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作者：Cardoso, Adrian Rivera; Wang, He; Xu, Huan
作者单位：University System of Georgia; Georgia Institute of Technology; Alibaba Group
摘要：We study the online saddle point problem, an online learning problem where at each iteration, a pair of actions needs to be chosen without knowledge of the current and future (convex-concave) payoff functions. The objective is to minimize the gap between the cumulative payoffs and the saddle point value of the aggregate payoff function, which we measure using a metric called saddle point regret (SP-Regret). The problem generalizes the online convex optimization framework, but here, we must ens...
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作者：Gu, Haotian; Guo, Xin; Wei, Xiaoli; Xu, Renyuan
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; Tsinghua Shenzhen International Graduate School; University of Southern California
摘要：One of the challenges for multiagent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. Whereas exciting progress has been made to analyze decentralized MARL with the network of agents for social networks and team video games, little is known theoretically for decentralized MARL with the network of states for modeling self -driving vehicles, ride -sharing, and data and tra...
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作者：Ewerhart, Christian; Serena, Marco
作者单位：University of Zurich; CUNEF Universidad
摘要：A random variable is difference -form decomposable (DFD) if it may be written as the difference of two i.i.d. random terms. We show that densities of such variables exhibit a remarkable degree of structure. Specifically, a DFD density can be neither approximately uniform, nor quasiconvex, nor strictly concave. On the other hand, a DFD density need, in general, be neither unimodal nor logconcave. Regarding smoothness, we show that a compactly supported DFD density cannot be analytic and will of...
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作者：Bensoussan, Alain; Park, Seyoung
作者单位：University of Texas System; University of Texas Dallas; City University of Hong Kong; University of Nottingham
摘要：We develop a new dynamic continuous -time model of optimal consumption and investment to include independent stochastic labor income. We reduce the problem of solving the Bellman equation to a problem of solving an integral equation. We then explicitly characterize the optimal consumption and investment strategy as a function of incometo -wealth ratio. We provide some analytical comparative statics associated with the value function and optimal strategies. We also develop a quite general numer...
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作者：Loeffen, Ronnie; Patie, Pierre; Wang, Jian
作者单位：University of Liverpool; Cornell University
摘要：We develop a comprehensive methodology for the fluctuation theory of continuous-time, skip-free Markov chains, extending and improving the recent work of Choi and Patie for discrete-time, skip-free Markov chains. As a significant application, we use it to derive a full set of fluctuation identities regarding exiting a finite or infinite interval for Markov branching processes with immigration, thereby uncovering many new results for this classic family of continuous-time Markov chains. The the...
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作者：Conforti, Michele; Kaibel, Volker
作者单位：University of Padua; Otto von Guericke University
摘要：For a subset T of nodes of an undirected graph G, a T-Steiner cut is a cut delta(S) with T boolean AND S not equal & oslash; and T\S not equal & oslash;. The T-Steiner cut dominant of G is the dominant CUT+(G,T)of the convex hull of the incidence vectors of the T-Steiner cuts of G. For T={s,t}, this is the well-understood s-t-cut dominant. Choosing T as the set of all nodes of G, we obtain the cut dominant for which an outer description in the space of the original variables is still not known...
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作者：Laurent, Monique; Polak, Sven; Vargas, Luis Felipe
作者单位：Centrum Wiskunde & Informatica (CWI); Tilburg University; Universita della Svizzera Italiana
摘要：We investigate some graph parameters dealing with bi-independent pairs (A , B) in a bipartite graph G = (V1 U V2 , E), that is, pairs (A , B) where A c V1 , B c V2 , and A U B are independent. These parameters also allow us to study bicliques in general graphs. When maximizing the cardinality |A U B|, one finds the stability number alpha(G), wellknown to be polynomial -time computable. When maximizing the product |A | center dot | B |, one finds the parameter g(G), shown to be NP -hard by Peet...
