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In the problem called single resource constraint scheduling, we are given $m$ identical machines and a set of jobs, each needing one machine to be processed as well as a share of a limited renewable resource $R$. A schedule of these jobs is…

Data Structures and Algorithms · Computer Science 2021-07-06 Klaus Jansen , Malin Rau

We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…

Optimization and Control · Mathematics 2017-01-03 Matthias Köppe , Maurice Queyranne , Christopher Thomas Ryan

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Optimization and Control · Mathematics 2025-10-23 Arman Sharifi Kolarijani , Tolga Ok , Peyman Mohajerin Esfahani , Mohamad Amin Sharif Kolarijani

Parallel machine scheduling has been extensively studied in the past decades, with applications ranging from production planning to job processing in large computing clusters. In this work we study some of these fundamental optimization…

Data Structures and Algorithms · Computer Science 2015-09-08 Yael Mordechai

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…

Optimization and Control · Mathematics 2025-03-27 Christoph Reisinger , Jonathan Tam

The (Non-Preemptive) Throughput Maximization problem is a natural and fundamental scheduling problem. We are given $n$ jobs, where each job $j$ is characterized by a processing time and a time window, contained in a global interval $[0,T)$,…

Data Structures and Algorithms · Computer Science 2026-04-01 Alexander Armbruster , Fabrizio Grandoni , Antoine Tinguely , Andreas Wiese

This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…

Optimization and Control · Mathematics 2023-12-22 Huizhen Yu

The rapid advancement of neural language models has sparked a new surge of intelligent agent research. Unlike traditional agents, large language model-based agents (LLM agents) have emerged as a promising paradigm for achieving artificial…

Artificial Intelligence · Computer Science 2024-12-17 Cong Zhang , Derrick Goh Xin Deik , Dexun Li , Hao Zhang , Yong Liu

Given a hierarchical plan (or schedule) with uncertain task times, we propose a deterministic polynomial (time and memory) algorithm for estimating the probability that its meets a deadline, or, alternately, that its {\em makespan} is less…

Artificial Intelligence · Computer Science 2017-12-27 Liat Cohen , Solomon Eyal Shimony , Gera Weiss

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…

Optimization and Control · Mathematics 2024-03-25 Seth Brown , Saumya Sinha , Andrew J Schaefer

We propose a vector linear programming formulation for a non-stationary, finite-horizon Markov decision process with vector-valued rewards. Pareto efficient policies are shown to correspond to efficient solutions of the linear program, and…

Optimization and Control · Mathematics 2025-06-02 Anas Mifrani , Dominikus Noll

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

Optimization and Control · Mathematics 2023-04-26 Ilya Shvartsman

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

The main contribution of this paper resides in providing novel algorithmic advances and analytical insights for the sequential hiring problem, a recently introduced dynamic optimization model where a firm adaptively fills a limited number…

Data Structures and Algorithms · Computer Science 2026-01-21 Danny Segev , Uri Stein

In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…

Neural and Evolutionary Computing · Computer Science 2024-03-20 Miguel Ángel Domínguez-Ríos , Francisco Chicano , Enrique Alba

We study Matching and other related problems in a partial information setting where the agents' utilities for being matched to other agents are hidden and the mechanism only has access to ordinal preference information. Our model is…

Computer Science and Game Theory · Computer Science 2016-08-03 Elliot Anshelevich , Shreyas Sekar