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This paper investigates a novel behavioral feature of recursive preferences: aversion to risks that persist over time, or simply \textit{correlation aversion}. Greater persistence provides information about future consumption but reduces…

Theoretical Economics · Economics 2026-03-24 Lorenzo Maria Stanca

While enforcing egalitarian social norms is critical for human society, punishing social norm violators often incurs a cost to the self. This cost looms even larger when one can benefit from an unequal distribution of resources (i.e.…

Neurons and Cognition · Quantitative Biology 2025-07-29 Shen Zhang , Oriel FeldmanHall , Sébastien Hétu , A. Ross Otto

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

Obesity is a chronic disease that can lead to an increased risk of other serious chronic diseases and even death. We present switching and time-delayed feedback-based model free control methods for the dynamic management of body mass and…

Systems and Control · Computer Science 2017-04-05 Mahmood Karimi , Ramesh R. Rao

As autonomous vehicles have benefited the society, understanding the dynamic change of humans' trust during human-autonomous vehicle interaction can help to improve the safety and performance of autonomous driving. We designed and conducted…

Human-Computer Interaction · Computer Science 2019-07-19 Shili Sheng , Erfan Pakdamanian , Kyungtae Han , BaekGyu Kim , Prashant Tiwari , Inki Kim , Lu Feng

Networked multi-agent dynamical systems have been used to model how individual opinions evolve over time due to the opinions of other agents in the network. Particularly, such a model has been used to study how a planning agent can be used…

Social and Information Networks · Computer Science 2026-03-19 Sheryl Paul , Leslie Cruz Juarez , Jyotirmoy V. Deshmukh , Ketan Savla

In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our aim is to maximize the certainty equivalent of the stopping…

Optimization and Control · Mathematics 2017-03-29 Nicole Bäuerle , Ulrich Rieder

Choice decisions made by users of online applications can suffer from biases due to the users' level of engagement. For instance, low engagement users may make random choices with no concern for the quality of items offered. This biased…

Applications · Statistics 2016-08-30 Zhengli Wang , Tauhid Zaman

We apply control theoretic and optimization techniques to adaptively design incentives. In particular, we consider the problem of a planner with an objective that depends on data from strategic decision makers. The planner does not know the…

Computer Science and Game Theory · Computer Science 2018-06-18 Lillian J. Ratliff , Tanner Fiez

Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…

Machine Learning · Computer Science 2024-05-24 Qian Shao , Pradeep Varakantham , Shih-Fen Cheng

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

Optimization and Control · Mathematics 2018-02-22 Ryan Murray , Michele Palladino

In this paper, we accomplish two objectives: First, we provide a new mathematical characterization of the value function for impulse control problems with implementation delay and present a direct solution method that differs from its…

Optimization and Control · Mathematics 2008-12-10 Erhan Bayraktar , Masahiko Egami

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

This paper studies a recently proposed continuous-time distributed self-appraisal model with time-varying interactions among a network of $n$ individuals which are characterized by a sequence of time-varying relative interaction matrices.…

Optimization and Control · Mathematics 2017-03-17 Weiguo Xia , Ji Liu , Tamer Basar , Xi-Ming Sun

This paper proposes a new reinforcement learning with hyperbolic discounting. Combining a new temporal difference error with the hyperbolic discounting in recursive manner and reward-punishment framework, a new scheme to learn the optimal…

Machine Learning · Computer Science 2021-06-04 Taisuke Kobayashi

We study the associations between everyday economic decision-making quality and people's emotional states. Using high-frequency, highly disaggregated consumer "scanner" data, we show that the cost of poor decision-making is substantial, on…

General Economics · Economics 2026-03-24 Ian Crawford , Carl-Emil Pless

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2015-03-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell