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This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…
The problem of optimization of the rolling dynamics model is considered. That providing safe movement at high frequency when interacting with the railway. Moreover, allowing to evaluate the dynamic parameters when designing new and…
CFD users of supercomputers usually resort to rule-of-thumb methods to select the number of subdomains (partitions) when relying on MPI-based parallelization. One common approach is to set a minimum number of elements or cells per…
Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…
Most of the real world is governed by complex and chaotic dynamical systems. All of these dynamical systems pose a challenge in modelling them using neural networks. Currently, reservoir computing, which is a subset of recurrent neural…
This paper presents a hybrid approach to predict the evolution of technological maturity in R and D projects, using the oil and gas sector as an example. Integrating System Dynamics (SD) and Agent Based Modelling (ABM) allows the proposed…
We study the problem of designing an optimal sequence of incentives that a principal should offer to an agent so that the agent's optimal behavior under the incentives realizes the principal's objective expressed as a temporal logic…
Task decomposition has shown promise in complex cooperative multi-agent reinforcement learning (MARL) tasks, which enables efficient hierarchical learning for long-horizon tasks in dynamic and uncertain environments. However, learning…
Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…
Distributed optimization problems have received much attention due to their privacy preservation, parallel computation, less communication, and strong robustness. This paper presents and studies the time-varying distributed optimization…
Business process simulation is a versatile technique to predict the impact of one or more changes on the performance of a process. Mainstream approaches in this space suffer from various limitations, some stemming from the fact that they…
Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…
This paper presents a mathematical approach for improving the performance of a control system by modifying the time delay at certain operating conditions. This approach converts a continuous time loop into a discrete time loop. The formula…
Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…
Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…
This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…
While Multi-Agent Systems (MAS) empower Large Language Models to tackle complex reasoning tasks through collaborative interaction, optimizing their dynamics remains a formidable challenge due to the discrete, non-differentiable nature of…
In multi-agent reinforcement learning, multiple agents learn simultaneously while interacting with a common environment and each other. Since the agents adapt their policies during learning, not only the behavior of a single agent becomes…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
Animals and humans make decisions based on their expected outcomes. Since relevant outcomes are often delayed, perceiving delays and choosing between earlier versus later rewards (intertemporal decision-making) is an essential component of…