English
Related papers

Related papers: The Target Discounted-Sum Problem

200 papers

This paper proves continuity of value functions in discounted periodic-review single-commodity total-cost inventory control problems with \revision{continuous inventory levels,} fixed ordering costs, possibly bounded inventory storage…

Optimization and Control · Mathematics 2022-07-27 Eugene A. Feinberg , David N. Kraemer

A {\em subsequence} of a word $w$ is a word $u$ that can be obtained by deleting some letters from $w$ while maintaining the relative order of the remaining letters, e.g., $\mathtt{lala}$ is a subsequence of $\mathtt{alfalfa}$. A word, over…

Formal Languages and Automata Theory · Computer Science 2025-09-01 Duncan Adamson , Pamela Fleischmann , Annika Huch , Florin Manea , Paul Sarnighausen-Cahn , Max Wiedenhöft

Weighted A* (wA*) is a widely used algorithm for rapidly, but suboptimally, solving planning and search problems. The cost of the solution it produces is guaranteed to be at most W times the optimal solution cost, where W is the weight wA*…

Artificial Intelligence · Computer Science 2023-05-29 Robert C. Holte , Ruben Majadas , Alberto Pozanco , Daniel Borrajo

This paper considers finite-automata based algorithms for handling linear arithmetic with both real and integer variables. Previous work has shown that this theory can be dealt with by using finite automata on infinite words, but this…

Logic in Computer Science · Computer Science 2007-05-23 Bernard Boigelot , Sebastien Jodogne , Pierre Wolper

A thesis submitted for the degree of Doctor of Philosophy of The Australian National University. In this work we introduce several new optimisation methods for problems in machine learning. Our algorithms broadly fall into two categories:…

Machine Learning · Computer Science 2016-03-22 Aaron Defazio

For a ring $R$, Hilbert's Tenth Problem $HTP(R)$ is the set of polynomial equations over $R$, in several variables, with solutions in $R$. We view $HTP$ as an enumeration operator, mapping each set $W$ of prime numbers to $HTP(\mathbb…

Logic · Mathematics 2021-11-19 Russell Miller

We consider anti-unification for simply typed lambda terms in associative, commutative, and associative-commutative theories and develop a sound and complete algorithm which takes two lambda terms and computes their generalizations in the…

Logic in Computer Science · Computer Science 2022-08-02 David M. Cerna , Temur Kutsia

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…

Optimization and Control · Mathematics 2022-11-23 Quentin Jacquet , Riadh Zorgati

We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…

Statistics Theory · Mathematics 2020-11-04 Solenne Gaucher

We calculate some infinite sums containing the digamma function in closed-form. These sums are related either to the incomplete beta function or to the Bessel functions. The calculations yield interesting new results as by-products, such as…

Classical Analysis and ODEs · Mathematics 2023-04-28 Juan L. González-Santander , Fernando Sánchez Lasheras

We show that the $n$'th digit of the base-$b$ representation of the golden ratio is a finite-state function of the Zeckendorf representation of $b^n$, and hence can be computed by a finite automaton. Similar results can be proven for any…

Formal Languages and Automata Theory · Computer Science 2024-09-10 Aaron Barnoff , Curtis Bright , Jeffrey Shallit

In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between…

Optimization and Control · Mathematics 2023-10-25 Vincenzo Basco

We treat shared value problems for rational functions $R(z)$ and their derivative $R'(z)$ in the plane and on the sphere. We also consider shared values for the pair $R(w)$ and $\partial_{z} R = \lambda w \cdot R'(w)$ on ${\mathbb C}…

Complex Variables · Mathematics 2025-09-11 Andreas Sauer , Andreas Schweizer

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…

This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconciliation. We present three algorithms, two suboptimal and one…

Artificial Intelligence · Computer Science 2025-08-27 Yufei Wu , Manuel R. Torres , Parisa Zehtabi , Alberto Pozanco Lancho , Michael Cashmore , Daniel Borrajo , Manuela Veloso

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

We consider probabilistic automata on infinite words with acceptance defined by parity conditions. We consider three qualitative decision problems: (i) the positive decision problem asks whether there is a word that is accepted with…

Formal Languages and Automata Theory · Computer Science 2011-07-12 Krishnendu Chatterjee , Mathieu Tracol

Reversible weighted automata are introduced and considered in a specific setting where the weights are taken from a nontrivial locally finite commutative ring such as a finite field. It is shown that the supports of series realised by such…

Formal Languages and Automata Theory · Computer Science 2026-01-15 Peter Kostolányi , Andrej Ravinger

There are many types of automata and grammar models that have been studied in the literature, and for these models, it is common to determine whether certain problems are decidable. One problem that has been difficult to answer throughout…

Formal Languages and Automata Theory · Computer Science 2024-05-20 Oscar H. Ibarra , Ian McQuillan

We show that a question of Miller and Solomon -- that whether there exists a coloring $c:d^{<\omega}\rightarrow k$ that does not admit a $c$-computable variable word infinite solution, is equivalent to a natural, nontrivial combinatorial…

Logic · Mathematics 2020-12-29 Lu Liu