24,693 research outputs found
An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits
In this paper, we propose an information-theoretic exploration strategy for
stochastic, discrete multi-armed bandits that achieves optimal regret. Our
strategy is based on the value of information criterion. This criterion
measures the trade-off between policy information and obtainable rewards. High
amounts of policy information are associated with exploration-dominant searches
of the space and yield high rewards. Low amounts of policy information favor
the exploitation of existing knowledge. Information, in this criterion, is
quantified by a parameter that can be varied during search. We demonstrate that
a simulated-annealing-like update of this parameter, with a sufficiently fast
cooling schedule, leads to an optimal regret that is logarithmic with respect
to the number of episodes.Comment: Entrop
The Project Scheduling Problem with Non-Deterministic Activities Duration: A Literature Review
Purpose: The goal of this article is to provide an extensive literature review of the models and solution procedures proposed by many researchers interested on the Project Scheduling Problem with nondeterministic activities duration. Design/methodology/approach: This paper presents an exhaustive literature review, identifying the existing models where the activities duration were taken as uncertain or random parameters. In order to get published articles since 1996, was employed the Scopus database. The articles were selected on the basis of reviews of abstracts, methodologies, and conclusions. The results were classified according to following characteristics: year of publication, mathematical representation of the activities duration, solution techniques applied, and type of problem solved. Findings: Genetic Algorithms (GA) was pointed out as the main solution technique employed by researchers, and the Resource-Constrained Project Scheduling Problem (RCPSP) as the most studied type of problem. On the other hand, the application of new solution techniques, and the possibility of incorporating traditional methods into new PSP variants was presented as research trends. Originality/value: This literature review contents not only a descriptive analysis of the published articles but also a statistical information section in order to examine the state of the research activity carried out in relation to the Project Scheduling Problem with non-deterministic activities duration.Peer Reviewe
Systematic review of decision making algorithms in extended neutrosophic sets
The Neutrosophic set (NS) has grasped concentration by its ability for handling indeterminate, uncertain, incomplete, and inconsistent information encountered in daily life. Recently, there have been various extensions of the NS, such as single valued neutrosophic sets (SVNSs), Interval neutrosophic sets (INSs), bipolar neutrosophic sets (BNSs), Refined Neutrosophic Sets (RNSs), and triangular fuzzy number neutrosophic set (TFNNs). This paper contains an extended overview of the concept of NS as well as several instances and extensions of this model that have been introduced in the last decade, and have had a significant impact in literature. Theoretical and mathematical properties of NS and their counterparts are discussed in this paper as well. Neutrosophic-set-driven decision making algorithms are also overviewed in detail
mfEGRA: Multifidelity Efficient Global Reliability Analysis through Active Learning for Failure Boundary Location
This paper develops mfEGRA, a multifidelity active learning method using
data-driven adaptively refined surrogates for failure boundary location in
reliability analysis. This work addresses the issue of prohibitive cost of
reliability analysis using Monte Carlo sampling for expensive-to-evaluate
high-fidelity models by using cheaper-to-evaluate approximations of the
high-fidelity model. The method builds on the Efficient Global Reliability
Analysis (EGRA) method, which is a surrogate-based method that uses adaptive
sampling for refining Gaussian process surrogates for failure boundary location
using a single-fidelity model. Our method introduces a two-stage adaptive
sampling criterion that uses a multifidelity Gaussian process surrogate to
leverage multiple information sources with different fidelities. The method
combines expected feasibility criterion from EGRA with one-step lookahead
information gain to refine the surrogate around the failure boundary. The
computational savings from mfEGRA depends on the discrepancy between the
different models, and the relative cost of evaluating the different models as
compared to the high-fidelity model. We show that accurate estimation of
reliability using mfEGRA leads to computational savings of 46% for an
analytic multimodal test problem and 24% for a three-dimensional acoustic horn
problem, when compared to single-fidelity EGRA. We also show the effect of
using a priori drawn Monte Carlo samples in the implementation for the acoustic
horn problem, where mfEGRA leads to computational savings of 45% for the
three-dimensional case and 48% for a rarer event four-dimensional case as
compared to single-fidelity EGRA
The arithmetic of triangular Z-numbers with reduced calculation complexity using an extension of triangular distribution
This work was supported by project PID2019-103880RB-I00 funded by MCIN/AEI/10.13039/501100011033, by FEDER/Junta de Andalucia-Consejeria de Transformacion Economica, Industria, Conocimiento y Universidades/Proyecto B-TIC-590-UGR20, by the China Scholarship Council (CSC) , and by the Andalusian government through project P2000673. Funding for open access charge: Universidad de Granada/CBUA.Information that people rely on is often uncertain and partially reliable. Zadeh introduced the concept of Z-numbers as a more adequate formal construct for describing uncertain and partially reliable information. Most existing applications of Z-numbers involve discrete ones due to the high complexity of calculating continuous ones. However, the continuous form is the most common form of information in the real world. Simplifying continuous Z-number calculations is significant for practical applications. There are two reasons for the complexity of continuous Z-number calculations: the use of normal distributions and the inconsistency between the meaning and definition of Z-numbers. In this paper, we extend the triangular distribution as the hidden probability density function of triangular Z-numbers. We add a new parameter to the triangular distribution to influence its convexity and concavity, and then expand the value's domain of the probability measure. Finally, we implement the basic operations of triangular Z-numbers based on the extended triangular distribution. The suggested method is illustrated with numerical examples, and we compare its computational complexity and the entropy (uncertainty) of the resulting Z-number to the traditional method. The comparison shows that our method has lower computational complexity, higher precision and lower uncertainty in the results.MCIN/AEI
PID2019-103880RB-I00FEDER/Junta de Andalucía-Consejería de Transformación Económica, Industria, Conocimiento y Universidades/Proyecto
B-TIC-590-UGR20China Scholarship CouncilAndalusian government
P2000673Universidad de Granada/CBU
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