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We introduce a novel framework for computing optimal randomized security policies in networked domains which extends previous approaches in several ways. First, we extend previous linear programming techniques for Stackelberg security games…

Computer Science and Game Theory · Computer Science 2012-10-19 Joshua Letchford , Yevgeniy Vorobeychik

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

As penetration testing frameworks have evolved and have become more complex, the problem of controlling automatically the pentesting tool has become an important question. This can be naturally addressed as an attack planning problem.…

Cryptography and Security · Computer Science 2017-07-10 Carlos Sarraute , Gerardo Richarte , Jorge Lucangeli Obes

This paper presents a scheme for dual robust control of batch processes under parametric uncertainty. The dual-control paradigm arises in the context of adaptive control. A trade-off should be decided between the control actions that…

Systems and Control · Electrical Eng. & Systems 2019-06-21 Radoslav Paulen , Miroslav Fikar

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

In the rapidly changing environments of disaster response, planning and decision-making for autonomous agents involve complex and interdependent choices. Although recent advancements have improved traditional artificial intelligence (AI)…

Artificial Intelligence · Computer Science 2026-02-24 Savvas Papaioannou , Panayiotis Kolios , Christos G. Panayiotou , Marios M. Polycarpou

Operating unmanned aerial vehicles (UAVs) in complex environments that feature dynamic obstacles and external disturbances poses significant challenges, primarily due to the inherent uncertainty in such scenarios. Additionally, inaccurate…

Robotics · Computer Science 2023-09-29 Tianyu Liu , Fu Zhang , Fei Gao , Jia Pan

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Digital Twins (DTs) are increasingly used as autonomous decision-makers in complex socio-technical systems. However, their mathematically optimal decisions often diverge from human expectations, revealing a persistent mismatch between…

Machine Learning · Computer Science 2025-12-10 Daniele Masti , Francesco Basciani , Arianna Fedeli , Girgio Gnecco , Francesco Smarra

This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jacob W. Knaup , Panagiotis Tsiotras

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

I describe a planning methodology for domains with uncertainty in the form of external events that are not completely predictable. The events are represented by enabling conditions and probabilities of occurrence. The planner is…

Artificial Intelligence · Computer Science 2013-02-28 Jim S. Blythe

This paper considers a distributed decision-making approach for manufacturing task assignment and condition-based machine health maintenance. Our approach considers information sharing between the task assignment and health management…

Artificial Intelligence · Computer Science 2025-10-22 Ali Nasir , Samir Mekid , Zaid Sawlan , Omar Alsawafy

We introduce an adaptive refinement procedure for smart, and scalable abstraction of dynamical systems. Our technique relies on partitioning the state space depending on the observation of future outputs. However, this knowledge is…

Machine Learning · Computer Science 2023-10-31 Adrien Banse , Licio Romao , Alessandro Abate , Raphaël M. Jungers

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are…

Methodology · Statistics 2026-05-05 Yu Zheng , Malay Ghosh , Leo Duan

The symmetry of dynamical systems can be exploited for state-transition prediction and to facilitate control policy optimization. This paper leverages system symmetry to develop sample-efficient offline reinforcement learning (RL)…

Machine Learning · Computer Science 2026-05-06 Yifei Li , Erik-Jan van Kampen

In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling…

Econometrics · Economics 2018-12-04 Niko Hauzenberger , Florian Huber

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie