相关论文: Cost Optimal Planning as Satisfiability

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

A new quantum algorithm is proposed to solve Satisfiability(SAT) problems by taking advantage of non-unitary transformation in ground state quantum computer. The energy gap scale of the ground state quantum computer is analyzed for 3-bit…

In this research we study a finite horizon optimal purchasing problem for items with a mean reverting price process. Under this model a fixed amount of identical items are bought under a given deadline, with the objective of minimizing the…

We present a novel approach to differential cost analysis that, given a program revision, attempts to statically bound the difference in resource usage, or cost, between the two program versions. Differential cost analysis is particularly…

We study L 1 -optimal stabilization of linear systems with finite and infinite horizons. Main results concern the existence, uniqueness and structure of optimal solutions, and the robustness of optimal cost.

The problem of constrained coverage path planning involves a robot trying to cover maximum area of an environment under some constraints that appear as obstacles in the map. Out of the several coverage path planning methods, we consider…

This note is a complementary material for the solution of optimal real-time bidding function in paper "Optimal Real-Time Bidding for Display Advertising, KDD 2014", where the estimated cost is taken as the bid price, i.e., the upper bound…

Fundamentally, every static program analyser searches for a proof through a combination of heuristics providing candidate solutions and a candidate validation technique. Essentially, the heuristic reduces a second-order problem to a…

In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional…

Nature-inspired computation is receiving increasing attention. Various Ising machine implementations have recently been proven to be effective in solving numerous combinatorial optimization problems including maximum cut, low density parity…

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

We consider the problem of finding collision-free paths for curvature-constrained systems in the presence of obstacles while minimizing execution time. Specifically, we focus on the setting where a planar system can travel at some range of…

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in the case when they depend on the initial conditions. We…

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically…

We investigate an optimal reinsurance problem for an insurance company facing a constant fixed cost when the reinsurance contract is signed. The insurer needs to optimally choose both the starting time of the reinsurance contract and the…

We define an admissibility condition for abstractions expressed using angelic semantics and show that these conditions allow us to accelerate planning while preserving the ability to find the optimal motion plan. We then derive admissible…

In this paper, we analyze the continuous armed bandit problems for nonconvex cost functions under certain smoothness and sublevel set assumptions. We first derive an upper bound on the expected cumulative regret of a simple bin splitting…