Open Access. Powered by Scholars. Published by Universities.®

Operations Research, Systems Engineering and Industrial Engineering Commons

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 18 of 18

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Map Estimation For Graphical Models By Likelihood Maximization, Akshat Kumar, Shlomo Zilberstein Dec 2010

Map Estimation For Graphical Models By Likelihood Maximization, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Information Systems

Computing a maximum a posteriori (MAP) assignment in graphical models is a crucial inference problem for many practical applications. Several provably convergent approaches have been successfully developed using linear programming (LP) relaxation of the MAP problem. We present an alternative approach, which transforms the MAP problem into that of inference in a finite mixture of simple Bayes nets. We then derive the Expectation Maximization (EM) algorithm for this mixture that also monotonically increases a lower bound on the MAP assignment until convergence. The update equations for the EM algorithm are remarkably simple, both conceptually and computationally, and can be implemented ...


Adaptive Algorithms For Coverage Control And Space Partitioning In Mobile Robotic Networks, Jerome Le Ny, George J. Pappas Oct 2010

Adaptive Algorithms For Coverage Control And Space Partitioning In Mobile Robotic Networks, Jerome Le Ny, George J. Pappas

Technical Reports (ESE)

We consider deployment problems where a mobile robotic network must optimize its configuration in a distributed way in order to minimize a steady-state cost function that depends on the spatial distribution of certain probabilistic events of interest. Three classes of problems are discussed in detail: coverage control problems, spatial partitioning problems, and dynamic vehicle routing problems. Moreover, we assume that the event distribution is a priori unknown, and can only be progressively inferred from the observation of the location of the actual event occurrences. For each problem we present distributed stochastic gradient algorithms that optimize the performance objective. The stochastic ...


A Semantic Information Model For Capturing And Communicating Design Decisions, Justin A. Rockwell, Ian R. Grosse, Sundar Krishnamurty, Jack C. Wileden Sep 2010

A Semantic Information Model For Capturing And Communicating Design Decisions, Justin A. Rockwell, Ian R. Grosse, Sundar Krishnamurty, Jack C. Wileden

Center for e-Design Publications

A semantic information model to improve reuse and communication of engineering design knowledge is presented in this paper. We consider design to be a process involving a sequence of decisions informed by the current state of information. As such, the information model developed is structured to reflect the conceptualizations of engineering design decisions with a particular emphasis on semantically capturing design rationale. Through the approach presented, knowledge reuse is achieved by communicating design rationale. A case study is presented to illustrate two key features of the approach: (1) seamless integration of separate modular domain ontologies and instance knowledge related to ...


Event Study Method For Validating Agent-Based Trading Simulations, Shih-Fen Cheng Sep 2010

Event Study Method For Validating Agent-Based Trading Simulations, Shih-Fen Cheng

Research Collection School Of Information Systems

In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely important for agent-based simulations, but unfortunately, so far there is no one universal method that would work in all domains. The primary contribution of this paper is a novel combination of event-centric simulation design and event study approach for market dynamics generation and validation. In our event-centric design, the simulation is progressed by announcing news events that affect market prices. Upon receiving these events, event-aware software agents would adjust their views on the market ...


A Decision Theoretic Approach To Data Leakage Prevention, Janusz Marecki, Mudhakar Srivastava, Pradeep Reddy Varakantham Aug 2010

A Decision Theoretic Approach To Data Leakage Prevention, Janusz Marecki, Mudhakar Srivastava, Pradeep Reddy Varakantham

Research Collection School Of Information Systems

In both the commercial and defense sectors a compelling need is emerging for rapid, yet secure, dissemination of information. In this paper we address the threat of information leakage that often accompanies such information flows. We focus on domains with one information source (sender) and many information sinks (recipients) where: (i) sharing is mutually beneficial for the sender and the recipients, (ii) leaking a shared information is beneficial to the recipients but undesirable to the sender, and (iii) information sharing decisions of the sender are determined using imperfect monitoring of the (un)intended information leakage by the recipients.We make ...


The Bi-Objective Master Physician Scheduling Problem, Aldy Gunawan, Hoong Chuin Lau Aug 2010

The Bi-Objective Master Physician Scheduling Problem, Aldy Gunawan, Hoong Chuin Lau

Research Collection School Of Information Systems

Physician scheduling is the assignment of physicians to perform different duties in the hospital timetable. In this paper, the goals are to satisfy as many physicians’ preferences and duty requirements as possible while ensuring optimum usage of available resources. We present a mathematical programming model to represent the problem as a bi-objective optimization problem. Three different methods based on ε–Constraint Method, Weighted-Sum Method and HillClimbing algorithm are proposed. These methods were tested on a real case from the Surgery Department of a large local government hospital, as well as on randomly generated problem instances. The strengths and weaknesses of ...


