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We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

We present an algorithm that, given a representation of a road network in lane-level detail, computes a route that minimizes the expected cost to reach a given destination. In doing so, our algorithm allows us to solve for the complex…

Robotics · Computer Science 2023-07-14 Mitchell Jones , Maximilian Haas-Heger , Jur van den Berg

The article describes the proposition and application of a local search metaheuristic for multi-objective optimization problems. It is based on two main principles of heuristic search, intensification through variable neighborhoods, and…

Artificial Intelligence · Computer Science 2009-07-20 Martin Josef Geiger

Combinatorial optimization (CO) problems arise across a broad spectrum of domains, including medicine, logistics, and manufacturing. While exact solutions are often computationally infeasible, many practical applications require…

Machine Learning · Computer Science 2025-05-27 Arman Mielke , Uwe Bauknecht , Thilo Strauss , Mathias Niepert

Solving NP-hard/complete combinatorial problems with neural networks is a challenging research area that aims to surpass classical approximate algorithms. The long-term objective is to outperform hand-designed heuristics for…

Neural and Evolutionary Computing · Computer Science 2024-02-14 Dobrik Georgiev , Danilo Numeroso , Davide Bacciu , Pietro Liò

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

Sequential decision problems in applications such as manipulation in warehouses, multi-step meal preparation, and routing in autonomous vehicle networks often involve reasoning about uncertainty, planning over discrete modes as well as…

Artificial Intelligence · Computer Science 2019-06-24 Shushman Choudhury , Mykel J. Kochenderfer

In this paper, we investigate the combination of synthesis, model-based learning, and online sampling techniques to obtain safe and near-optimal schedulers for a preemptible task scheduling problem. Our algorithms can handle Markov decision…

Artificial Intelligence · Computer Science 2021-07-14 Damien Busatto-Gaston , Debraj Chakraborty , Shibashis Guha , Guillermo A. Pérez , Jean-François Raskin

Finding high-quality solutions to mixed-integer linear programming problems (MILPs) is of great importance for many practical applications. In this respect, the refinement heuristic local branching (LB) has been proposed to produce…

Optimization and Control · Mathematics 2022-08-04 Defeng Liu , Matteo Fischetti , Andrea Lodi

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

Given a set of $n$ elements separated by a pairwise distance matrix, the minimum differential dispersion problem (Min-Diff DP) aims to identify a subset of m elements (m < n) such that the difference between the maximum sum and the minimum…

Discrete Mathematics · Computer Science 2016-08-16 Yangming Zhou , Jin-Kao Hao

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

The facility location problems (FLPs) are a typical class of NP-hard combinatorial optimization problems, which are widely seen in the supply chain and logistics. Many mathematical and heuristic algorithms have been developed for optimizing…

Machine Learning · Computer Science 2022-10-28 Shiqing Liu , Xueming Yan , Yaochu Jin

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

Machine Learning · Computer Science 2023-06-09 Han Zhong , Tong Zhang

Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…

Machine Learning · Computer Science 2021-02-19 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

Metaheuristics are widely employed to solve hard optimization problems, like vehicle routing problems (VRP), for which exact solution methods are impractical. In particular, local search-based metaheuristics have been successfully applied…

Optimization and Control · Mathematics 2022-04-12 Vinícius R. Máximo , Mariá C. V. Nascimento

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

A diagnostic policy specifies what test to perform next, based on the results of previous tests, and when to stop and make a diagnosis. Cost-sensitive diagnostic policies perform tradeoffs between (a) the cost of tests and (b) the cost of…

Artificial Intelligence · Computer Science 2012-07-19 Valentina Bayer-Zubek

Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…

Multiagent Systems · Computer Science 2023-12-20 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák