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We describe the bailout of banks by governments as a Markov Decision Process (MDP) where the actions are equity investments. The underlying dynamics is derived from the network of financial institutions linked by mutual exposures, and the…
Probabilistic Computation Tree Logic (PCTL) is frequently used to formally specify control objectives such as probabilistic reachability and safety. In this work, we focus on model checking PCTL specifications statistically on Markov…
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…
Counterfactuals are widely used in AI to explain how minimal changes to a model's input can lead to a different output. However, established methods for computing counterfactuals typically focus on one-step decision-making, and are not…
We propose a method for constructing artificial intelligence (AI) of mahjong, which is a multiplayer imperfect information game. Since the size of the game tree is huge, constructing an expert-level AI player of mahjong is challenging. We…
We introduce Threatened Markov Decision Processes (TMDPs) as an extension of the classical Markov Decision Process framework for Reinforcement Learning (RL). TMDPs allow suporting a decision maker against potential opponents in a RL…
Attribution techniques explain the outcome of an AI model by assigning a numerical score to its inputs. So far, these techniques have mainly focused on attributing importance to static input features at a single point in time, and thus fail…
An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and…
It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…
Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and Bound (B&B). A key factor influencing the performance of B&B solvers is…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
Predicting batting averages for specific batters against specific pitchers is a challenging problem in baseball. Previous methods for estimating batting averages in these matchups have used regression models that can incorporate the…
Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…
We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…
Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking…
Planning in adversarial and uncertain environments can be modeled as the problem of devising strategies in stochastic perfect information games. These games are generalizations of Markov decision processes (MDPs): there are two…
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…
Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…