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We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…

Optimization and Control · Mathematics 2019-12-24 Bart P. G. Van Parys , Peyman Mohajerin Esfahani , Daniel Kuhn

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

We study a game of strategic information design between a sender, who chooses state-dependent information structures, a mediator who can then garble the signals generated from these structures, and a receiver who takes an action after…

Theoretical Economics · Economics 2020-12-07 Andrew Kosenko

This paper develops a path planner that minimizes risk (e.g. motion execution) while maximizing accumulated reward (e.g., quality of sensor viewpoint) motivated by visual assistance or tracking scenarios in unstructured or confined…

Robotics · Computer Science 2019-03-11 Xuesu Xiao , Jan Dufek , Robin Murphy

We investigate the scheduling of a common resource between several concurrent users when the feasible transmission rate of each user varies randomly over time. Time is slotted and users arrive and depart upon service completion. This may…

Performance · Computer Science 2015-03-18 U. Ayesta , M. Erausquin , M. Jonckheere , I. M. Verloop

Decisions in public health are almost always made in the context of uncertainty. Policy makers are responsible for making important decisions, faced with the daunting task of choosing from amongst many possible options. This task is called…

Artificial Intelligence · Computer Science 2020-05-19 Atiye Alaeddini , Daniel Klein

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

We focus on the problem of uncertainty informed allocation of medical resources (vaccines) to heterogeneous populations for managing epidemic spread. We tackle two related questions: (1) For a compartmental ordinary differential equation…

Optimization and Control · Mathematics 2023-07-04 Samarth Gupta , Saurabh Amin

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise.…

Systems and Control · Computer Science 2019-02-12 Mukul Gagrani , Yi Ouyang , Mohammad Rasouli , Ashutosh Nayyar

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

The analysis of high-dimensional time series data has become increasingly important across a wide range of fields. Recently, a method for constructing the minimum information Markov kernel on finite state spaces was established. In this…

Methodology · Statistics 2026-01-13 Issey Sukeda , Tomonari Sei

We study the principal-agent problem with a third party that we call social planner, whose responsibility is to reconcile the conflicts of interest between the two players and induce socially optimal outcome in terms of some given social…

Computer Science and Game Theory · Computer Science 2024-11-07 Shiyun Lin , Zhihua Zhang

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An…

Computer Science and Game Theory · Computer Science 2021-10-29 Shuze Liu , Weiran Shen , Haifeng Xu

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew

Information-theoretic arguments focus on modeling the reliability of information transmission, assuming availability of infinite data at sources, thus ignoring randomness in message generation times at the respective sources. However, in…

Networking and Internet Architecture · Computer Science 2009-09-29 K. C. V. Kalyanarama Sesha Sayee

A sequence of social sensors estimate an unknown parameter (modeled as a state of nature) by performing Bayesian Social Learning, and myopically optimize individual reward functions. The decisions of the social sensors contain quantized…

Social and Information Networks · Computer Science 2020-03-31 Sujay Bhatt , Vikram Krishnamurthy

In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…

Information Theory · Computer Science 2026-02-24 Touraj Soleymani , Mohamad Assaad , John S. Baras

We study whether a planner can robustly implement a state-contingent social choice function when (i) agents must incur a cost to learn the state and (ii) the planner faces uncertainty regarding agents' preferences over outcomes, information…

Theoretical Economics · Economics 2021-12-14 Harry Pei , Bruno Strulovici

Healthcare systems are facing serious challenges in balancing their human resources to cope with volatile service demand, while at the same time providing necessary job satisfaction to the healthcare workers. We propose in this paper a…

Optimization and Control · Mathematics 2021-03-09 Duy Anh Nguyen