Optimal algorithms for the online time series search problem

AbstractIn the problem of online time series search introduced by El-Yaniv et al. (2001) [1], a player observes prices one by one over time and shall select exactly one of the prices on its arrival without the knowledge of future prices, aiming to maximize the selected price. In this paper, we extend the problem by introducing profit function. Considering two cases where the search duration is either known or unknown beforehand, we propose two optimal deterministic algorithms respectively. The models and results in this paper generalize those of El-Yaniv et al. (2001) [1]

Symmetry-Based Search Space Reduction For Grid Maps

In this paper we explore a symmetry-based search space reduction technique which can speed up optimal pathfinding on undirected uniform-cost grid maps by up to 38 times. Our technique decomposes grid maps into a set of empty rectangles, removing from each rectangle all interior nodes and possibly some from along the perimeter. We then add a series of macro-edges between selected pairs of remaining perimeter nodes to facilitate provably optimal traversal through each rectangle. We also develop a novel online pruning technique to further speed up search. Our algorithm is fast, memory efficient and retains the same optimality and completeness guarantees as searching on an unmodified grid map