3 papers
math.PR2026
Information-theoretic coordinate subset and partition selection of multivariate Markov chains via submodular optimization
Zheyuan Lai, Michael C. H. Choi
We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space, as well as the problem of fin…
math.PR2026
Information-theoretic minimax and submodular optimization algorithms for multivariate Markov chains
Zheyuan Lai, Michael C. H. Choi
We study an information-theoretic minimax problem for finite multivariate Markov chains on -dimensional product state spaces. Given a family of $…
cs.LG2025
Iterative Multi-Agent Reinforcement Learning: A Novel Approach Toward Real-World Multi-Echelon Inventory Optimization
Georg Ziegner, Michael Choi, Hung Mac Chan Le +2
Multi-echelon inventory optimization (MEIO) is critical for effective supply chain management, but its inherent complexity can pose significant challenges. Heuristics are commonly…