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The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

Bayesian integral functional measure of entropy-uncertainty (EF) on trajectories of Markov multi-dimensional diffusion process is cutting off by interactive impulses (controls). Each cutoff minimax of EF superimposes and entangles…

Adaptation and Self-Organizing Systems · Physics 2014-10-03 Vladimir S. Lerner

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

Optimization and Control · Mathematics 2016-10-26 Tobias Sutter , Arnab Ganguly , Heinz Koeppl

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

Encoding and decoding are the two key steps in information processing. In this work we study the encoding and decoding capabilities of operational theories in the context of information-storability game, where the task is to freely choose a…

Quantum Physics · Physics 2024-07-19 Teiko Heinosaari , Leevi Leppäjärvi , Martin Plávala

In this paper, we investigate the verification and enforcement of strong state-based opacity (SBO) in discrete-event systems modeled as partially-observed (nondeterministic) finite-state automata, including strong K-step opacity (K-SSO),…

Formal Languages and Automata Theory · Computer Science 2024-01-22 Xiaoguang Han , Kuize Zhang , Zhiwu Li

Part 1 has studied the conversion of observed random process with its hidden information to related dynamic process, applying entropy functional measure (EF) of the random process and path functional information measure (IPF) of the dynamic…

Adaptation and Self-Organizing Systems · Physics 2013-08-20 Vladimir S. Lerner

We study decision-making with rational inattention in settings where agents have perception constraints. In such settings, inaccurate prior beliefs or models of others may lead to inattention blindness, where an agent is unaware of its…

Computer Science and Game Theory · Computer Science 2025-10-06 Mustafa O. Karabag , Jesse Milzman , Ufuk Topcu

People often learn from other's actions when they make decisions while doing online shopping. This kind of observational learning may lead to information cascades, which means agents might ignore their own signals and follow the 'trend'…

Social and Information Networks · Computer Science 2024-02-08 Yuming Han

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

Optimization and Control · Mathematics 2026-05-12 Haosheng Zhou , Ruimeng Hu

This report addresses state inference for hidden Markov models. These models rely on unobserved states, which often have a meaningful interpretation. This makes it necessary to develop diagnostic tools for quantification of state…

Statistics Theory · Mathematics 2018-10-26 Jean-Baptiste Durand , Y. Guédon

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…

Artificial Intelligence · Computer Science 2023-05-01 Yushan Huang , Yuchen Zhao , Alexander Capstick , Francesca Palermo , Hamed Haddadi , Payam Barnaghi

Understanding the temporal dependence of precipitation is key to improving weather predictability and developing efficient stochastic rainfall models. We introduce an information-theoretic approach to quantify memory effects in discrete…

Data Analysis, Statistics and Probability · Physics 2026-03-16 Juan De Gregorio , David Sánchez , Raúl Toral

The rapid scaling of artificial intelligence models has revealed a fundamental tension between model capacity (storage) and inference efficiency (computation). While classical information theory focuses on transmission and storage limits,…

Information Theory · Computer Science 2026-01-01 Jianfeng Xu , Zeyan Li

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…

Artificial Intelligence · Computer Science 2023-04-20 Soichiro Nishimori , Sotetsu Koyamada , Shin Ishii

We study a dynamic model of information provision. A state of nature evolves according to a Markov chain. An informed advisor decides how much information to provide to an uninformed decision maker, so as to influence his short-term…

Probability · Mathematics 2014-07-23 Jerome Renault , Eilon Solan , Nicolas Vieille

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

We consider a dynamic Bayesian persuasion setting where a single long-lived sender persuades a stream of ``short-lived'' agents (receivers) by sharing information about a payoff-relevant state. The state transitions are Markovian and the…

Computer Science and Game Theory · Computer Science 2023-07-17 Krishnamurthy Iyer , Haifeng Xu , You Zu