Related papers: Approximate Dynamic Programming for Real-time Assi…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…