We provide a framework for the assignment of multiple robots to goal locations, when robot travel times are uncertain. Our premise is that time is the most valuable asset in the system. Hence, we make use of redundant robots to counter the effect of uncertainty and minimize the average waiting time at destinations. We apply our framework to transport networks represented as graphs, and consider uncertainty in the edge costs (i.e., travel time). Since solving the redundant assignment problem is strongly NP-hard, we exploit structural properties of our problem to propose a polynomial-time solution with provable sub-optimality bounds. Our method uses distributive aggregate functions, which allow us to efficiently (i.e., incrementally) compute the effective cost of assigning redundant robots. Experimental results on random graphs show that the deployment of redundant robots through our method reduces waiting times at goal locations, when edge traversals are uncertain.
Another related body of work deals with the weapon-target assignment problem @cite_19 , which considers the assignment of weapons to targets so that the total expected survival value of the targets is minimized. Similar to our problem, this problem considers the assignment of a redundant number of items (i.e., weapons) to a single goal (i.e., target), where assignment costs are uncertain (i.e., probability of target survival). In contrast to our work, however, the weapon-target assignment problem only applies to binomial distributions that model the outcome (i.e, survival) of each target as a Bernoulli random variable. Our algorithm is capable of dealing with arbitrary (and potentially correlated) probability distributions that describe the assignment costs. In that sense, our problem is a generalization of the weapon-target assignment problem.
@cite_19
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The weapon-target assignment (WTA) problem is a fundamental problem arising in defense-related applications of operations research. This problem consists of optimally assigning n weapons to m targets so that the total expected survival value of the targets after all the engagements is minimal. The WTA problem can be formulated as a nonlinear integer programming problem and is known to be NP-complete. No exact methods exist for the WTA problem that can solve even small-size problems (for example, with 20 weapons and 20 targets). Although several heuristic methods have been proposed to solve the WTA problem, due to the absence of exact methods, no estimates are available on the quality of solutions produced by such heuristics. In this paper, we suggest integer programming and network flow-based lower-bounding methods that we obtain using a branch-and-bound algorithm for the WTA problem. We also propose a network flow-based construction heuristic and a very large-scale neighborhood (VLSN) search algorithm. We present computational results of our algorithms, which indicate that we can solve moderately large instances (up to 80 weapons and 80 targets) of the WTA problem optimally and obtain almost optimal solutions of fairly large instances (up to 200 weapons and 200 targets) within a few seconds. The multi-armed bandit (MAB) problem features the classical tradeoff between exploration and exploitation. The input specifies several stochastic arms which evolve with each pull, and the goal is to maximize the expected reward after a fixed budget of pulls. The celebrated work of , surveyed in [8], presumes a condition on the arms called the martingale assumption. In [9], A. obtained an LP-based 1 48-approximation for the problem with the martingale assumption removed. We improve the algorithm to a 4 27-approximation, with simpler analysis. Our algorithm also generalizes to the case of MAB superprocesses with (stochastic) multi-period actions. This generalization captures the framework introduced by Guha and Munagala in [11], and yields new results for their budgeted learning problems. Also, we obtain a (1 2 -- e)-approximation for the variant of MAB where preemption (playing an arm, switching to another arm, then coming back to the first arm) is not allowed. This contains the stochastic knapsack problem of Dean, Goemans, and Vondrak in [6] with correlated rewards, where we are given a knapsack of fixed size, and a set of jobs each with a joint distribution for its size and reward. The actual size and reward of a job can only be discovered in real-time as it is being scheduled, and the objective is to maximize expected reward before the knapsack size is exhausted. Our (1 2 -- e)-approximation improves the 1 16 and 1 8 approximations in [9] for correlated stochastic knapsack with cancellation and no cancellation, respectively, providing to our knowledge the first tight algorithm for these problems that matches the integrality gap of 2. We sample probabilities from an exponential-sized dynamic programming solution, whose existence is guaranteed by an LP projection argument. We hope this technique can also be applied to other dynamic programming problems which can be projected down onto a small LP. We formulate the following combinatorial multi-armed bandit (MAB) problem: There are N random variables with unknown mean that are each instantiated in an i.i.d. fashion over time. At each time multiple random variables can be selected, subject to an arbitrary constraint on weights associated with the selected variables. All of the selected individual random variables are observed at that time, and a linearly weighted combination of these selected variables is yielded as the reward. The goal is to find a policy that minimizes regret, defined as the difference between the reward obtained by a genie that knows the mean of each random variable, and that obtained by the given policy. This formulation is broadly applicable and useful for stochastic online versions of many interesting tasks in networks that can be formulated as tractable combinatorial optimization problems with linear objective functions, such as maximum weighted matching, shortest path, and minimum spanning tree computations. Prior work on multi-armed bandits with multiple plays cannot be applied to this formulation because of the general nature of the constraint. On the other hand, the mapping of all feasible combinations to arms allows for the use of prior work on MAB with single-play, but results in regret, storage, and computation growing exponentially in the number of unknown variables. We present new efficient policies for this problem that are shown to achieve regret that grows logarithmically with time, and polynomially in the number of unknown variables. Furthermore, these policies only require storage that grows linearly in the number of unknown parameters. For problems where the underlying deterministic problem is tractable, these policies further require only polynomial computation. For computationally intractable problems, we also present results on a different notion of regret that is suitable when a polynomial-time approximation algorithm is used. We consider situations in which a decision-maker with a fixed budget faces a sequence of options, each with a cost and a value, and must select a subset of them online so as to maximize the total value. Such situations arise in many contexts, e.g., hiring workers, scheduling jobs, and bidding in sponsored search auctions. This problem, often called the online knapsack problem, is known to be inapproximable. Therefore, we make the enabling assumption that elements arrive in a randomorder. Hence our problem can be thought of as a weighted version of the classical secretary problem, which we call the knapsack secretary problem. Using the random-order assumption, we design a constant-competitive algorithm for arbitrary weights and values, as well as a e-competitive algorithm for the special case when all weights are equal (i.e., the multiple-choice secretary problem). In contrast to previous work on online knapsack problems, we do not assume any knowledge regarding the distribution of weights and values beyond the fact that the order is random.