Restricted Value Iteration: Theory and Algorithms

Value iteration is a popular algorithm for finding near optimal policies for POMDPs. It is inefficient due to the need to account for the entire belief space, which necessitates the solution of large numbers of linear programs. In this paper, we study value iteration restricted to belief subsets. We show that, together with properly chosen belief subsets, restricted value iteration yields near-optimal policies and we give a condition for determining whether a given belief subset would bring about savings in space and time. We also apply restricted value iteration to two interesting classes of POMDPs, namely informative POMDPs and near-discernible POMDPs

Data-driven satisficing measure and ranking

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of risk measures, we consider problems constrained by general convex risk measures and specifically by Conditional value-at-risk. Starting from offline optimization, we apply sample average approximation technique and argue the convergence rate and validation of optimal solutions. In online stochastic optimization case, we develop primal-dual stochastic approximation algorithms respectively for general risk constrained problems, and derive their regret bounds. For both offline and online cases, we illustrate the relationship between risk ranking accuracy with sample size (or iterations).Comment: 26 Pages, 6 Figure

Operational Research in Education

Operational Research (OR) techniques have been applied, from the early stages of the discipline, to a wide variety of issues in education. At the government level, these include questions of what resources should be allocated to education as a whole and how these should be divided amongst the individual sectors of education and the institutions within the sectors. Another pertinent issue concerns the efficient operation of institutions, how to measure it, and whether resource allocation can be used to incentivise efficiency savings. Local governments, as well as being concerned with issues of resource allocation, may also need to make decisions regarding, for example, the creation and location of new institutions or closure of existing ones, as well as the day-to-day logistics of getting pupils to schools. Issues of concern for managers within schools and colleges include allocating the budgets, scheduling lessons and the assignment of students to courses. This survey provides an overview of the diverse problems faced by government, managers and consumers of education, and the OR techniques which have typically been applied in an effort to improve operations and provide solutions

Multiobjective gas turbine engine controller design using genetic algorithms

This paper describes the use of multiobjective genetic algorithms (MOGAs) in the design of a multivariable control system for a gas turbine engine. The mechanisms employed to facilitate multiobjective search with the genetic algorithm are described with the aid of an example. It is shown that the MOGA confers a number of advantages over conventional multiobjective optimization methods by evolving a family of Pareto-optimal solutions rather than a single solution estimate. This allows the engineer to examine the trade-offs between the different design objectives and configurations during the course of an optimization. In addition, the paper demonstrates how the genetic algorithm can be used to search in both controller structure and parameter space thereby offering a potentially more general approach to optimization in controller design than traditional numerical methods. While the example in the paper deals with control system design, the approach described can be expected to be applicable to more general problems in the fields of computer aided design (CAD) and computer aided engineering (CAE

A Framework for Discovery and Diagnosis of Behavioral Transitions in Event-streams

Date stream mining techniques can be used in tracking user behaviors as they attempt to achieve their goals. Quality metrics over stream-mined models identify potential changes in user goal attainment. When the quality of some data mined models varies significantly from nearby models—as defined by quality metrics—then the user’s behavior is automatically flagged as a potentially significant behavioral change. Decision tree, sequence pattern and Hidden Markov modeling being used in this study. These three types of modeling can expose different aspect of user’s behavior. In case of decision tree modeling, the specific changes in user behavior can automatically characterized by differencing the data-mined decision-tree models. The sequence pattern modeling can shed light on how the user changes his sequence of actions and Hidden Markov modeling can identifies the learning transition points. This research describes how model-quality monitoring and these three types of modeling as a generic framework can aid recognition and diagnoses of behavioral changes in a case study of cognitive rehabilitation via emailing. The date stream mining techniques mentioned are used to monitor patient goals as part of a clinical plan to aid cognitive rehabilitation. In this context, real time data mining aids clinicians in tracking user behaviors as they attempt to achieve their goals. This generic framework can be widely applicable to other real-time data-intensive analysis problems. In order to illustrate this fact, the similar Hidden Markov modeling is being used for analyzing the transactional behavior of a telecommunication company for fraud detection. Fraud similarly can be considered as a potentially significant transaction behavioral change