相关论文: On Sequential Fault-Intolerant Process Planning

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Past research on interactive decision making problems (bandits, reinforcement learning, etc.) mostly focuses on the minimax regret that measures the algorithm's performance on the hardest instance. However, an ideal algorithm should adapt…

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

Parametric, feature-based reward models are employed by a variety of algorithms in decision-making settings such as bandits and Markov decision processes (MDPs). The typical assumption under which the algorithms are analysed is…

Advances in neuroscience uncover the mechanisms employed by the brain to efficiently solve complex learning tasks with very limited resources. However, the efficiency is often lost when one tries to port these findings to a silicon…

We present an integrated prediction-optimization (PredOpt) framework to efficiently solve sequential decision-making problems by predicting the values of binary decision variables in an optimal solution. We address the key issues of…

Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…

Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

We study a cooperative multi-agent bandit setting in the distributed GOSSIP model: in every round, each of $n$ agents chooses an action from a common set, observes the action's corresponding reward, and subsequently exchanges information…

The discrepancy between processor speed and memory system performance continues to limit the performance of many workloads. To address the issue, one effective and well studied technique is cache prefetching. Many prefetching designs have…

In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…

The Survivable Network Design problem (SNDP) is a well-studied problem, motivated by the design of networks that are robust to faults under the assumption that any subset of edges up to a specific number can fail. We consider non-uniform…

Sequential decision-making under uncertainty is often associated with long feedback delays. Such delays degrade the performance of the learning agent in identifying a subset of arms with the optimal collective reward in the long run. This…

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program…

Intrinsic rewards play a central role in handling the exploration-exploitation trade-off when designing sequential decision-making algorithms, in both foundational theory and state-of-the-art deep reinforcement learning. The LinUCB…

Workers spend a significant amount of time learning how to make good decisions. Evaluating the efficacy of a given decision, however, can be complicated -- e.g., decision outcomes are often long-term and relate to the original decision in…