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While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

In this paper, a learning-based optimal transportation algorithm for autonomous taxis and ridesharing vehicles is presented. The goal is to design a mechanism to solve the routing problem for multiple autonomous vehicles and multiple…

Optimization and Control · Mathematics 2020-05-06 Salar Rahili , Benjamin Riviere , Soon-Jo Chung

Learning-augmented algorithms has been extensively studied recently in the computer-science community, due to the potential of using machine learning predictions in order to improve the performance of algorithms. Predictions are especially…

Data Structures and Algorithms · Computer Science 2024-06-07 Elena Grigorescu , Young-San Lin , Maoyuan Song

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

We address the problem of learning-augmented online caching in the scenario when each request is accompanied by a prediction of the next occurrence of the requested page. We improve currently known bounds on the competitive ratio of the…

Databases · Computer Science 2025-07-29 Daniel Skachkov , Denis Ponomaryov , Yuri Dorn , Alexander Demin

An emerging line of work has shown that machine-learned predictions are useful to warm-start algorithms for discrete optimization problems, such as bipartite matching. Previous studies have shown time complexity bounds proportional to some…

Machine Learning · Computer Science 2023-02-03 Shinsaku Sakaue , Taihei Oki

The field of learning-augmented algorithms has gained significant attention in recent years. These algorithms, using potentially inaccurate predictions, must exhibit three key properties: consistency, robustness, and smoothness. In…

Data Structures and Algorithms · Computer Science 2025-01-23 Ziyad Benomar , Vianney Perchet

This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

The domain of online algorithms with predictions has been extensively studied for different applications such as scheduling, caching (paging), clustering, ski rental, etc. Recently, Bamas et al., aiming for an unified method, have provided…

Data Structures and Algorithms · Computer Science 2021-10-04 Nguyen Kim Thang , Christoph Durr

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Sequentially solving similar optimization problems under strict runtime constraints is essential for many applications, such as robot control, autonomous driving, and portfolio management. The performance of local optimization methods in…

Machine Learning · Computer Science 2025-02-04 Elad Sharony , Heng Yang , Tong Che , Marco Pavone , Shie Mannor , Peter Karkus

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

In the matroid buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to a matroid constraint on the set of accepted bids. Decisions to reject bids are…

Computer Science and Game Theory · Computer Science 2009-11-30 Ashwinkumar B. V. , Robert Kleinberg

Optimization is ubiquitous in our daily lives. In the past, (sub-)optimal solutions to any problem have been derived by trial and error, sheer luck, or the expertise of knowledgeable individuals. In our contemporary age, there thankfully…

Neural and Evolutionary Computing · Computer Science 2023-12-07 Raphael Patrick Prager

Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated…

Machine Learning · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

In cloud computing, users scale their resources (computational) based on their need. There is massive literature dealing with such resource scaling algorithms. These works ignore a fundamental constrain imposed by all Cloud Service…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-09-01 Gourav Saha , Ramkrishna Pasumarthy
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