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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

Revenue management can enable airline corporations to maximize the revenue generated from each scheduled flight departing in their transportation network by means of finding the optimal policies for differential pricing, seat inventory…

Artificial Intelligence · Computer Science 2019-06-17 Syed Arbab Mohd Shihab , Caleb Logemann , Deepak-George Thomas , Peng Wei

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

The number of multi-robot systems deployed in field applications has increased dramatically over the years. Despite the recent advancement of navigation algorithms, autonomous robots often encounter challenging situations where the control…

Robotics · Computer Science 2022-05-05 Tianchen Ji , Roy Dong , Katherine Driggs-Campbell

Intraday surgical scheduling is a multi-objective decision problem under uncertainty-balancing elective throughput, urgent and emergency demand, delays, sequence-dependent setups, and overtime. We formulate the problem as a cooperative…

Machine Learning · Computer Science 2025-12-05 Kailiang Liu , Ying Chen , Ralf Borndörfer , Thorsten Koch

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

Machine Learning · Computer Science 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

Same-day delivery for e-commerce has become a popular service. Companies usually offer several time delivery options with the earliest one being next hour delivery. Due to tight delivery deadlines and thin margins, companies often find it…

Optimization and Control · Mathematics 2019-12-09 Anatolii Prokhorchuk , Justin Dauwels , Patrick Jaillet

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

There is a growing interest in using electric vehicles (EVs) and drones for many applications. However, battery-oriented issues, including range anxiety and battery degradation, impede adoption. Battery swap stations are one alternative to…

Optimization and Control · Mathematics 2022-01-11 Amin Asadi , Sarah Nurre Pinkley

In multi-server queueing systems where there is no central queue holding all incoming jobs, job dispatching policies are used to assign incoming jobs to the queue at one of the servers. Classic job dispatching policies such as…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Tuhinangshu Choudhury , Gauri Joshi , Weina Wang , Sanjay Shakkottai

The Stochastic Sequential Threshold Assignment Problem (SSTAP) addresses the optimal assignment of arriving tasks (jobs) to available resources (workers) to maximize a reward function which consists of indicator functions that incorporate…

Optimization and Control · Mathematics 2018-05-07 Aristomenis Tsopelakos

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

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…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

In real-time systems, in addition to the functional correctness recurrent tasks must fulfill timing constraints to ensure the correct behavior of the system. Partitioned scheduling is widely used in real-time systems, i.e., the tasks are…

Data Structures and Algorithms · Computer Science 2018-09-13 Jian-Jia Chen , Nikhil Bansal , Samarjit Chakraborty , Georg von der Brüggen

We study a pickup-and-delivery problem that arises when customers randomly submit requests over the course of a day from a choice of vendors on a collaborative e-commerce portal. Based on the attributes of a customer request, a dispatcher…

Optimization and Control · Mathematics 2024-08-15 Sara Stoia , Demetrio Laganà , Jeffrey W. Ohlmann

In real-time systems, priorities assigned to real-time tasks determine the order of task executions, by relying on an underlying task scheduling policy. Assigning optimal priority values to tasks is critical to allow the tasks to complete…

Software Engineering · Computer Science 2023-08-14 Jaekwon Lee , Seung Yeob Shin , Shiva Nejati , Lionel C. Briand

We consider a class of well-known dynamic resource allocation models in loss network systems with advanced reservation. The most important performance measure in any loss network system is to compute its blocking probability, i.e., the…

Probability · Mathematics 2015-05-15 Retsef Levi , Cong Shi

We address multi-robot safe mission planning in uncertain dynamic environments. This problem arises in several applications including safety-critical exploration, surveillance, and emergency rescue missions. Computation of a multi-robot…

Robotics · Computer Science 2022-11-15 Daniel Tihanyi , Yimeng Lu , Orcun Karaca , Maryam Kamgarpour

We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…

Machine Learning · Computer Science 2025-03-20 Yidan Wu , Yu Yu , Jianan Zhang , Li Jin