Spatial search problems abound in the real world, from locating hidden nuclear or chemical sources to finding skiers after an avalanche. We exemplify the formalism and solution fo...
The challenge in shift scheduling lies in the construction of a set of work shifts, which are subject to specific regulations, in order to cover fluctuating staff demands. This pro...
We consider reinforcement learning as solving a Markov decision process with unknown transition distribution. Based on interaction with the environment, an estimate of the transit...
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient...
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di...