Related papers: Estimate Hitting Time by Hitting Probability for E…
This paper investigates the problem of impact-time-control and proposes a learning-based computational guidance algorithm to solve this problem. The proposed guidance algorithm is developed based on a general prediction-correction concept:…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
Evolutionary algorithms have been applied to a wide range of stochastic problems. Motivated by real-world problems where constraint violations have disruptive effects, this paper considers the chance-constrained knapsack problem (CCKP)…
The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…
In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…
Known as two cornerstones of problem solving by search, exploitation and exploration are extensively discussed for implementation and application of evolutionary algorithms (EAs). However, only a few researches focus on evaluation and…
In studying randomized search heuristics, a frequent quantity of interest is the first time a (real-valued) stochastic process obtains (or passes) a certain value. The processes under investigation commonly show a bias towards this goal,…
Hybrid and mixed strategy EAs have become rather popular for tackling various complex and NP-hard optimization problems. While empirical evidence suggests that such algorithms are successful in practice, rather little theoretical support…
Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…
Evolutionary algorithms have been frequently used for dynamic optimization problems. With this paper, we contribute to the theoretical understanding of this research area. We present the first computational complexity analysis of…
We study dynamic algorithms in the model of algorithms with predictions. We assume the algorithm is given imperfect predictions regarding future updates, and we ask how such predictions can be used to improve the running time. This can be…
A key challenge in off-road navigation is that even visually similar terrains or ones from the same semantic class may have substantially different traction properties. Existing work typically assumes no wheel slip or uses the expected…
National statistical institutes currently investigate how to improve the output quality of official statistics based on machine learning algorithms. A key obstacle is concept drift, i.e., when the joint distribution of independent variables…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…
We show that, for any c>0, the (1+1) evolutionary algorithm using an arbitrary mutation rate p_n = c/n finds the optimum of a linear objective function over bit strings of length n in expected time Theta(n log n). Previously, this was only…
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…
Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…