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We solve a sequential decision-making problem under uncertainty that takes into account the failure probability of a task. This problem cannot be handled by the stochastic shortest path problem, which is the standard model for sequential…

Optimization and Control · Mathematics 2024-09-26 Ritsusamuel Otsubo

This report investigates the optimal design of event-triggered estimation for first-order linear stochastic systems. The problem is posed as a two-player team problem with a partially nested information pattern. The two players are given by…

Optimization and Control · Mathematics 2012-03-23 Adam Molin , Sandra Hirche

Recent machine-learning approaches to deterministic search and domain-independent planning employ policy learning to speed up search. Unfortunately, when attempting to solve a search problem by successively applying a policy, no guarantees…

Artificial Intelligence · Computer Science 2021-08-05 Pablo Araneda , Matias Greco , Jorge A. Baier

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

Assume that a treasure is placed in one of $M$ boxes according to a known distribution and that $k$ searchers are searching for it in parallel during $T$ rounds. We study the question of how to incentivize selfish players so that the…

Computer Science and Game Theory · Computer Science 2020-06-23 Amos Korman , Yoav Rodeh

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

Optimization and Control · Mathematics 2013-03-20 Farzad Yousefian , Angelia Nedich , Uday V. Shanbhag

We study the achievable performance of adaptive query procedures for the noisy 20 questions problem with measurement-dependent noise over a unit cube of finite dimension. The performance criterion that we consider is the minimal resolution,…

Information Theory · Computer Science 2021-05-04 Lin Zhou , Alfred Hero

An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…

Computer Science and Game Theory · Computer Science 2025-05-30 Bengisu Guresti , Chongjie Zhang , Yevgeniy Vorobeychik

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…

Computer Science and Game Theory · Computer Science 2026-01-08 Laurent Doyen , Shibashis Guha

This paper considers a target localization problem where at any given time an agent can choose a region to query for the presence of the target in that region. The measurement noise is assumed to be increasing with the size of the query…

Information Theory · Computer Science 2020-09-02 Sung-En Chiu , Tara Javidi

In this paper, we consider a sequential stochastic Stackelberg game with two players, a leader and a follower. The follower has access to the state of the system while the leader does not. Assuming that the players act in their respective…

Optimization and Control · Mathematics 2021-02-08 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

This paper considers the task of performing binary search under noisy decisions, focusing on the application of target area localization. In the presence of noise, the classical partitioning approach of binary search is prone to error…

Information Theory · Computer Science 2025-05-01 Kaan Buyukkalayci , Merve Karakas , Xinlin Li , Christina Fragouli

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

Machine Learning · Computer Science 2023-09-18 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

The prevailing noise-resistant and reverberation-resistant localization algorithms primarily emphasize separating and providing directional output for each speaker in multi-speaker scenarios, without association with the identity of…

Sound · Computer Science 2023-10-18 Yu Chen , Xinyuan Qian , Zexu Pan , Kainan Chen , Haizhou Li

Game-theoretic motion planners are a powerful tool for the control of interactive multi-agent robot systems. Indeed, contrary to predict-then-plan paradigms, game-theoretic planners do not ignore the interactive nature of the problem, and…

Robotics · Computer Science 2023-10-20 Makram Chahine , Roya Firoozi , Wei Xiao , Mac Schwager , Daniela Rus

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…

Optimization and Control · Mathematics 2025-10-08 Ruimeng Hu , Daniel Ralston , Xu Yang , Haosheng Zhou

When people pursue rewards in stochastic environments, they often match their choice frequencies to the observed target frequencies, even when this policy is demonstrably sub-optimal. We used a ``hide and seek'' task to evaluate this…

Neurons and Cognition · Quantitative Biology 2025-11-11 Peter DiBerardino , Britt Anderson

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

Stochastic optimization algorithms have been successfully applied in several domains to find optimal solutions. Because of the ever-growing complexity of the integrated systems, novel stochastic algorithms are being proposed, which makes…

Artificial Intelligence · Computer Science 2024-06-04 Sowmya Chandrasekaran , Thomas Bartz-Beielstein