Related papers: Getting to "rate-optimal'' in ranking & selection
Robust ranking and selection (R&S) is an important and challenging variation of conventional R&S that seeks to select the best alternative among a finite set of alternatives. It captures the common input uncertainty in the simulation model…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…
While many multiagent algorithms are designed for homogeneous systems (i.e. all agents are identical), there are important applications which require an agent to coordinate its actions without knowing a priori how the other agents behave.…
In distributed computing systems with stragglers, various forms of redundancy can improve the average delay performance. We study the optimal replication of data in systems where the job execution time is a stochastically decreasing and…
We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…
Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…
We study truthful mechanisms for approximating the Maximin-Share (MMS) allocation of agents with additive valuations for indivisible goods. Algorithmically, constant factor approximations exist for the problem for any number of agents. When…
Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…
Generative Flow Networks (GFlowNets) are a family of generative models that learn to sample objects with probabilities proportional to a given reward function. The key concept behind GFlowNets is the use of two stochastic policies: a…
Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by sampling and aims to correctly make ordinal comparison of…
The problem of making sequential decisions in unknown probabilistic environments is studied. In cycle $t$ action $y_t$ results in perception $x_t$ and reward $r_t$, where all quantities in general may depend on the complete history. The…
This letter provides query-age-optimal joint sampling and transmission scheduling policies for a heterogeneous status update system, consisting of a stochastic arrival and a generate-at-will source, with an unreliable channel. Our main goal…
Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…
We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo…
Among the great successes of Reinforcement Learning (RL), self-play algorithms play an essential role in solving competitive games. Current self-play algorithms optimize the agent to maximize expected win-rates against its current or…
We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…
The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…
We initiate the work on maximin share (MMS) fair allocation of m indivisible chores to n agents using only their ordinal preferences, from both algorithmic and mechanism design perspectives. The previous best-known approximation is 2-1/n by…
This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…