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• Intersection Cuts with Infinite Split Rank AI翻译
  作者：Basu, Amitabh; Cornuejols, Gerard; Margot, Francois
  作者单位：University of California System; University of California Davis; Carnegie Mellon University; Aix-Marseille Universite
  摘要：We consider mixed-integer linear programs where free integer variables are expressed in terms of nonnegative continuous variables. When this model only has two integer variables, Dey and Louveaux characterized the intersection cuts that have infinite split rank. We show that, for any number of integer variables, the split rank of an intersection cut generated from a rational lattice-free polytope L is finite if and only if the integer points on the boundary of L satisfy a certain 2-hyperplane ...
• Queues with Many Servers and Impatient Customers AI翻译
  作者：Mandelbaum, Avishai; Momcilovic, Petar
  作者单位：Technion Israel Institute of Technology; State University System of Florida; University of Florida
  摘要：The asymptotic many-server queue with abandonments, G/GI/N + GI, is considered in the quality- and efficiency-driven (QED) regime. Here the number of servers and the offered load are related via the square-root rule, as the number of servers increases indefinitely. QED performance entails short waiting times and scarce abandonments (high quality) jointly with high servers' utilization (high efficiency), which is feasible when many servers cater to a single queue. For the G/GI/N + GI queue, we ...
• A Distributional Interpretation of Robust Optimization AI翻译
  作者：Xu, Huan; Caramanis, Constantine; Mannor, Shie
  作者单位：National University of Singapore; University of Texas System; University of Texas Austin; Technion Israel Institute of Technology
  摘要：Motivated by data-driven decision making and sampling problems, we investigate probabilistic interpretations of robust optimization (RO). We establish a connection between RO and distributionally robust stochastic programming (DRSP), showing that the solution to any RO problem is also a solution to a DRSP problem. Specifically, we consider the case where multiple uncertain parameters belong to the same fixed dimensional space and find the set of distributions of the equivalent DRSP problem. Th...
• Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes AI翻译
  作者：Feinberg, Eugene A.; Rothblum, Uriel G.
  作者单位：State University of New York (SUNY) System; Stony Brook University; Technion Israel Institute of Technology
  摘要：This paper studies a discrete-time total-reward Markov decision process (MDP) with a given initial state distribution. A (randomized) stationary policy can be split on a given set of states if the occupancy measure of this policy can be expressed as a convex combination of the occupancy measures of stationary policies, each selecting deterministic actions on the given set and coinciding with the original stationary policy outside of this set. For a stationary policy, necessary and sufficient c...
• A Topological Approach to Quitting Games AI翻译
  作者：Simon, Robert Samuel
  作者单位：University of London; London School Economics & Political Science
  摘要：This paper presents a question of topological dynamics and demonstrates that its affirmation would establish the existence of approximate equilibria in all quitting games with only normal players. A quitting game is an undiscounted stochastic game with finitely many players where every player has only two moves, to end the game with certainty or to allow the game to continue. If nobody ever acts to end the game, all players receive payoffs of 0. A player is normal if and only if by quitting al...
• Optimal Symmetric Rendezvous Search on Three Locations AI翻译
  作者：Weber, Richard
  作者单位：University of Cambridge
  摘要：In the symmetric rendezvous search game played on n locations two players are initially placed at two distinct locations. The game is played in discrete steps, at each of which each player can either stay where he is or move to a different location. The players share no common labelling of the locations. We wish to find a strategy such that, if both players follow it independently, then the expected number of steps until they are in the same location is minimized. Informal versions of the rend...
• Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming AI翻译
  作者：Bertsekas, Dimitri P.; Yu, Huizhen
  作者单位：Massachusetts Institute of Technology (MIT)
  摘要：We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-factors. The main difference is in the policy evaluation phase: instead of solving a linear system of equations, our algorithm requires solving an optimal stopping problem. The solution of this problem may be inexact, with a finite number of value iterations, in the spirit of modified policy iteration. The stopping problem...
• Strategy for Quickest Second Meeting of Two Agents in Two Locations AI翻译
  作者：Weber, Richard
  作者单位：University of Cambridge
  摘要：Howard [Howard, J. V. 2006. Unsolved symmetric rendezvous search problems: Some old and some new. Presentation, Sixth International Workshop in Search Games and Rendezvous, July 26, London School of Economics, London] has described a simply but nontrivial symmetric rendezvous search game in which two players are initially placed in two distinct locations. The game is played in discrete steps, at each of which each player can either stay where she is or move to the other location. When the play...