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We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…

Optimization and Control · Mathematics 2025-04-15 V Varagapriya

Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…

Machine Learning · Statistics 2025-07-09 Alexandre Marthe , Samuel Bounan , Aurélien Garivier , Claire Vernade

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

Robust Markov Decision Processes (MDPs) address environmental shift through distributionally robust optimization (DRO) by finding an optimal worst-case policy within an uncertainty set of transition kernels. However, standard DRO approaches…

Machine Learning · Statistics 2026-03-10 Akram S. Awad , Shihab Ahmed , Yue Wang , George K. Atia

We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…

Machine Learning · Computer Science 2025-03-25 Yannik Schnitzer , Alessandro Abate , David Parker

We report the development and validation of a data-driven real-time risk score that provides timely assessments for the clinical acuity of ward patients based on their temporal lab tests and vital signs, which allows for timely intensive…

Machine Learning · Computer Science 2017-05-23 Ahmed M. Alaa , Jinsung Yoon , Scott Hu , Mihaela van der Schaar

Unplanned intensive care unit (ICU) readmission rate is an important metric for evaluating the quality of hospital care. Efficient and accurate prediction of ICU readmission risk can not only help prevent patients from inappropriate…

Computation and Language · Computer Science 2022-01-10 Qiuhao Lu , Thien Huu Nguyen , Dejing Dou

Hospital inpatient care costs is the largest component of health care expenditures in the US. At the same time, the number of non-hospital rehabilitative settings, such as skilled nursing facilities (SNFs), has increased. Lower costs and…

Optimization and Control · Mathematics 2022-03-10 Oguzhan Alagoz , Sebastian A. Alvarez Avendaño , John Oruongo , Gabriel Zayas-Cabán

Recent statistical and reinforcement learning methods have significantly advanced patient care strategies. However, these approaches face substantial challenges in high-stakes contexts, including missing data, inherent stochasticity, and…

Machine Learning · Computer Science 2024-04-02 Harsh Parikh , Quinn Lanners , Zade Akras , Sahar F. Zafar , M. Brandon Westover , Cynthia Rudin , Alexander Volfovsky

Background: Hypertensive kidney disease (HKD) patients in intensive care units (ICUs) face high short-term mortality, but tailored risk prediction tools are lacking. Early identification of high-risk individuals is crucial for clinical…

Machine Learning · Computer Science 2025-07-28 Yong Si , Junyi Fan , Li Sun , Shuheng Chen , Minoo Ahmadi , Elham Pishgar , Kamiar Alaei , Greg Placencia , Maryam Pishgar

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

Modern processing networks often consist of heterogeneous servers with widely varying capabilities, and process job flows with complex structure and requirements. A major challenge in designing efficient scheduling policies in these…

Probability · Mathematics 2016-10-13 Ramtin Pedarsani , Jean Walrand , Yuan Zhong

Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Luke Rickard , Alessandro Abate , Kostas Margellos

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

Every year, millions of patients pass through emergency departments and intensive care units, where clinicians must make high-stakes decisions under time pressure and uncertainty. Machine learning could support prediction of deterioration,…

Machine Learning · Computer Science 2026-05-27 Yusuf Brima , Marcellin Atemkeng

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Machine learning systems show significant promise for forecasting patient adverse events via risk scores. However, these risk scores implicitly encode assumptions about future interventions that the patient is likely to receive, based on…

The Intensive Care Unit (ICU) is a hospital department where machine learning has the potential to provide valuable assistance in clinical decision making. Classical machine learning models usually only provide point-estimates and no…

Machine Learning · Computer Science 2024-07-26 David Ruhe , Giovanni Cinà , Michele Tonutti , Daan de Bruin , Paul Elbers

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

It is evident that increasing the intensive-care-unit (ICU) capacity and giving priority to admitting and treating younger patients will reduce the number of COVID-19 deaths, but a quantitative assessment of these measures has remained…

Physics and Society · Physics 2020-12-29 Ying-Qi Zeng , Lang Zeng , Ming Tang , Ying Liu , Zong-Hua Liu , Ying-Cheng Lai