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We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…

Machine Learning · Computer Science 2011-09-22 Sarah Filippi , Olivier Cappé , Aurélien Garivier

Recently, the eco-evolutionary game theory which describes the coupled dynamics of strategies and environment have attracted great attention. At the same time, most of the current work is focused on the classic two-player two-strategy game.…

Physics and Society · Physics 2021-11-22 Bin-Quan Li , Cong Liu , Zhi-Xi Wu , Jian-Yue Guan

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Optimization and Control · Mathematics 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

In Simulation-based Inference, the goal is to solve the inverse problem when the likelihood is only known implicitly. Neural Posterior Estimation commonly fits a normalized density estimator as a surrogate model for the posterior. This…

Machine Learning · Statistics 2023-10-04 Benjamin Kurt Miller , Marco Federici , Christoph Weniger , Patrick Forré

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

Optimization and Control · Mathematics 2016-11-09 Corentin Briat

Elicitable functionals and (strictly) consistent scoring functions are of interest due to their utility of determining (uniquely) optimal forecasts, and thus the ability to effectively backtest predictions. However, in practice, assuming…

Methodology · Statistics 2026-03-18 Kathleen E. Miao , Silvana M. Pesenti

In this paper ISS small-gain theorems for discrete-time systems are stated, which do not require input-to-state stability (ISS) of each subsystem. This approach weakens conservatism in ISS small-gain theory, and for the class of…

Dynamical Systems · Mathematics 2015-11-25 Roman Geiselhart , Fabian R. Wirth

We provide a Lyapunov-function-based method for establishing different types of uniform input-to-state stability (ISS) for time-varying impulsive systems. The method generalizes to impulsive systems with inputs the well-established…

Systems and Control · Computer Science 2020-08-14 Jose L. Mancilla-Aguilar , Hernan Haimovich

We consider a class of fully stochastic and fully distributed algorithms, that we prove to learn equilibria in games. Indeed, we consider a family of stochastic distributed dynamics that we prove to converge weakly (in the sense of weak…

Computer Science and Game Theory · Computer Science 2009-07-14 Olivier Bournez , Johanne Cohen

We propose a variational framework for nonequilibrium thermodynamics built around the effective number of accessible state, a multiplicative count that ranges from for a uniform distribution to one under complete localization, and whose…

Statistical Mechanics · Physics 2025-09-12 Mesfin Taye

Discriminator Guidance has become a popular method for efficiently refining pre-trained Score-Matching Diffusion models. However, in this paper, we demonstrate that the standard implementation of this technique does not necessarily lead to…

Machine Learning · Computer Science 2025-06-12 Alexandre Verine , Ahmed Mehdi Inane , Florian Le Bronnec , Benjamin Negrevergne , Yann Chevaleyre

This paper considers the stability problem of a linear time invariant system in feedback with a string equation. A new Lyapunov functional candidate is proposed based on the use of augmented states which enriches and encompasses the…

Analysis of PDEs · Mathematics 2019-04-25 Matthieu Barreau , Alexandre Seuret , Frédéric Gouaisbaut , Lucie Baudouin

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

In this paper, we consider continuous-time semi-decentralized dynamics for the equilibrium computation in a class of aggregative games. Specifically, we propose a scheme where decentralized projected-gradient dynamics are driven by an…

Optimization and Control · Mathematics 2018-03-29 Claudio De Persis , Sergio Grammatico

Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generating distributions.To address this challenge, the robust…

Machine Learning · Computer Science 2024-08-20 Haojie Yan , Minglong Zhou , Jiayi Guo

This paper studies the use of vector Lyapunov functions for the design of globally stabilizing feedback laws for nonlinear systems. Recent results on vector Lyapunov functions are utilized. The main result of the paper shows that the…

Optimization and Control · Mathematics 2012-01-13 Iasson Karafyllis , Zhong-Ping Jiang

We combine incentive, adaptive, and time-scale dynamics to study multipopulation dynamics on the simplex equipped with a large class of Riemmanian metrics, simultaneously generalizing and extending many dynamics commonly studied in dynamic…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell E. A. Fryer

Railway tracks rest on a foundation known for exhibiting nonlinear viscoelastic behavior. Railway track deflections are modeled by a semilinear partial differential equation. This paper studies the stability of solutions to this equation in…

Analysis of PDEs · Mathematics 2018-07-04 M. Sajjad Edalatzadeh , Kirsten A. Morris

In the loss function of Variational Autoencoders there is a well known tension between two components: the reconstruction loss, improving the quality of the resulting images, and the Kullback-Leibler divergence, acting as a regularizer of…

Neural and Evolutionary Computing · Computer Science 2020-02-19 Andrea Asperti , Matteo Trentin

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

Statistics Theory · Mathematics 2023-03-15 Cheng-Der Fuh , Chu-Lan Michael Kao , Tianxiao Pang