Related papers: A Strong Duality Result for Constrained POMDPs wit…
In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
We consider a cooperative multi-agent system consisting of a team of agents with decentralized information. Our focus is on the design of symmetric (i.e. identical) strategies for the agents in order to optimize a finite horizon team…
We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…
We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under distinct sets of assumptions, establishing strong duality over…
Finite-dimensional linear programs satisfy strong duality (SD) and have the "dual pricing" (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution…
Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…
This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…
We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…
A conic program is the problem of optimizing a linear function over a closed convex cone intersected with an affine preimage of another cone. We analyse three constraint qualifications, namely a Closedness CQ, Slater CQ, and Boundedness CQ…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
In Passive POMDPs actions do not affect the world state, but still incur costs. When the agent is bounded by information-processing constraints, it can only keep an approximation of the belief. We present a variational principle for the…
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…
In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a finite number of belief points, and can be computed efficiently…
Inspired by the concepts of deep learning in artificial intelligence and fairness in behavioural economics, we introduce deep teams in this paper. In such systems, agents are partitioned into a few sub-populations so that the dynamics and…