相关论文: Maximizing Stochastic Monotone Submodular Function…

In this paper, we provide the first deterministic algorithm that achieves the tight $1-1/e$ approximation guarantee for submodular maximization under a cardinality (size) constraint while making a number of queries that scales only linearly…

We study the problem of maximizing a monotone submodular function with viability constraints. This problem originates from computational biology, where we are given a phylogenetic tree over a set of species and a directed graph, the…

In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network…

Is it possible to maximize a monotone submodular function faster than the widely used lazy greedy algorithm (also known as accelerated greedy), both in theory and practice? In this paper, we develop the first linear-time algorithm for…

Maximizing monotone submodular functions under cardinality constraints is a classic optimization task with several applications in data mining and machine learning. In this paper we study this problem in a dynamic environment with…

We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…

This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems.…

We generalize the problem of online submodular welfare maximization to incorporate various stochastic elements that have gained significant attention in recent years. We show that a non-adaptive Greedy algorithm, which is oblivious to the…

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

Submodular functions and their optimization have found applications in diverse settings ranging from machine learning and data mining to game theory and economics. In this work, we consider the constrained maximization of a submodular…

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…