相关论文: Dynamic programming for the stochastic matching mo…

Online bipartite matching with edge arrivals remained a major open question for a long time until a recent negative result by [Gamlath et al. FOCS 2019], who showed that no online policy is better than the straightforward greedy algorithm,…

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonparametric in the sense that it uses observed data from the…

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

A maximal matching can be maintained in fully dynamic (supporting both addition and deletion of edges) $n$-vertex graphs using a trivial deterministic algorithm with a worst-case update time of O(n). No deterministic algorithm that…

We study dynamic algorithms in the model of algorithms with predictions. We assume the algorithm is given imperfect predictions regarding future updates, and we ask how such predictions can be used to improve the running time. This can be…

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

We present a dynamic model selection approach for resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our objective is to…

We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

The fully dynamic transitive closure problem asks to maintain reachability information in a directed graph between arbitrary pairs of vertices, while the graph undergoes a sequence of edge insertions and deletions. The problem has been…

In this paper, we develop a novel paradigm, namely hypergraph shift, to find robust graph modes by probabilistic voting strategy, which are semantically sound besides the self-cohesiveness requirement in forming graph modes. Unlike the…

The control of high-dimensional systems, such as soft robots, requires models that faithfully capture complex dynamics while remaining computationally tractable. This work presents a framework that integrates Graph Neural Network…

We apply numerical dynamic programming techniques to solve discrete-time multi-asset dynamic portfolio optimization problems with proportional transaction costs and shorting/borrowing constraints. Examples include problems with multiple…

The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a…

We study a dynamic non-bipartite matching problem. There is a fixed set of agent types, and agents of a given type arrive and depart according to type-specific Poisson processes. Agent departures are not announced in advance. The value of a…

We present two deterministic dynamic algorithms for the maximum matching problem. (1) An algorithm that maintains a $(2+\epsilon)$-approximate maximum matching in general graphs with $O(\text{poly}(\log n, 1/\epsilon))$ update time. (2) An…

In this paper, we study a stock-rationing queue with two demand classes by means of the sensitivity-based optimization, and develop a complete algebraic solution to the optimal dynamic rationing policy. We show that the optimal dynamic…

We present a fully dynamic algorithm for maintaining approximate maximum weight matching in general weighted graphs. The algorithm maintains a matching ${\cal M}$ whose weight is at least $1/8 M^{*}$ where $M^{*}$ is the weight of the…

In this paper, we study a stochastic recursive optimal control problem in which the cost functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Under standard assumptions, we…