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We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…
This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…
We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…
This work provides test error bounds for iterative fixed point methods on linear predictors -- specifically, stochastic and batch mirror descent (MD), and stochastic temporal difference learning (TD) -- with two core contributions: (a) a…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…
A major limitation of existing routing algorithms for multi-agent systems is that they are designed without considering the potential presence of adversarial agents in the decision-making loop, which could lead to severe performance…
Enhancing the stability of machine learning algorithms under distributional shifts is at the heart of the Out-of-Distribution (OOD) Generalization problem. Derived from causal learning, recent works of invariant learning pursue strict…
We examine a controlled school choice model where students are categorized into different types, and the distribution of these types within a school influences its priority structure. This study provides a general framework that integrates…
The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…
Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…
We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…
Focusing on the bipartite Stable Marriage problem, we investigate different robustness measures related to stable matchings. We analyze the computational complexity of computing them and analyze their behavior in extensive experiments on…
The Stable Roommates problems are characterized by the preferences of agents over other agents as roommates. A solution is a partition of the agents into pairs that are acceptable to each other (i.e., they are in the preference lists of…
We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…
We consider a two-sided matching problem in which the agents on one side have dichotomous preferences and the other side representing institutions has strict preferences (priorities). It captures several important applications in matching…