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Articles 11011 - 11040 of 11654

Full-Text Articles in Physical Sciences and Mathematics

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair Dec 2013

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

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Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo Dec 2013

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

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Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete Dec 2013

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

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Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya Dec 2013

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

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Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim Dec 2013

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

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A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom Dec 2013

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

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An Efficient Partial Shape Matching Algorithm For 3d Tooth Recognition, Zhiyuan Zhang, Xin Zhong, Sim Heng Ong, Kelvin W. C. Foong Dec 2013

An Efficient Partial Shape Matching Algorithm For 3d Tooth Recognition, Zhiyuan Zhang, Xin Zhong, Sim Heng Ong, Kelvin W. C. Foong

Research Collection School Of Computing and Information Systems

As a new biometric strategy, tooth recognition has drawn much attention in recent years. However, most existing work focus mainly on 2D dental radiographs which are less informative and vulnerable to noise and pose variance. Although there are already several attempts on 3D tooth recognition, the results are still inaccurate and performance is inefficient. Moreover, existing methods cannot recognize precisely when the post-mortem data contains incomplete teeth. In this work, we propose an efficient and accurate partial shape matching algorithm to recognize 3D teeth for human identification. Given the ante-mortem and post-mortem teeth models which were taken from patients using …

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Coupling Alignments With Recognition For Still-To-Video Face Recognition, Zhiwu Huang, X. Zhao, S. Shan, R. Wang, X. Chen Dec 2013

Coupling Alignments With Recognition For Still-To-Video Face Recognition, Zhiwu Huang, X. Zhao, S. Shan, R. Wang, X. Chen

Research Collection School Of Computing and Information Systems

The Still-to-Video (S2V) face recognition systems typically need to match faces in low-quality videos captured under unconstrained conditions against high quality still face images, which is very challenging because of noise, image blur, low face resolutions, varying head pose, complex lighting, and alignment difficulty. To address the problem, one solution is to select the frames of `best quality' from videos (hereinafter called quality alignment in this paper). Meanwhile, the faces in the selected frames should also be geometrically aligned to the still faces offline well-aligned in the gallery. In this paper, we discover that the interactions among the three tasks-quality …

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A Dynamic Programming Approach To Achieving An Optimal End State Along A Serial Production Line, Shih-Fen Cheng, Blake E. Nicholson, Marina A. Epelman, Daniel J. Reaume, Robert L. Smith Dec 2013

A Dynamic Programming Approach To Achieving An Optimal End State Along A Serial Production Line, Shih-Fen Cheng, Blake E. Nicholson, Marina A. Epelman, Daniel J. Reaume, Robert L. Smith

Research Collection School Of Computing and Information Systems

In modern production systems, it is critical to perform maintenance, calibration, installation, and upgrade tasks during planned downtime. Otherwise, the systems become unreliable and new product introductions are delayed. For reasons of safety, testing, and access, task performance often requires the vicinity of impacted equipment to be left in a specific “end state” when production halts. Therefore, planning the shutdown of a production system to balance production goals against enabling non-production tasks yields a challenging optimization problem. In this paper, we propose a mathematical formulation of this problem and a dynamic programming approach that efficiently finds optimal shutdown policies for …

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An Agent-Based Simulation Approach To Experience Management In Theme Parks, Shih-Fen Cheng, Larry Junjie Lin, Jiali Du, Hoong Chuin Lau, Pradeep Reddy Varakantham Dec 2013

An Agent-Based Simulation Approach To Experience Management In Theme Parks, Shih-Fen Cheng, Larry Junjie Lin, Jiali Du, Hoong Chuin Lau, Pradeep Reddy Varakantham

Research Collection School Of Computing and Information Systems

In this paper, we illustrate how massive agent-based simulation can be used to investigate an exciting new application domain of experience management in theme parks, which covers topics like congestion control, incentive design, and revenue management. Since all visitors are heterogeneous and self-interested, we argue that a high-quality agent-based simulation is necessary for studying various problems related to experience management. As in most agent-base simulations, a sound understanding of micro-level behaviors is essential to construct high-quality models. To achieve this, we designed and conducted a first-of-its-kind real-world experiment that helps us understand how typical visitors behave in a theme-park environment. …

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Improving Patient Length-Of-Stay In Emergency Department Through Dynamic Queue Management, Kar Way Tan, Hoong Chuin Lau, Francis Chun Yue Lee Dec 2013

Improving Patient Length-Of-Stay In Emergency Department Through Dynamic Queue Management, Kar Way Tan, Hoong Chuin Lau, Francis Chun Yue Lee

Research Collection School Of Computing and Information Systems

Addressing issue of crowding in an Emergency Department (ED) typically takes the form of process engineering or single-faceted queue management strategies such as demand restriction, queue prioritization or staffing the ED. This work provides an integrated framework to manage queue dynamically from both demand and supply perspectives. More precisely, we introduce intelligent dynamic patient prioritization strategies to manage the demand concurrently with dynamic resource adjustment policies to manage supply. Our framework allows decision-makers to select both the demand-side and supply-side strategies to suit the needs of their ED. We verify through a simulation that such a framework improves the patients' …

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Adaptive Regret Minimization In Bounded-Memory Games, Jeremiah Blocki, Nicolas Christin, Anupam Datta, Arunesh Sinha Nov 2013

Adaptive Regret Minimization In Bounded-Memory Games, Jeremiah Blocki, Nicolas Christin, Anupam Datta, Arunesh Sinha

Research Collection School Of Computing and Information Systems

Organizations that collect and use large volumes of personal information often use security audits to protect data subjects from inappropriate uses of this information by authorized insiders. In face of unknown incentives of employees, a reasonable audit strategy for the organization is one that minimizes its regret. While regret minimization has been extensively studied in repeated games, the standard notion of regret for repeated games cannot capture the complexity of the interaction between the organization (defender) and an adversary, which arises from dependence of rewards and actions on history. To account for this generality, we introduce a richer class of …

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Getting It Right The First Time: Robot Mission Guarantees In The Presence Of Uncertainty, Damian Lyons, Ron Arkin, Paramesh Nirmal, Shu Jiang, Tsung-Ming Liu, Julia Deeb Nov 2013

Getting It Right The First Time: Robot Mission Guarantees In The Presence Of Uncertainty, Damian Lyons, Ron Arkin, Paramesh Nirmal, Shu Jiang, Tsung-Ming Liu, Julia Deeb

Faculty Publications

Abstract—Certain robot missions need to perform predictably in a physical environment that may only be poorly characterized in advance. We have previously developed an approach to establishing performance guarantees for behavior-based controllers in a process-algebra framework. We extend that work here to include random variables, and we show how our prior results can be used to generate a Dynamic Bayesian Network for the coupled system of program and environment model. Verification is reduced to a filtering problem for this network. Finally, we present validation results that demonstrate the effectiveness of the verification of a multiple waypoint robot mission using this …

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Budgeted Personalized Incentive Approaches For Smoothing Congestion In Resource Networks, Pradeep Varakantham, Na Fu, William Yeoh, Shih-Fen Cheng, Hoong Chuin Lau Nov 2013

Budgeted Personalized Incentive Approaches For Smoothing Congestion In Resource Networks, Pradeep Varakantham, Na Fu, William Yeoh, Shih-Fen Cheng, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Congestion occurs when there is competition for resources by sel sh agents. In this paper, we are concerned with smoothing out congestion in a network of resources by using personalized well-timed in- centives that are subject to budget constraints. To that end, we provide: (i) a mathematical formulation that computes equilibrium for the re- source sharing congestion game with incentives and budget constraints; (ii) an integrated approach that scales to larger problems by exploiting the factored network structure and approximating the attained equilib- rium; (iii) an iterative best response algorithm for solving the uncon- strained version (no budget) of the …

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Optimization Approaches For Solving Chance Constrained Stochastic Orienteering Problems, Pradeep Varakantham, Akshat Kumar Nov 2013

Optimization Approaches For Solving Chance Constrained Stochastic Orienteering Problems, Pradeep Varakantham, Akshat Kumar

Research Collection School Of Computing and Information Systems

Orienteering problems (OPs) are typically used to model routing and trip planning problems. OP is a variant of the well known traveling salesman problem where the goal is to compute the highest reward path that includes a subset of nodes and has an overall travel time less than the specified deadline. Stochastic orienteering problems (SOPs) extend OPs to account for uncertain travel times and are significantly harder to solve than deterministic OPs. In this paper, we contribute a scalable mixed integer LP formulation for solving risk aware SOPs, which is a principled approximation of the underlying stochastic optimization problem. Empirically, …

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Symmetry Robust Descriptor For Non-Rigid Surface Matching, Zhiyuan Zhang, Kangkang Yin, Kelvin W. C. Foong Nov 2013

Symmetry Robust Descriptor For Non-Rigid Surface Matching, Zhiyuan Zhang, Kangkang Yin, Kelvin W. C. Foong

Research Collection School Of Computing and Information Systems

In this paper, we propose a novel shape descriptor that is robust in differentiating intrinsic symmetric points on geometric surfaces. Our motivation is that even the state-of-theart shape descriptors and non-rigid surface matching algorithms suffer from symmetry flips. They cannot differentiate surface points that are symmetric or near symmetric. Hence a left hand of one human model may be matched to a right hand of another. Our Symmetry Robust Descriptor (SRD) is based on a signed angle field, which can be calculated from the gradient fields of the harmonic fields of two point pairs. Experiments show that the proposed shape …

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Genetic Algorithm Based Model In Text Steganography, Christine K. Mulunda, Peter W. Wagacha, Alfayo O. Adede Oct 2013

Genetic Algorithm Based Model In Text Steganography, Christine K. Mulunda, Peter W. Wagacha, Alfayo O. Adede

The African Journal of Information Systems

Steganography is an ancient art. It is used for security in open systems. It focuses on hiding secret messages inside a cover medium. The most important property of a cover medium is the amount of data that can be stored inside it without changing its noticeable properties. There are many sophisticated techniques with which to hide, analyze, and recover that hidden information. This paper discusses an exploration in the use of Genetic Algorithm operators on the cover medium. We worked with text as the cover medium with the aim of increasing robustness and capacity of hidden data. Elitism is used …

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An Analysis Of Post-Selection In Automatic Configuration, Zhi Yuan, Thomas St\303\274tzle, Marco A. Montes De Oca, Hoong Chuin Lau, Mauro Birattari Sep 2013

An Analysis Of Post-Selection In Automatic Configuration, Zhi Yuan, Thomas St\303\274tzle, Marco A. Montes De Oca, Hoong Chuin Lau, Mauro Birattari

Research Collection School Of Computing and Information Systems

Automated algorithm configuration methods have proven to be instrumental in deriving high-performing algorithms and such methods are increasingly often used to configure evolutionary algorithms. One major challenge in devising automatic algorithm configuration techniques is to handle the inherent stochasticity in the configuration problems. This article analyses a post-selection mechanism that can also be used for this task. The central idea of the post-selection mechanism is to generate in a first phase a set of high-quality candidate algorithm configurations and then to select in a second phase from this candidate set the (statistically) best configuration. Our analysis of this mechanism indicates …

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Computing The Grounded Semantics In All The Subgraphs Of An Argumentation Framework: An Empirical Evaluation, Pierpaolo Dondio Sep 2013

Computing The Grounded Semantics In All The Subgraphs Of An Argumentation Framework: An Empirical Evaluation, Pierpaolo Dondio

Articles

Given an argumentation framework – with a finite set of arguments and the attack relation identifying the graph – we study how the grounded labelling of a generic argument a varies in all the subgraphs of . Since this is an intractable problem of above-polynomial complexity, we present two non-naïve algorithms to find the set of all the subgraphs where the grounded semantic assigns to argument a specific label . We report the results of a series of empirical tests over graphs of increasing complexity. The value of researching the above problem is two-fold. First, knowing how an argument behaves …

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Audit Games, Jeremiah Blocki, Nicolas Christin, Anupam Datta, Ariel D. Procaccia, Arunesh Sinha Aug 2013

Audit Games, Jeremiah Blocki, Nicolas Christin, Anupam Datta, Ariel D. Procaccia, Arunesh Sinha

Research Collection School Of Computing and Information Systems

Effective enforcement of laws and policies requires expending resources to prevent and detect offenders, as well as appropriate punishment schemes to deter violators. In particular, enforcement of privacy laws and policies in modern organizations that hold large volumes of personal information (e.g., hospitals, banks) relies heavily on internal audit mechanisms. We study economic considerations in the design of these mechanisms, focusing in particular on effective resource allocation and appropriate punishment schemes. We present an audit game model that is a natural generalization of a standard security game model for resource allocation with an additional punishment parameter. Computing the Stackelberg equilibrium …

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Flotra: Flower-Shape Trajectory Mining For Instance-Specific Parameter Tuning, Lindawati Lindawati, Feida Zhu, Hoong Chuin Lau Aug 2013

Flotra: Flower-Shape Trajectory Mining For Instance-Specific Parameter Tuning, Lindawati Lindawati, Feida Zhu, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

The performance of a heuristic algorithm is highly dependent on its parameter configuration, yet finding a good parameter configuration is often a time-consuming task. In this paper we propose FloTra, a Flower graph mining for graph search Trajectory pattern extraction for generic instance-specific automated parameter tuning. This algorithm provides efficient extraction of compact and discriminative features of the search trajectory, upon which problem instances are clustered and the corresponding optimal parameter configurations are computed. Experimental evaluations of our approach on the Quadratic Assignment Problem (QAP) show that our approach offers promising improvement over existing parameter tuning algorithms. In this work, …

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“Network-Theoretic” Queuing Delay Estimation In Theme Park Attractions, Ajay Aravamudhan, Archan Misra, Hoong Chuin Lau Aug 2013

“Network-Theoretic” Queuing Delay Estimation In Theme Park Attractions, Ajay Aravamudhan, Archan Misra, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Queuing is a common phenomenon in theme parks which negatively affects visitor experience and revenue yields. There is thus a need for park operators to infer the real queuing delays without expensive investment in human effort or complex tracking infrastructure. In this paper, we depart from the classical queuing theory approach and provide a data-driven and online approach for estimating the time-varying queuing delays experienced at different attractions in a theme park. This work is novel in that it relies purely on empirical observations of the entry time of individual visitors at different attractions, and also accommodates the reality that …

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A Multi-Objective Memetic Algorithm For Vehicle Resource Allocation In Sustainable Transportation Planning, Hoong Chuin Lau, Lucas Agussurja, Shih-Fen Cheng, Pang Jin Tan Aug 2013

A Multi-Objective Memetic Algorithm For Vehicle Resource Allocation In Sustainable Transportation Planning, Hoong Chuin Lau, Lucas Agussurja, Shih-Fen Cheng, Pang Jin Tan

Research Collection School Of Computing and Information Systems

Sustainable supply chain management has been an increasingly important topic of research in recent years. At the strategic level, there are computational models which study supply and distribution networks with environmental considerations. At the operational level, there are, for example, routing and scheduling models which are constrained by carbon emissions. Our paper explores work in tactical planning with regards to vehicle resource allocation from distribution centers to customer locations in a multi-echelon logistics network. We formulate the bi-objective optimization problem exactly and design a memetic algorithm to efficiently derive an approximate Pareto front. We illustrate the applicability of our approach …

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Interacting Knapsack Problem In Designing Resource Bundles, Truong Huy D. Nguyen, Pradeep Reddy Varakantham, Hoong Chuin Lau, Shih-Fen Cheng Aug 2013

Interacting Knapsack Problem In Designing Resource Bundles, Truong Huy D. Nguyen, Pradeep Reddy Varakantham, Hoong Chuin Lau, Shih-Fen Cheng

Research Collection School Of Computing and Information Systems

In many real-life businesses, the service provider/seller keeps a log of the visitors’ behavior as a way to assess the efficiency of the current business/operation model and find room for improvement. For example, by tracking when visitors entering attractions in a theme park, theme park owners can detect when and where congestion may occur, thus having contingency plans to reroute the visitors accordingly. Similarly, a Cable TV service provider can track channel switching events at each household to identify uninteresting channels. Subsequently, the repertoire of channels up for subscription can evolve over time to better serve the entertainment demand of …

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Scalable Randomized Patrolling For Securing Rapid Transit Networks, Pradeep Varakantham, Hoong Chuin Lau, Zhi Yuan Aug 2013

Scalable Randomized Patrolling For Securing Rapid Transit Networks, Pradeep Varakantham, Hoong Chuin Lau, Zhi Yuan

Research Collection School Of Computing and Information Systems

Mass Rapid Transit using rail is a popular mode of transport employed by millions of people in many urban cities across the world. Typically, these networks are massive, used by many and thus, can be a soft target for criminals. In this paper, we consider the problem of scheduling randomised patrols for improving security of such rail networks. Similar to existing work in randomised patrols for protecting critical infrastructure, we also employ Stackelberg Games to represent the problem. In solving the Stackelberg games for massive rail networks, we make two key contributions. Firstly, we provide an approach called RaPtoR for …