Effect Of Human Biases On Human-Agent Teams, Praveen Paruchuri, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri Aug 2010

Effect Of Human Biases On Human-Agent Teams, Praveen Paruchuri, Pradeep Reddy Varakantham, Katia Sycara, Paul Scerri

Research Collection School Of Information Systems

As human-agent teams get increasingly deployed in the real-world, agent designers need to take into account that humans and agents have different abilities to specify preferences. In this paper, we focus on how human biases in specifying preferences for resources impacts the performance of large, heterogeneous teams. In particular, we model the inclination of humans to simplify their preference functions and to exaggerate their utility for desired resources, and show the effect of these biases on the team performance. We demonstrate this on two different problems, which are representative of many resource allocation problems addressed in literature. In both these ...


Decentralized Resource Allocation And Scheduling Via Walrasian Auctions With Negotiable Agents, Huaxing Chen, Hoong Chuin Lau Aug 2010

Decentralized Resource Allocation And Scheduling Via Walrasian Auctions With Negotiable Agents, Huaxing Chen, Hoong Chuin Lau

Research Collection School Of Information Systems

This paper is concerned with solving decentralized resource allocation and scheduling problems via auctions with negotiable agents by allowing agents to switch their bid generation strategies within the auction process, such that a better system wide performance is achieved on average as compared to the conventional walrasian auction running with agents of fixed bid generation strategy. We propose a negotiation mechanism embedded in auctioneer to solicit bidders’ change of strategies in the process of auction. Finally we benchmark our approach against conventional auctions subject to the real-time large-scale dynamic resource coordination problem to demonstrate the effectiveness of our approach.


Distributed Route Planning And Scheduling Via Hybrid Conflict Resolution, Ramesh Thangarajoo, Hoong Chuin Lau Aug 2010

Distributed Route Planning And Scheduling Via Hybrid Conflict Resolution, Ramesh Thangarajoo, Hoong Chuin Lau

Research Collection School Of Information Systems

In this paper, we discuss the problem of route planning and scheduling by a group of agents. Each agent is responsible for designing a route plan and schedule over a geographical network, and the goal is to obtain a conflict-free plan/schedule that optimizes a global objective. We present a hybrid conflict resolution method that involves coalition formation and distributed constraint satisfaction depending on the level of coupling between agents. We show how this approach can be effectively applied to solve a distributed convoy movement planning problem.


Effective Heuristic Methods For Finding Non-Optimal Solutions Of Interest In Constrained Optimization Models, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau Jul 2010

Effective Heuristic Methods For Finding Non-Optimal Solutions Of Interest In Constrained Optimization Models, Steven O. Kimbrough, Ann Kuo, Hoong Chuin Lau

Research Collection School Of Information Systems

This paper introduces the SoI problem, that of finding nonoptimal solutions of interest for constrained optimization models. SoI problems subsume finding FoIs (feasible solutions of interest), and IoIs (infeasible solutions of interest). In all cases, the interest addressed is post-solution analysis in one form or another. Post-solution analysis of a constrained optimization model occurs after the model has been solved and a good or optimal solution for it has been found. At this point, sensitivity analysis and other questions of import for decision making (discussed in the paper) come into play and for this purpose the SoIs can be of ...


Anytime Planning For Decentralized Pomdps Using Expectation Maximization, Akshat Kumar, Shlomo Zilberstein Jun 2010

Anytime Planning For Decentralized Pomdps Using Expectation Maximization, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Information Systems

Decentralized POMDPs provide an expressive framework for multi-agent sequential decision making. While finite-horizon DECPOMDPs have enjoyed signifcant success, progress remains slow for the infinite-horizon case mainly due to the inherent complexity of optimizing stochastic controllers representing agent policies. We present a promising new class of algorithms for the infinite-horizon case, which recasts the optimization problem as inference in a mixture of DBNs. An attractive feature of this approach is the straightforward adoption of existing inference techniques in DBNs for solving DEC-POMDPs and supporting richer representations such as factored or continuous states and actions. We also derive the Expectation Maximization (EM ...


An Analysis Of Extreme Price Shocks And Illiquidity Among Systematic Trend Followers, Bernard Lee, Shih-Fen Cheng, Annie Koh Jun 2010

An Analysis Of Extreme Price Shocks And Illiquidity Among Systematic Trend Followers, Bernard Lee, Shih-Fen Cheng, Annie Koh

Research Collection Lee Kong Chian School Of Business

We construct an agent-based model to study the interplay between extreme price shocks and illiquidity in the presence of systematic traders known as trend followers. The agent-based approach is particularly attractive in modeling commodity markets because the approach allows for the explicit modeling of production, capacities, and storage constraints. Our study begins by using the price stream from a market simulation involving human participants and studies the behavior of various trend-following strategies, assuming initially that their participation will not impact the market. We notice an incremental deterioration in strategy performance as and when strategies deviate further and further from the ...


