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Modern machine learning models are typically trained via multi-pass stochastic gradient descent (SGD) with small batch sizes, and understanding their dynamics in high dimensions is of great interest. However, an analytical framework for…

Machine Learning · Statistics 2026-02-17 Sota Nishiyama , Masaaki Imaizumi

In dense traffic scenarios, ensuring safety while keeping high task performance for autonomous driving is a critical challenge. To address this problem, this paper proposes a computationally-efficient spatiotemporal receding horizon control…

Robotics · Computer Science 2024-05-28 Lei Zheng , Rui Yang , Zengqi Peng , Michael Yu Wang , Jun Ma

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Deep reinforcement learning has demonstrated remarkable achievements across diverse domains such as video games, robotic control, autonomous driving, and drug discovery. Common methodologies in partially-observable domains largely lean on…

Machine Learning · Computer Science 2024-02-15 Michael Lanier , Ying Xu , Nathan Jacobs , Chongjie Zhang , Yevgeniy Vorobeychik

Consider a robot operating in an uncertain environment with stochastic, dynamic obstacles. Despite the clear benefits for trajectory optimization, it is often hard to keep track of each obstacle at every time step due to sensing and…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Michael Hibbard , Abraham P. Vinod , Jesse Quattrociocchi , Ufuk Topcu

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

As reinforcement learning (RL) deployments expand into safety-critical domains, existing evaluation methods fail to systematically identify hazards arising from the black-box nature of neural network enabled policies and distributional…

High-level penetration of intermittent renewable energy sources (RESs) has introduced significant uncertainties into modern power systems. In order to rapidly and economically respond to the fluctuations of power system operating state,…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Pengfei Wu , Chen Chen , Dexiang Lai , Jian Zhong

Ensuring safety is a foundational requirement for large language models (LLMs). Achieving an appropriate balance between enhancing the utility of model outputs and mitigating their potential for harm is a complex and persistent challenge.…

Machine Learning · Computer Science 2025-10-07 Kartik Pandit , Sourav Ganguly , Arnesh Banerjee , Shaahin Angizi , Arnob Ghosh

Ensuring safety is important for the practical deployment of reinforcement learning (RL). Various challenges must be addressed, such as handling stochasticity in the environments, providing rigorous guarantees of persistent state-wise…

Machine Learning · Computer Science 2023-09-26 Milan Ganai , Zheng Gong , Chenning Yu , Sylvia Herbert , Sicun Gao

This is a brief technical note to clarify some of the issues with applying the application of the algorithm posterior sampling for reinforcement learning (PSRL) in environments without fixed episodes. In particular, this paper aims to: -…

Machine Learning · Statistics 2016-08-10 Ian Osband , Benjamin Van Roy

Long-horizon decision problems with cumulative damage couple locally attractive actions to globally adverse outcomes. We identify two orthogonal failure modes for policy-gradient methods on this class and propose a decomposition that…

Artificial Intelligence · Computer Science 2026-05-27 Wolfgang Maass , Sabine Janzen

In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…

Optimization and Control · Mathematics 2026-03-19 Tommaso Giovannelli , Jingfu Tan , Luis Nunes Vicente

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

In control theory, to solve a finite-horizon sequential decision problem (SDP) commonly means to find a list of decision rules that result in an optimal expected total reward (or cost) when taking a given number of decision steps. SDPs are…

Logic in Computer Science · Computer Science 2023-06-22 Nuria Brede , Nicola Botta