Related papers: Risk-Averse Antibiotics Time Machine Problem
Assistive multi-armed bandit problems can be used to model team situations between a human and an autonomous system like a domestic service robot. To account for human biases such as the risk-aversion described in the Cumulative Prospect…
Background: Microbiota have evolved to acclimate themselves to many environments. Humanity is become ever increasingly medicated and many of those medications are antibiotics. Sadly, Microbiota are adapting to medication and with each…
Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…
Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…
We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…
The intestinal microbiota plays important roles in digestion and resistance against entero-pathogens. As with other ecosystems, its species composition is resilient against small disturbances but strong perturbations such as antibiotics can…
Bellman formulated a vague principle for optimization over time, which characterizes optimal policies by stating that a decision maker should not regret previous decisions retrospectively. This paper addresses time consistency in stochastic…
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…
Skin and soft tissue infections (SSTIs) are among the most frequently observed diseases in ambulatory and hospital settings. Resistance of diverse bacterial pathogens to antibiotics is a significant cause of severe SSTIs, and treatment…
Background: Antimicrobial resistance (AMR) is a major global public health problem, contributing to an estimated 4.95 million deaths in 2019 and projected to cause up to 10 million deaths annually and 100 trillion dollars in cumulative…
The large reservoir of antibiotic resistant bacteria in raw and treated water supplies is a matter of public health concern. Currently, the National Antimicrobial Resistance Monitoring Systems, a collaborative effort of the Centers for…
Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such problems under time-independence assumptions. We show how to…
We propose an adversarial, time-varying test-synthesis procedure for safety-critical systems without requiring specific knowledge of the underlying controller steering the system. From a broader test and evaluation context, determination of…
This paper proposes risk-averse and risk-agnostic formulations to robust design in which solutions that satisfy the system requirements for a set of scenarios are pursued. These scenarios, which correspond to realizations of uncertain…
Recent advancements in machine learning have improved performance while also increasing computational demands. While federated and distributed setups address these issues, their structures remain vulnerable to malicious influences. In this…
In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…
In this paper we present an algorithm to compute risk averse policies in Markov Decision Processes (MDP) when the total cost criterion is used together with the average value at risk (AVaR) metric. Risk averse policies are needed when large…
We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…
Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…