Related papers: Markov Decision Process Design: A Framework for In…
This paper describes a method for scheduling the events of a switched system to achieve an optimal performance. The approach has guarantees on convergence and computational complexity that parallel derivative-based iterative optimization…
We develop an integrated framework for information design and mechanism design in screening environments with quasilinear utility. Using the tools of majorization theory and quantile functions, we show that both information design and…
Multi-stage optimization under uncertainty techniques can be used to solve long-term management problems. Although many optimization modeling language extensions as well as computational environments have been proposed, the acceptance of…
Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…
In this paper we address the problem of designing an interruptible system in a setting in which $n$ problem instances, all equally important, must be solved concurrently. The system involves scheduling executions of contract algorithms…
Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…
The window mean-payoff objective strengthens the classical mean-payoff objective by computing the mean-payoff over a finite window that slides along an infinite path. Two variants have been considered: in one variant, the maximum window…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
This paper addresses a production scheduling problem derived from an industrial use case, focusing on unrelated parallel machine scheduling with the personnel availability constraint. The proposed model optimizes the production plan over a…
Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…
We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…
Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…
Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…
A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others.…
We study merchant energy production modeled as a compound switching and timing option. The resulting Markov decision process is intractable. State-of-the-art approximate dynamic programming methods applied to realistic instances of this…
Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…
We introduce a new model for the task mapping problem to aid in the systematic design of algorithms for heterogeneous systems including, but not limited to, CPUs, GPUs and FPGAs. A special focus is set on the communication between the…
Energy consumption is a major concern in multicore systems. Perhaps the simplest strategy for reducing energy costs is to use only as many cores as necessary while still being able to deliver a desired quality of service. Motivated by…
With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same…
This study introduces a mixed-integer linear programming (MILP) model, effectively co-optimizing patrolling, damage assessment, fault isolation, repair, and load re-energization processes. The model is designed to solve a vital operational…