Related papers: On minimizing cyclists' ascent times: Part II
We propose new restarting strategies for the accelerated coordinate descent method. Our main contribution is to show that for a well chosen sequence of restarting times, the restarted method has a nearly geometric rate of convergence. A…
We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…
We consider the sequential decision-making problem where the mean outcome is a non-linear function of the chosen action. Compared with the linear model, two curious phenomena arise in non-linear models: first, in addition to the "learning…
We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…
We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its…
We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
This contribution proposes a method to make agents in a microscopic simulation of pedestrian traffic walk approximately along a path of estimated minimal remaining travel time to their destination. Usually models of pedestrian dynamics are…
Hikers and hillwalkers typically use the gradient in the direction of travel (walking slope) as the main variable in established methods for predicting walking time (via the walking speed) along a route. Research into fell-running has…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Despite recent progress improving the efficiency and quality of motion planning, planning collision-free and dynamically-feasible trajectories in partially-mapped environments remains challenging, since constantly replanning as unseen…
I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…
Due to the inherent safety concerns associated with traffic movement in unconstrained two-dimensional settings, it is important that pedestrians' and other modes' movements such as bicyclists are modeled as a risk-taking stochastic dynamic…
The effects of real-time provision of travel-time information on the behaviour of drivers are considered. The model of Marecek et al. [arXiv:1406.7639, Int. J. Control 88(10), 2015] is extended to consider uncertainty in the response of a…
We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…
We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…
We study a simple geometric model of transportation facility that consists of two points between which the travel speed is high. This elementary definition can model shuttle services, tunnels, bridges, teleportation devices, escalators or…
This paper studies the long-time behavior of optimal solutions for a class of linear-convex optimal control problems. We focus on a partial exponential turnpike property, established without imposing controllability or stabilizability…
An analysis of marathon pacing and elevation change is presented. It is based on an empirical observation of how the pace of elite and non-elite marathon runners change over the course of the marathon and a simple approximation of the…
Team pursuit track cycling is a bicycle racing sport held on velodromes and is part of the Summer Olympics. It involves the use of strategies to minimize the overall time that a team of cyclists needs to complete a race. We present an…