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Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…
Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…
Applying robust optimization often requires selecting an appropriate uncertainty set both in shape and size, a choice that directly affects the trade-off between average-case and worst-case performances. In practice, this calibration is…
This paper considers the problem of solving infinite two-player games over finite graphs under various classes of progress assumptions motivated by applications in cyber-physical system (CPS) design. Formally, we consider a game graph G, a…
We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…
The goal of the thesis is to leverage fast graph algorithms and modern algorithmic techniques for problems in model checking and synthesis on graphs, MDPs, and game graphs. The results include symbolic algorithms, a well-known class of…
Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…
We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…
The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…
Decentralized team problems where players have asymmetric information about the state of the underlying stochastic system have been actively studied, but \emph{games} between such teams are less understood. We consider a general model of…
Bandits with Knapsacks (BwK), the generalization of the Bandits problem under global budget constraints, has received a lot of attention in recent years. Previous work has focused on one of the two extremes: Stochastic BwK where the rewards…
Tri-level defender-attacker game models are a well-studied method for determining how best to protect a system (e.g., a transportation network) from attacks. Existing models assume that defender and attacker actions have a perfect effect,…
We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…
This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model the reasoning process in the interactions between boundedly rational, self-interested agents with unknown, complex, and costly-to-evaluate payoff…
Challenge the Champ is a simple tournament format, where an ordering of the players -- called a seeding -- is decided. The first player in this order is the initial champ, and faces the next player. The outcome of each match decides the…
We propose a bivariate quantile regression method for the bivariate varying coefficient model through a directional approach. The varying coefficients are approximated by the B-spline basis and an $L_{2}$ type penalty is imposed to achieve…
Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…
We consider a class of stochastic interdiction games between an upper-level decision-maker (the leader) and a lower-level decision-maker (the follower), where uncertainty lies in the follower's objective function coefficients. Specifically,…