arXiv AI By Aswin Chandrasekaran

Certified-Gap Dual-Price Policies for Real-Time Truckload Bid Acceptance with Relocating, Clock-Constrained Resources

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arXiv:2607. 16891v1 Announce Type: cross Abstract: A truckload carrier must accept or reject each load tender within seconds.

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arXiv Machine Learning
5d ago

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi