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We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe

We study a dynamic model of Bayesian persuasion in sequential decision-making settings. An informed principal observes an external parameter of the world and advises an uninformed agent about actions to take over time. The agent takes…

Computer Science and Game Theory · Computer Science 2022-05-25 Jiarui Gan , Rupak Majumdar , Goran Radanovic , Adish Singla

In strategic classification, agents modify their features, at a cost, to ideally obtain a positive classification from the learner's classifier. The typical response of the learner is to carefully modify their classifier to be robust to…

Machine Learning · Computer Science 2024-02-15 Lee Cohen , Saeed Sharifi-Malvajerdi , Kevin Stangl , Ali Vakilian , Juba Ziani

Recently, adaptive control systems with relaxed persistent excitation (PE) conditions have been proposed to guarantee true parameter convergence and improve the transient response. However, in some cases, sufficient control performance and…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Satoshi Tsuruhara , Kazuhisa Ito

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Robotics · Computer Science 2017-10-30 Shervin Shahryari , Prashant Doshi

As artificial agents become increasingly capable, what internal structure is *necessary* for an agent to act competently under uncertainty? Classical results show that optimal control can be *implemented* using belief states or world…

Machine Learning · Computer Science 2026-04-03 Aran Nayebi

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

The ways in which an agent's actions affect the world can often be modeled compactly using a set of relational probabilistic planning rules. This paper addresses the problem of learning such rule sets for multiple related tasks. We take a…

Artificial Intelligence · Computer Science 2012-06-26 Ashwin Deshpande , Brian Milch , Luke S. Zettlemoyer , Leslie Pack Kaelbling

I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data…

Astrophysics · Physics 2009-11-10 Thomas J. Loredo

We describe a simple model for speculative trading based on adaptive behavior of economic agents.The adaptive behavior is expressed through a feedback mechanism for changing agents' stock-to-bond ratios, depending on the past performance of…

Trading and Market Microstructure · Quantitative Finance 2018-09-26 Misha Perepelitsa

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We study a setting where a group of agents, each receiving partially informative private signals, seek to collaboratively learn the true underlying state of the world (from a finite set of hypotheses) that generates their joint observation…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Aritra Mitra , John A. Richards , Shreyas Sundaram

Autonomous agents operating in sequential decision-making tasks under uncertainty can benefit from external action suggestions, which provide valuable guidance but inherently vary in reliability. Existing methods for incorporating such…

Artificial Intelligence · Computer Science 2026-05-26 Dylan M. Asmar , Mykel J. Kochenderfer

In this paper, we study the optimal stopping problem in the so-called exploratory framework, in which the agent takes actions randomly conditioning on current state and an entropy-regularized term is added to the reward functional. Such a…

Optimization and Control · Mathematics 2023-09-04 Yuchao Dong

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…

Mathematical Finance · Quantitative Finance 2026-04-27 Thai Nguyen , Pertiny Nkuize

In this study, we propose a predictive model composed of a recurrent neural network including parametric bias and stochastic elements, and an environmentally adaptive robot control method including variance minimization using the model.…

Robotics · Computer Science 2024-12-12 Kento Kawaharazuka , Koki Shinjo , Yoichiro Kawamura , Kei Okada , Masayuki Inaba

In a constantly changing world, animals must account for environmental volatility when making decisions. To appropriately discount older, irrelevant information, they need to learn the rate at which the environment changes. We develop an…

Neurons and Cognition · Quantitative Biology 2017-01-12 Adrian E Radillo , Alan Veliz-Cuba , Kresimir Josic , Zachary P Kilpatrick
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