Given a directed acyclic graph with timing constraints, the budget management problem is to assigntoeachvertexanincrementaldelaysuchthatthesumofthesedelaysismaximizedwithoutviolati...
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are N arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A play...
Wenhan Dai, Yi Gai, Bhaskar Krishnamachari, Qing Z...
We propose certified reduced basis methods for the efficient and reliable evaluation of a general output that is implicitly connected to a given parameterized input through the ha...
Yanlai Chen, Jan S. Hesthaven, Yvon Maday, Jer&oac...
—The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Pollak criterion, and the Bayesian criterion. In this paper, a robust v...
Jayakrishnan Unnikrishnan, Venugopal V. Veeravalli...
In this paper we address the problem of predicting when the available data is incomplete. We show that changing the generally accepted table-wise view of the sample items into a g...