相关论文: Minimax Regret 1-Median Problem in Dynamic Path Ne…

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

In this paper, we consider the sequential decision problem where the goal is to minimize the general dynamic regret on a complete Riemannian manifold. The task of offline optimization on such a domain, also known as a geodesic metric space,…

The menu-dependent nature of regret-minimization creates subtleties when it is applied to dynamic decision problems. Firstly, it is not clear whether \emph{forgone opportunities} should be included in the \emph{menu}, with respect to which…

We consider the problem of universal dynamic regret minimization under exp-concave and smooth losses. We show that appropriately designed Strongly Adaptive algorithms achieve a dynamic regret of $\tilde O(d^2 n^{1/5} C_n^{2/5} \vee d^2)$,…

We study the linear contextual bandit problem with finite action sets. When the problem dimension is $d$, the time horizon is $T$, and there are $n \leq 2^{d/2}$ candidate actions per time period, we (1) show that the minimax expected…

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

We consider the problem of nonstochastic control with a sequence of quadratic losses, i.e., LQR control. We provide an efficient online algorithm that achieves an optimal dynamic (policy) regret of $\tilde{O}(\text{max}\{n^{1/3}…

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…

Let $G=(V,E)$ be a graph modelling a building or road network in which edges have-both travel times (lengths) and capacities associated with them. An edge's capacity is the number of people that can enter that edge in a unit of time. In…

We study dynamic regret in online convex optimization, where the objective is to achieve low cumulative loss relative to an arbitrary benchmark sequence. By observing that competing with an arbitrary sequence of comparators…

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…

We consider the problem of adaptive Model Predictive Control (MPC) for uncertain linear-systems with additive disturbances and with state and input constraints. We present STT-MPC (Self-Tuning Tube-based Model Predictive Control), an online…

Let G=(V,E) be a connected graph, where V and E represent, respectively, the node-set and the edge-set. Besides, let Q \subseteq V be a set of terminal nodes, and r \in Q be the root node of the graph. Given a weight c_{ij} \in \mathbb{N}…

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…