相关论文: On the approximability of minmax (regret) network …

We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

We analyse adversarial bandit convex optimisation with an adversary that is restricted to playing functions of the form $f_t(x) = g_t(\langle x, \theta\rangle)$ for convex $g_t : \mathbb R \to \mathbb R$ and unknown $\theta \in \mathbb R^d$…

We propose an algorithm that uses linear function approximation (LFA) for stochastic shortest path (SSP). Under minimal assumptions, it obtains sublinear regret, is computationally efficient, and uses stationary policies. To our knowledge,…

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…

Scheduling packets with end-to-end deadline constraints in multihop networks is an important problem that has been notoriously difficult to tackle. Recently, there has been progress on this problem in the worst-case traffic setting, with…

This paper addresses a class of problems under interval data uncertainty composed of min-max regret versions of classical 0-1 optimization problems with interval costs. We refer to them as interval 0-1 min-max regret problems. The…

We present a spectral approach to design approximation algorithms for network design problems. We observe that the underlying mathematical questions are the spectral rounding problems, which were studied in spectral sparsification and in…

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We…

We consider computing a longest palindrome in the streaming model, where the symbols arrive one-by-one and we do not have random access to the input. While computing the answer exactly using sublinear space is not possible in such a…

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

This thesis investigates the extent to which the optimal value of a constraint satisfaction problem (CSP) can be approximated by some sentence of fixed point logic with counting (FPC). It is known that, assuming $\mathsf{P} \neq…

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity…

The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…