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This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

Dynamic decision-making under model uncertainty is central to many economic environments, yet existing bandit and reinforcement learning algorithms rely on the assumption of correct model specification. This paper studies the behavior and…

Theoretical Economics · Economics 2026-02-20 Xinyu Dai , Daniel Chen , Yian Qian

Learning diverse and high-fidelity traffic simulations from human driving demonstrations is crucial for autonomous driving evaluation. The recent next-token prediction (NTP) paradigm, widely adopted in large language models (LLMs), has been…

Robotics · Computer Science 2026-03-30 Ziyan Wang , Peng Chen , Ding Li , Chiwei Li , Qichao Zhang , Zhongpu Xia , Guizhen Yu

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

Machine Learning · Computer Science 2024-08-29 Woojin Jeong , Seungki Min

We introduce Stacked Thompson Bandits (STB) for efficiently generating plans that are likely to satisfy a given bounded temporal logic requirement. STB uses a simulation for evaluation of plans, and takes a Bayesian approach to using the…

Software Engineering · Computer Science 2017-03-01 Lenz Belzner , Thomas Gabor

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We propose Stable Yet Memory Bounded Open-Loop (SYMBOL) planning, a general memory bounded approach to partially observable open-loop planning. SYMBOL maintains an adaptive stack of Thompson Sampling bandits, whose size is bounded by the…

Artificial Intelligence · Computer Science 2023-12-29 Thomy Phan , Thomas Gabor , Robert Müller , Christoph Roch , Claudia Linnhoff-Popien

The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Guangyi Chen , Zhenhao Chen , Shunxing Fan , Kun Zhang

In this paper we consider an online recommendation setting, where a platform recommends a sequence of items to its users at every time period. The users respond by selecting one of the items recommended or abandon the platform due to…

Machine Learning · Computer Science 2019-04-16 Yunjuan Wang , Theja Tulabandhula

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

A task decomposition method for iterative learning model predictive control is presented. We consider a constrained nonlinear dynamical system and assume the availability of state-input pair datasets which solve a task T1. Our objective is…

Systems and Control · Electrical Eng. & Systems 2020-03-13 Charlott Vallon , Francesco Borrelli

Thompson sampling is a widely used strategy for contextual bandits: at each round, it samples a reward function from a Bayesian posterior and acts greedily under that sample. Prior-data fitted networks (PFNs), such as TabPFN v2+ and TabICL…

Machine Learning · Statistics 2026-05-12 Yan Shuo Tan , Kenyon Ng , Ruizhe Deng , Sumetha Loganathan , Qiong Zhang , Bibhas Chakraborty

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Kerz , Tim Brüdigam , Dirk Wollherr , Marion Leibold

We develop a control algorithm that ensures the safety, in terms of confinement in a set, of a system with unknown, 2nd-order nonlinear dynamics. The algorithm establishes novel connections between data-driven and robust, nonlinear control.…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Christos K. Verginis , Franck Djeumou , Ufuk Topcu

Classification is an important task in many fields including biomedical research and machine learning. Traditionally, a classification rule is constructed based a bunch of labeled data. Recently, due to technological innovation and…

Methodology · Statistics 2014-06-19 Jing Wang , Eunsik Park , Yuan-chin Ivan Chang

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

Uncertainty Sampling is an Active Learning strategy that aims to improve the data efficiency of machine learning models by iteratively acquiring labels of data points with the highest uncertainty. While it has proven effective for…

Machine Learning · Computer Science 2025-02-28 Dominik Fuchsgruber , Tom Wollschläger , Bertrand Charpentier , Antonio Oroz , Stephan Günnemann

To follow the dynamicity of the user's content, researchers have recently started to model interactions between users and the Context-Aware Recommender Systems (CARS) as a bandit problem where the system needs to deal with exploration and…

Information Retrieval · Computer Science 2014-10-01 Djallel Bouneffouf