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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Dual Formulations For Optimizing Dec-Pomdp Controllers, Akshat Kumar, Hala Mostafa, Shlomo Zilberstein
Dual Formulations For Optimizing Dec-Pomdp Controllers, Akshat Kumar, Hala Mostafa, Shlomo Zilberstein
Research Collection School Of Computing and Information Systems
Decentralized POMDP is an expressive model for multi-agent planning. Finite-state controllers (FSCs)---often used to represent policies for infinite-horizon problems---offer a compact, simple-to-execute policy representation. We exploit novel connections between optimizing decentralized FSCs and the dual linear program for MDPs. Consequently, we describe a dual mixed integer linear program (MIP) for optimizing deterministic FSCs. We exploit the Dec-POMDP structure to devise a compact MIP and formulate constraints that result in policies executable in partially-observable decentralized settings. We show analytically that the dual formulation can also be exploited within the expectation maximization (EM) framework to optimize stochastic FSCs. The resulting EM algorithm …
Simultaneous Optimization And Sampling Of Agent Trajectories Over A Network, Hala Mostafa, Akshat Kumar, Hoong Chuin Lau
Simultaneous Optimization And Sampling Of Agent Trajectories Over A Network, Hala Mostafa, Akshat Kumar, Hoong Chuin Lau
Research Collection School Of Computing and Information Systems
We study the problem of optimizing the trajectories of agents moving over a network given their preferences over which nodes to visit subject to operational constraints on the network. In our running example, a theme park manager optimizes which attractions to include in a day-pass to maximize the pass’s appeal to visitors while keeping operational costs within budget. The first challenge in this combinatorial optimization problem is that it involves quantities (expected visit frequencies of each attraction) that cannot be expressed analytically, for which we use the Sample Average Approximation. The second challenge is that while sampling is typically done …