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In the strategic multi-armed bandit setting, when arms possess perfect information about the player's behavior, they can establish an equilibrium where: 1. they retain almost all of their value, 2. they leave the player with a substantial…

Artificial Intelligence · Computer Science 2024-09-02 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

Scoring rules are widely used to rank athletes in sports and candidates in elections. Each position in each individual ranking is worth a certain number of points; the total sum of points determines the aggregate ranking. The question is…

Computer Science and Game Theory · Computer Science 2022-09-09 Aleksei Y. Kondratev , Egor Ianovski , Alexander S. Nesterov

We investigate variants of Goddard's problems for nonvertical trajectories. The control is the thrust force, and the objective is to maximize a certain final cost, typically, the final mass. In this report, performing an analysis based on…

Optimization and Control · Mathematics 2009-04-20 Frédéric Bonnans , Pierre Martinon , Emmanuel Trélat

We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely…

Machine Learning · Statistics 2014-04-24 Che-Yu Liu , Sébastien Bubeck

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…

Statistics Theory · Mathematics 2021-01-01 Geovani Rizk , Igor Colin , Albert Thomas , Moez Draief

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

Computational Finance · Quantitative Finance 2015-03-19 Sören Christensen

A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…

Optimization and Control · Mathematics 2009-11-25 Kostas Margellos , John Lygeros

Air-to-air missiles are used on many modern military combat aircraft for self-defence. It is imperative for the pilots using the weapons that the missiles hit their target first time. The important goals for a missile control system to…

Systems and Control · Electrical Eng. & Systems 2024-11-13 Joshua Farrington , Xinhua Wang

Algorithms for hyperparameter optimization abound, all of which work well under different and often unverifiable assumptions. Motivated by the general challenge of sequentially choosing which algorithm to use, we study the more specific…

Machine Learning · Statistics 2016-04-12 Robert Nishihara , David Lopez-Paz , Léon Bottou

This paper is interested in the description of the density of particles evolving according to some optimal policy of an impulse control problem. We first fix sets on which the particles jump and explain how we can characterize such a…

Analysis of PDEs · Mathematics 2018-07-03 Charles Bertucci

We introduce a pursuit game played between a team of a sensor and an attacker and a mobile target in the unbounded Euclidean plane. The target is faster than the sensor, but slower than the attacker. The sensor's objective is to keep the…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Prajakta Surve , Shaunak D. Bopardikar , Alexander Von Moll , Isaac Weintraub , David W. Casbeer

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

Computer Science and Game Theory · Computer Science 2017-03-23 Juba Ziani , Venkat Chandrasekaran , Katrina Ligett

While experimental design often focuses on selecting the single best alternative from a finite set (e.g., in ranking and selection or best-arm identification), many pure-exploration problems pursue richer goals. Given a specific goal,…

Machine Learning · Statistics 2025-05-28 Chao Qin , Wei You

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Forrest Laine

The aerodynamics of a projectile launched from barrels of various devices is quite complicated due to its interactions with the unsteady flow field around it. A computational study using moving grid method is performed here to analyze the…

Fluid Dynamics · Physics 2012-11-09 C. K. Muthukumaran , G. Rajesh , H. D. Kim

We describe how a single-particle tracking experiment should be designed in order for its recorded trajectories to contain the most information about a tracked particle's diffusion coefficient. The precision of estimators for the diffusion…

Biological Physics · Physics 2016-08-10 Christian L. Vestergaard

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

We address the problem of enabling quadrupedal robots to perform precise shooting skills in the real world using reinforcement learning. Developing algorithms to enable a legged robot to shoot a soccer ball to a given target is a…

Robotics · Computer Science 2022-08-03 Yandong Ji , Zhongyu Li , Yinan Sun , Xue Bin Peng , Sergey Levine , Glen Berseth , Koushil Sreenath

Recent measurement technologies enable us to analyze baseball at higher levels. There are, however, still many unclear points around the pitching strategy. The two elements make it difficult to measure the effect of pitching strategy.…

Applications · Statistics 2022-08-09 Hiroshi Nakahara , Kazuya Takeda , Keisuke Fujii

Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…

Machine Learning · Computer Science 2019-06-04 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan