We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $ε$-corrupted binary product distribu...
A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and enjoys th...
This paper studies the optimal dividend for a multi-line insurance group, in which each subsidiary runs a product line and is exposed to some external credit risk. The default contagion is considered such that one default event may increase the defau...
Feb 4, 2025 · 報道関係者各位 株式会社オプティム (東証プライム市場、コード：3694) MDM・PC管理サービス「Optimal
It is well-known that optimal (i.e., revenue-maximizing) selling mechanisms in multidimensional type spaces may involve randomization. We obtain conditions under which deterministic mechanisms are optimal for selling two identical, indivisible object...
This paper is concerned with an optimal stock selling rule under a Markov chain model. The objective is to find an optimal stopping time to sell the stock so as to maximize an expected return. Solutions to the associated variational inequalities are...
We present more optimal solutions to the snowblower problem introduced in arXiv:cs/0603026. In particular, we present more optimal ways to clear lines and combs, which are shapes as described in the aforementioned paper that the original input is dis...
In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is the lack o...
This paper studies the optimality of the Follow-the-Perturbed-Leader (FTPL) policy in both adversarial and stochastic $K$-armed bandits. Despite the widespread use of the Follow-the-Regularized-Leader (FTRL) framework with various choices of regulari...
We use martingale and stochastic analysis techniques to study a continuous-time optimal stopping problem, in which the decision maker uses a dynamic convex risk measure to evaluate future rewards. We also find a saddle point for an equivalent zero-...
We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities $\mathcal{P}$. The maturity is specified as the hitting time to level $0$ of some contin...
This article develops a methodology that enables learning an objective function of an optimal control system from incomplete trajectory observations. The objective function is assumed to be a weighted sum of features (or basis functions) with unknown...
Controlling the growth of material damage is an important engineering task with plenty of real world applications. In this paper we approach this topic from the mathematical point of view by investigating an optimal boundary control problem for a dam...
This paper investigates full stability properties for \emph{variational Nash equilibriums} of a system of parametric nonconvex optimal control problems governed by semilinear elliptic partial differential equations. We first obtain some new results o...
Inspection planning, the task of planning motions that allow a robot to inspect a set of points of interest, has applications in domains such as industrial, field, and medical robotics. Inspection planning can be computationally challenging, as the s...
The back-and-forth relations $M\leq_αN$ are central to computable structure theory and countable model theory. It is well-known that the relation $\{(M,N) : M \leq_αN\}$ is (lightface) $Π^0_{2α}$. We show that this is optimal as the set is $\math...
In the framework of homogeneous susceptible-infected-recovered (SIR) models, we use a control theory approach to identify optimal pandemic mitigation strategies. We derive rather general conditions for reaching herd immunity while minimizing the cost...
We address the problem of accelerating column generation for set cover problems in which we relax the state space of the columns to do efficient pricing. We achieve this by adapting the recently introduced smooth and flexible dual optimal inequalitie...
We consider the problem of optimality in manifold reconstruction. A random sample $\mathbb{X}_n = \left\{X_1,\ldots,X_n\right\}\subset \mathbb{R}^D$ composed of points close to a $d$-dimensional submanifold $M$, with or without outliers drawn in the...
A general problem in optimal control consists of finding a terminal reward that makes the value function independent of the horizon. Such a terminal reward can be interpreted as a max-plus eigenvector of the associated Lax-Oleinik semigroup. We giv...