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Improving Patient Length-Of-Stay In Emergency Department Through Dynamic Resource Allocation Policies, Kar Way Tan, Wei Hao Tan, Hoong Chuin Lau Aug 2013

Improving Patient Length-Of-Stay In Emergency Department Through Dynamic Resource Allocation Policies, Kar Way Tan, Wei Hao Tan, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

In this work, we consider the problem of allocating doctors in the ambulatory area of a hospital's emergency department (ED) based on a set of policies. Traditional staffing methods are static, hence do not react well to surges in patient demands. We study strategies that intelligently adjust the number of doctors based on current and historical information about the patient arrival. Our main contribution is our proposed data-driven online approach that performs adaptive allocation by utilizing historical as well as current arrivals by running symbiotic simulation in real-time. We build a simulation prototype that models ED process that is close …

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Traveltant: Social Interaction Based Personalized Recommendation System, Sultan Dawood Alfarhood Aug 2013

Traveltant: Social Interaction Based Personalized Recommendation System, Sultan Dawood Alfarhood

Graduate Theses and Dissertations

Trip planning is a time consuming task that most people do before going to any destination. Traveltant is an intelligent system that analyzes a user's Social network and suggests a complete trip plan detailed for every single day based on the user's interests extracted from the Social network. Traveltant also considers the interests of friends the user interacts with most by building a ranked friends list of interactivity, and then uses the interests of those people in this list to enrich the recommendation results. Traveltant provides a smooth user interface through a Windows Phone 7 application while doing most of …

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Self-Organizing Cognitive Models For Virtual Agents, Yilin Kang, Ah-Hwee Tan Aug 2013

Self-Organizing Cognitive Models For Virtual Agents, Yilin Kang, Ah-Hwee Tan

Research Collection School Of Computing and Information Systems

Three key requirements of realistic characters or agents in virtual world can be identified as autonomy, interactivity, and personification. Working towards these challenges, this paper proposes a brain inspired agent architecture that integrates goal-directed autonomy, natural language interaction and human-like personification. Based on self-organizing neural models, the agent architecture maintains explicit mental representation of desires, intention, personalities, self-awareness, situation awareness and user awareness. Autonomous behaviors are generated via evaluating the current situation with active goals and learning the most appropriate social or goal-directed rule from the available knowledge, in accordance with the personality of each individual agent. We have built …

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Multi-Agent Orienteering Problem With Time-Dependent Capacity Constraints, Cen Chen, Shih-Fen Cheng, Hoong Chuin Lau Aug 2013

Multi-Agent Orienteering Problem With Time-Dependent Capacity Constraints, Cen Chen, Shih-Fen Cheng, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

The Orienteering Problem (OP), as originally defined by Tsiligirides, is the problem of cross-countr sport in which participants get rewards from visiting a predefined set of checkpoints. As Orienteering Problem can be used to describe a wide variety of real-world problems like route planning for facility inspection, patrolling of strategic location, and reward-weighted traveling salesman problem, it has attracted continuous interests from researchers and a large number of variants and corresponding algorithms for solving them have been introduced.

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Automated Generation Of Interaction Graphs For Value-Factored Decentralized Pomdps, William Yeoh, Akshat Kumar, Shlomo Zilberstein Aug 2013

Automated Generation Of Interaction Graphs For Value-Factored Decentralized Pomdps, William Yeoh, Akshat Kumar, Shlomo Zilberstein

Research Collection School Of Computing and Information Systems

The Decentralized Partially Observable Markov Decision Process (Dec-POMDP) is a powerful model for multi-agent planning under uncertainty, but its applicability is hindered by its high complexity – solving Dec-POMDPs optimally is NEXP-hard. Recently, Kumar et al. introduced the Value Factorization (VF) framework, which exploits decomposable value functions that can be factored into subfunctions. This framework has been shown to be a generalization of several specialized models such as TI-Dec-MDPs, ND-POMDPs and TD-POMDPs, which leverage different forms of sparse agent interactions to improve the scalability of planning. Existing algorithms for these models assume that the interaction graph of the problem is …

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