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We consider identification of optimal dynamic treatment regimes in a setting where time-varying treatments are confounded by hidden time-varying confounders, but proxy variables of the unmeasured confounders are available. We show that,…

Methodology · Statistics 2025-02-19 Jeffrey Zhang , Eric Tchetgen Tchetgen

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

Accurate models of clinical actions and their impacts on disease progression are critical for estimating personalized optimal dynamic treatment regimes (DTRs) in medical/health research, especially in managing chronic conditions.…

Methodology · Statistics 2021-02-19 William Hua , Hongyuan Mei , Sarah Zohar , Magali Giral , Yanxun Xu

Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Saber Jafarpour , Samuel Coogan

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…

Computer Science and Game Theory · Computer Science 2025-02-18 Michael Curry , Vinzenz Thoma , Darshan Chakrabarti , Stephen McAleer , Christian Kroer , Tuomas Sandholm , Niao He , Sven Seuken

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner

Diffusion on complex networks is often modeled as a stochastic process. Yet, recent work on strategic diffusion emphasizes the decision power of agents and treats diffusion as a strategic problem. Here we study the computational aspects of…

Computational Complexity · Computer Science 2020-01-31 Marcin Waniek , Khaled Elbassioni , Flavio L. Pinheiro , Cesar A. Hidalgo , Aamena Alshamsi

Finding an effective medical treatment often requires a search by trial and error. Making this search more efficient by minimizing the number of unnecessary trials could lower both costs and patient suffering. We formalize this problem as…

Machine Learning · Computer Science 2021-02-18 Samuel Håkansson , Viktor Lindblom , Omer Gottesman , Fredrik D. Johansson

We study the training dynamics of gradient descent in a softmax self-attention layer trained to perform linear regression and show that a simple first-order optimization algorithm can converge to the globally optimal self-attention…

Machine Learning · Computer Science 2026-03-03 Gautam Goel , Mahdi Soltanolkotabi , Peter Bartlett

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

Robotics · Computer Science 2026-05-13 Hao Wang , Joshua Bowden , Colton Crosby , Somil Bansal

There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot…

Methodology · Statistics 2020-08-12 Yifan Cui , Eric Tchetgen Tchetgen

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

We consider the problem of optimal reactive synthesis - compute a strategy that satisfies a mission specification in a dynamic environment, and optimizes a performance metric. We incorporate task-critical information, that is only available…

Robotics · Computer Science 2020-08-03 Suda Bharadwaj , Abraham P. Vinod , Rayna Dimitrova , Ufuk Topcu

The ability to accurately predict others' behavior is central to the safety and efficiency of interactive robotics. Unfortunately, robots often lack access to key information on which these predictions may hinge, such as other agents'…

Robotics · Computer Science 2023-11-02 Haimin Hu , David Isele , Sangjae Bae , Jaime F. Fisac

Sequential multi-class diagnosis, also known as multi-hypothesis testing, is a classical sequential decision problem with broad applications. However, the optimal solution remains, in general, unknown as the dynamic program suffers from the…

Information Theory · Computer Science 2020-12-07 Jue Wang

Infrequent Metadynamics is a popular method to obtain the rates of long timescale processes from accelerated simulations. The inference procedure is based on rescaling the first-passage times of Metadynamics trajectories using a…

Chemical Physics · Physics 2025-03-04 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma