Related papers: Sequential Selection with Expirations
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…
We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…
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 study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…
In this paper we develop a unified approach for solving a wide class of sequential selection problems. This class includes, but is not limited to, selection problems with no-information, rank-dependent rewards, and considers both fixed as…
The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…
We study stochastic combinatorial optimization problems where the objective is to minimize the expected maximum load (a.k.a.\ the makespan). In this framework, we have a set of $n$ tasks and $m$ resources, where each task $j$ uses some…
We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…
We study the impact of learning on the optimal policy and the time-to-decision in an infinite-horizon Bayesian sequential decision model with two irreversible alternatives, exit and expansion. In our model, a firm undertakes a small-scale…
We propose a greedy algorithm to select $N$ important features among $P$ input features for a non-linear prediction problem. The features are selected one by one sequentially, in an iterative loss minimization procedure. We use neural…
The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected…
In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…
We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…
In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…
In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…
We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…
Decision Tree is a classic formulation of active learning: given $n$ hypotheses with nonnegative weights summing to 1 and a set of tests that each partition the hypotheses, output a decision tree using the provided tests that uniquely…
We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…
We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…