We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

FPMCO decomposes multi-constraint RL into KL-projection sub-problems, achieving higher reward with lower computing than second-order rivals on the new SCIG robotics benchmark.

Tsukuba, Japan—Distributed constraint optimization problems are crucial for modeling cooperative-multiagent systems. Asynchronous Distributed OPTimization (ADOPT) is a well-known algorithm for solving ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).