Related papers: A Bi-Objective Markov Decision Process Design appr…
With the rapid increase in demand for mobile data, mobile network operators are trying to expand wireless network capacity by deploying wireless local area network (LAN) hotspots on which they can offload their mobile traffic. However,…
There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…
The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…
In practice, e.g. in delivery and service scenarios, Vehicle-Routing-Problems (VRPs) often imply repeated decision making on dynamic customer requests. As in classical VRPs, tours have to be planned short while the number of serviced…
We study the multi-stage stochastic unit commitment problem in which commitment and generation decisions can be made and adjusted in each time period. We formulate this problem as a Markov decision process, which is "weakly-coupled" in the…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…
Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically…
We report the "Recurrent Deterioration" (RD) phenomenon observed in online recommender systems. The RD phenomenon is reflected by the trend of performance degradation when the recommendation model is always trained based on users' feedbacks…
The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its utilities/costs. A new primal-dual approach is…
Today, a competitive manufacturing environment imposes further production cost reduction on modern companies. Seeking proper recommendations in production and maintenance planning are the two essential cornerstones of effective production…
One major recurring challenge in deploying manipulation robots is determining the optimal placement of manipulators to maximize performance. This challenge is exacerbated in complex, cluttered agricultural environments of high-value crops,…
This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…
Because failures in distribution systems caused by extreme weather events directly result in consumers' outages, this paper proposes a state-based decision-making model with the objective of mitigating loss of load to improve the…
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…
Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…
In this paper, we consider a Markov decision process (MDP), where the ego agent has a nominal objective to pursue while needs to hide its state from detection by an adversary. After formulating the problem, we first propose a value…
Searching for objects amongst clutter is a key ability of visual systems. Speed and accuracy are often crucial: how can the visual system trade off these competing quantities for optimal performance in different tasks? How does the…
Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…
In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the…