论文标题

近乎最佳的适应性政策,用于为随机偏离的客户服务

Near-Optimal Adaptive Policies for Serving Stochastically Departing Customers

论文作者

Segev, Danny

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an adaptive service policy that maximizes the expected total reward collected along a discrete planning horizon, in the presence of customers who are independently departing between one stage and the next with known stationary probabilities. In spite of its deceiving structural simplicity, we are unaware of non-trivial results regarding the rigorous design of optimal or truly near-optimal policies at present time. Our main contribution resides in proposing a quasi-polynomial-time approximation scheme for adaptively serving impatient customers. Specifically, letting $n$ be the number of underlying customers, our algorithm identifies in $O( n^{ O_{ ε}( \log^2 n ) } )$ time an adaptive service policy whose expected reward is within factor $1 - ε$ of the optimal adaptive reward. Our method for deriving this approximation scheme synthesizes various stochastic analyses in order to investigate how the adaptive optimum is affected by alteration to several instance parameters, including the reward values, the departure probabilities, and the collection of customers itself.

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