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We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games. However, these methods suffer from high variances and high…

Stochastic optimization algorithms have been successfully applied in several domains to find optimal solutions. Because of the ever-growing complexity of the integrated systems, novel stochastic algorithms are being proposed, which makes…

Swarm intelligence algorithms have traditionally been designed for continuous optimization problems, and these algorithms have been modified and extended for application to discrete optimization problems. Notably, their application in…

Offline learning of strategies takes data efficiency to its extreme by restricting algorithms to a fixed dataset of state-action trajectories. We consider the problem in a mixed-motive multiagent setting, where the goal is to solve a game…

The Grey Wolf Optimizer (GWO) is a swarm intelligence meta-heuristic algorithm inspired by the hunting behaviour and social hierarchy of grey wolves in nature. This paper analyses the use of chaos theory in this algorithm to improve its…

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…

Meta-heuristic algorithms are widely used to tackle complex optimization problems, including nonlinear, multimodal, and high-dimensional tasks. However, many existing methods suffer from premature convergence, limited exploration, and…

This paper presents a game theoretic formulation of a graph traversal problem, with applications to robots moving through hazardous environments in the presence of an adversary, as in military and security scenarios. The blue team of robots…

The design of optimization algorithms for neural networks remains a critical challenge, with most existing methods relying on heuristic adaptations of gradient-based approaches. This paper introduces KO (Kinetics-inspired Optimizer), a…

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Game solving is a similar, yet more difficult task than mastering a game. Solving a game typically means to find the game-theoretic value (outcome given optimal play), and optionally a full strategy to follow in order to achieve that…

The beer game is a widely used in-class game that is played in supply chain management classes to demonstrate the bullwhip effect. The game is a decentralized, multi-agent, cooperative problem that can be modeled as a serial supply chain…

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…

We study the pure exploration problem subject to a matroid constraint (Best-Basis) in a stochastic multi-armed bandit game. In a Best-Basis instance, we are given $n$ stochastic arms with unknown reward distributions, as well as a matroid…

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

In neural combinatorial optimization (CO), reinforcement learning (RL) can turn a deep neural net into a fast, powerful heuristic solver of NP-hard problems. This approach has a great potential in practical applications because it allows…

Designing and deriving effective model-based reinforcement learning (MBRL) algorithms with a performance improvement guarantee is challenging, mainly attributed to the high coupling between model learning and policy optimization. Many prior…