Marvin : macro-actions from reduced versions of the instance

Marvin is a forward-chaining heuristic-search planner. The basic search strategy used is similar to FF's enforced hill-climbing with helpful actions (Hoffmann and Nebel 2001); Marvin extends this strategy, adding extra features to the search and preprocessing steps to infer information from the domain

Quality Measures of Parameter Tuning for Aggregated Multi-Objective Temporal Planning

Parameter tuning is recognized today as a crucial ingredient when tackling an optimization problem. Several meta-optimization methods have been proposed to find the best parameter set for a given optimization algorithm and (set of) problem instances. When the objective of the optimization is some scalar quality of the solution given by the target algorithm, this quality is also used as the basis for the quality of parameter sets. But in the case of multi-objective optimization by aggregation, the set of solutions is given by several single-objective runs with different weights on the objectives, and it turns out that the hypervolume of the final population of each single-objective run might be a better indicator of the global performance of the aggregation method than the best fitness in its population. This paper discusses this issue on a case study in multi-objective temporal planning using the evolutionary planner DaE-YAHSP and the meta-optimizer ParamILS. The results clearly show how ParamILS makes a difference between both approaches, and demonstrate that indeed, in this context, using the hypervolume indicator as ParamILS target is the best choice. Other issues pertaining to parameter tuning in the proposed context are also discussed.Comment: arXiv admin note: substantial text overlap with arXiv:1305.116

Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

The Metric-FF Planning System: Translating "Ignoring Delete Lists" to Numeric State Variables

Planning with numeric state variables has been a challenge for many years, and was a part of the 3rd International Planning Competition (IPC-3). Currently one of the most popular and successful algorithmic techniques in STRIPS planning is to guide search by a heuristic function, where the heuristic is based on relaxing the planning task by ignoring the delete lists of the available actions. We present a natural extension of ``ignoring delete lists'' to numeric state variables, preserving the relevant theoretical properties of the STRIPS relaxation under the condition that the numeric task at hand is ``monotonic''. We then identify a subset of the numeric IPC-3 competition language, ``linear tasks'', where monotonicity can be achieved by pre-processing. Based on that, we extend the algorithms used in the heuristic planning system FF to linear tasks. The resulting system Metric-FF is, according to the IPC-3 results which we discuss, one of the two currently most efficient numeric planners

Set-theoretic duality: A fundamental feature of combinatorial optimisation

The duality between conflicts and diagnoses in the field of diagnosis, or between plans and landmarks in the field of planning, or between unsatisfiable cores and minimal co-satisfiable sets in SAT or CSP solving, has been known for many years. Recent wo

Planning formalisms and authoring in interactive storytelling

Interacting Storytelling systems integrate AI techniques such as planning with narrative representations to generate stories. In this paper, we discuss the use of planning formalisms in Interactive Storytelling from the perspective of story generation and authoring. We compare two different planning formalisms, Hierarchical Task Network (HTN) planning and Heuristic Search Planning (HSP). While HTN provide a strong basis for narrative coherence in the context of interactivity, HSP offer additional flexibility and the generation of stories and the mechanisms for generating comic situations