Related papers: A Markov Decision Process for Variable Selection i…

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

In the paper, we consider the competitive facility location problem with limited choice rule (CFLPLCR), which attempts to open a subset of facilities to maximize the net profit of a newcomer company, requiring customers to patronize only a…

We consider the key practical challenge of multi-asset maintenance optimization in settings where degradation parameters are heterogeneous and unknown, and must be inferred from degradation data. To address this, we propose scalable methods…

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…

This paper presents a new hybrid classical-quantum approach to solve Mixed Integer Linear Programming (MILP) using neutral atom quantum computations. We apply Benders decomposition (BD) to segment MILPs into a master problem (MP) and a…

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Outer-approximation-based branch-and-bound is a common algorithmic framework for solving MINLPs (mixed-integer nonlinear programs) to global optimality, with branching variable selection critically influencing overall performance. In modern…

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be 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…

In many operational applications, it is necessary to routinely find, within a very limited time window, provably good solutions to challenging mixed-integer linear programming (MILP) problems. An example is the Security-Constrained Unit…

In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…

Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

Mixed-Integer Linear Programming (MILP) is a fundamental and powerful framework for modeling complex optimization problems across diverse domains. Recently, learning-based methods have shown great promise in accelerating MILP solvers by…

Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…

Database queries are often used to select and rank items as decision support for many applications. As automated decision-making tools become more prevalent, there is a growing recognition of the need to diversify their outcomes. In this…

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…