4 papers
Performance Guarantees for Data-Driven Sequential Decision-Making
Bowen Li, Edwin K. P. Chong, Ali Pezeshki
The solutions to many sequential decision-making problems are characterized by dynamic programming and Bellman's principle of optimality. However, due to the inherent complexity of…
A Performance Bound for the Greedy Algorithm in a Generalized Class of String Optimization Problems
Brandon Van Over, Bowen Li, Edwin K. P. Chong +1
We present a simple performance bound for the greedy scheme in string optimization problems that obtains strong results. Our approach vastly generalizes the group of previously est…
On Bounds for Greedy Schemes in String Optimization based on Greedy Curvatures
Bowen Li, Brandon Van Over, Edwin K. P. Chong +1
We consider the celebrated bound introduced by Conforti and Cornuéjols (1984) for greedy schemes in submodular optimization. The bound assumes a submodular function defined on a co…
Measurement Design for Detecting Sparse Signals
Ramin Zahedi, Ali Pezeshki, Edwin K. P. Chong
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dime…