Improved Knowledge Management Through First-Order Logic In Engineering Design Ontologies, Paul Witherell, Sundar Krishnamurty, Ian R. Grosse, Jack C. Wileden May 2010

Improved Knowledge Management Through First-Order Logic In Engineering Design Ontologies, Paul Witherell, Sundar Krishnamurty, Ian R. Grosse, Jack C. Wileden

Center for e-Design Publications

This paper presents the use of first-order logic to improve upon currently employed engineering design knowledge management techniques. Specifically, this work uses description logic in unison with Horn logic, to not only guide the knowledge acquisition process but also to offer much needed support in decision making during the engineering design process in a distributed environment. The knowledge management methods introduced are highlighted by the ability to identify modeling knowledge inconsistencies through the recognition of model characteristic limitations, such as those imposed by model idealizations. The adopted implementation languages include the Semantic Web Rule Language, which enables Horn-like rules to ...


Point-Based Backup For Decentralized Pompds: Complexity And New Algorithms, Akshat Kumar, Shlomo Zilberstein May 2010

Point-Based Backup For Decentralized Pompds: Complexity And New Algorithms, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Information Systems

Decentralized POMDPs provide an expressive framework for sequential multi-agent decision making. Despite their high complexity, there has been significant progress in scaling up existing algorithms, largely due to the use of point-based methods. Performing point-based backup is a fundamental operation in state-of-the-art algorithms. We show that even a single backup step in the multi-agent setting is NP-Complete. Despite this negative worst-case result, we present an efficient and scalable optimal algorithm as well as a principled approximation scheme. The optimal algorithm exploits recent advances in the weighted CSP literature to overcome the complexity of the backup operation. The polytime approximation scheme ...


Towards Finding Robust Execution Strategies For Rcpsp/Max With Durational Uncertainty, Na Fu, Pradeep Varakantham, Hoong Chuin Lau May 2010

Towards Finding Robust Execution Strategies For Rcpsp/Max With Durational Uncertainty, Na Fu, Pradeep Varakantham, Hoong Chuin Lau

Research Collection School Of Information Systems

Resource Constrained Project Scheduling Problems with minimum and maximum time lags (RCPSP/max) have been studied extensively in the literature. However, the more realistic RCPSP/max problems — ones where durations of activities are not known with certainty – have received scant interest and hence are the main focus of the paper. Towards addressing the significant computational complexity involved in tackling RCPSP/max with durational uncertainty, we employ a local search mechanism to generate robust schedules. In this regard, we make two key contributions: (a) Introducing and studying the key properties of a new decision rule to specify start times of activities ...


An Analysis Of Extreme Price Shocks And Illiquidity Among Trend Followers, Bernard Lee, Shih-Fen Cheng, Annie Koh Feb 2010

An Analysis Of Extreme Price Shocks And Illiquidity Among Trend Followers, Bernard Lee, Shih-Fen Cheng, Annie Koh

Research Collection School Of Information Systems

We construct an agent-based model to study the interplay between extreme price shocks and illiquidity in the presence of systematic traders known as trend followers. The agent-based approach is particularly attractive in modeling commodity markets because the approach allows for the explicit modeling of production, capacities, and storage constraints. Our study begins by using the price stream from a market simulation involving human participants and studies the behavior of various trend-following strategies, assuming initially that their participation will not impact the market. We notice an incremental deterioration in strategy performance as and when strategies deviate further and further from the ...


Introducing Communication In Dis-Pomdps With Locality Of Interaction, Makoto Tasaki, Yuichi Yabu, Yuki Iwanari, Makoto Yokoo, Janusz Marecki, Pradeep Reddy Varakantham, Milind Tambe Jan 2010

Introducing Communication In Dis-Pomdps With Locality Of Interaction, Makoto Tasaki, Yuichi Yabu, Yuki Iwanari, Makoto Yokoo, Janusz Marecki, Pradeep Reddy Varakantham, Milind Tambe

Research Collection School Of Information Systems

The Networked Distributed POMDPs (ND-POMDPs) can model multiagent systems in uncertain domains and has begun to scale-up the number of agents. However, prior work in ND-POMDPs has failed to address communication. Without communication, the size of a local policy at each agent within the ND-POMDPs grows exponentially in the time horizon. To overcome this problem, we extend existing algorithms so that agents periodically communicate their observation and action histories with each other. After communication, agents can start from new synchronized belief state. Thus, we can avoid the exponential growth in the size of local policies at agents. Furthermore, we introduce ...


Periodic Resource Reallocation In Two-Echelon Repairable Item Inventory Systems, Hoong Chuin Lau, Jie Pan, Huawei Song Jan 2010

Periodic Resource Reallocation In Two-Echelon Repairable Item Inventory Systems, Hoong Chuin Lau, Jie Pan, Huawei Song

Research Collection School Of Information Systems

Given an existing stock allocation in an inventory system, it is often necessary to perform reallocation over multiple time points to address inventory imbalance and maximize availability. In this paper, we focus on the situation where there are two opportunities to perform reallocation within a replenishment cycle. We derive a mathematical model to determine when and how to perform reallocation. Furthermore, we consider the extension of this model to the situation allowing an arbitrary number of reallocations. Experimental results show that the two-reallocation approach achieves better performance compared with the single-reallocation approach found in the literature. We also illustrate how ...