets (feature selection) of the LASSO minimisation problem -- that runs in polynomial time in the number of variables and the logarithm of…

Optimization and Control · Mathematics 2023-12-19 Alexander Bastounis , Felipe Cucker , Anders C. Hansen

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity conditions for POMDPs and their belief-MDP reductions, where…

Optimization and Control · Mathematics 2025-01-03 Ali Devran Kara , Serdar Yuksel

Recently, many enterprises are facing the difficulties brought out by the limitation of warehouse land and the increase of loan cost. As a promising approach to improve space utilization rate, puzzle-based storage systems (PBSSs) are…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Yang Zou , Mingyao Qi

We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…

Data Structures and Algorithms · Computer Science 2017-12-15 Thomas Bosman , Martijn van Ee , Yang Jiao , Alberto Marchetti-Spaccamela , R. Ravi , Leen Stougie

We investigate the decidability of the monadic second-order (MSO) theory of the structure $\langle \mathbb{N};<,P_1, \ldots,P_d \rangle$, for various unary predicates $P_1,\ldots,P_d \subseteq \mathbb{N}$. We focus in particular on…

Logic in Computer Science · Computer Science 2026-03-25 Valérie Berthé , Toghrul Karimov , Joris Nieuwveld , Joël Ouaknine , Mihir Vahanwala , James Worrell

We consider discrete-time Markov Decision Processes with Borel state and action spaces and universally measurable policies. For several long-run average cost criteria, we establish the following optimality results: the optimal average cost…

Optimization and Control · Mathematics 2021-04-02 Huizhen Yu

Markov decision processes are widely used for planning and verification in settings that combine controllable or adversarial choices with probabilistic behaviour. The standard analysis algorithm, value iteration, only provides a lower bound…

Logic in Computer Science · Computer Science 2019-10-21 Arnd Hartmanns , Benjamin Lucien Kaminski

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

Time-triggered switched networks are a deterministic communication infrastructure used by real-time distributed embedded systems. Due to the criticality of the applications running over them, developers need to ensure that end-to-end…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-16 Guy Avni , Shubham Goel , Thomas A. Henzinger , Guillermo Rodriguez-Navas