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Balder's well-known existence theorem (1983) for infinite-horizon optimal control problems is extended to the case when the integral functional is understood as an improper integral. Simultaneously, the condition of strong uniform…

Optimization and Control · Mathematics 2017-05-03 K. O. Besov

This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…

Machine Learning · Computer Science 2025-09-17 Pekka Malo , Lauri Viitasaari , Antti Suominen , Eeva Vilkkumaa , Olli Tahvonen

We consider a single-period portfolio selection problem for an investor, maximizing the expected ratio of the portfolio utility and the utility of a best asset taken in hindsight. The decision rules are based on the history of stock returns…

Portfolio Management · Quantitative Finance 2020-06-11 Dmitry B. Rokhlin

We propose a model-based procedure for automatically preventing security threats using formal models. We encode system models and potential threats as satisfiability modulo theory (SMT) formulas. This model allows us to ask security…

Cryptography and Security · Computer Science 2022-10-10 Thorsten Tarrach , Masoud Ebrahimi , Sandra König , Christoph Schmittner , Roderick Bloem , Dejan Nickovic

This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…

Systems and Control · Electrical Eng. & Systems 2019-09-12 Cesar Santoyo , Maxence Dutreix , Samuel Coogan

In this paper, we consider the problem of verifying safety constraint satisfaction for single-input single-output systems with uncertain transfer function coefficients. We propose a new type of barrier function based on a vector norm. This…

Optimization and Control · Mathematics 2020-08-04 Binghan He , Gray C. Thomas , Luis Sentis

A data word is a sequence of pairs of a letter from a finite alphabet and an element from an infinite set, where the latter can only be compared for equality. Safety one-way alternating automata with one register on infinite data words are…

Logic in Computer Science · Computer Science 2010-04-12 Ranko Lazic

We investigate the amount of noise required to turn a universal quantum gate set into one that can be efficiently modelled classically. This question is useful for providing upper bounds on fault tolerant thresholds, and for understanding…

Quantum Physics · Physics 2007-05-23 S. Virmani , Susana F. Huelga , Martin B. Plenio

Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Bai Xue , Luke Ong , Dominik Wagner , Peixin Wang

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

We consider the classical last-success problem for sequential Bernoulli trials in the homogeneous setting where $X_1,\ldots,X_n$ are i.i.d. $\mathrm{Bernoulli}(p)$ but the success probability $p\in(0,1)$ is unknown to the decision maker.…

Probability · Mathematics 2026-04-09 Davy Paindaveine

We study the Safe Reinforcement Learning (SRL) problem using the Constrained Markov Decision Process (CMDP) formulation in which an agent aims to maximize the expected total reward subject to a safety constraint on the expected total value…

Machine Learning · Computer Science 2020-10-27 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Reinforcement Learning (RL) has achieved remarkable success in safety-critical areas, but it can be weakened by adversarial attacks. Recent studies have introduced "smoothed policies" in order to enhance its robustness. Yet, it is still…

Machine Learning · Computer Science 2023-12-13 Ronghui Mu , Leandro Soriano Marcolino , Tianle Zhang , Yanghao Zhang , Xiaowei Huang , Wenjie Ruan

We derive a universal performance limit for coherent quantum control in the presence of modeled and unmodeled uncertainties. For any target unitary $W$ that is implementable in the absence of error, we prove that the worst-case (and hence…

Quantum Physics · Physics 2025-07-14 Robert L. Kosut , Daniel A. Lidar , Herschel Rabitz

Safe reinforcement learning (RL) is a popular and versatile paradigm to learn reward-maximizing policies with safety guarantees. Previous works tend to express the safety constraints in an expectation form due to the ease of implementation,…

Machine Learning · Computer Science 2024-12-18 Chenglin Li , Guangchun Ruan , Hua Geng

We consider the problem of designing finite-horizon safe controllers for a dynamical system for which no explicit analytical model exists and limited data only along a single trajectory of the system are available. Given samples of the…

Optimization and Control · Mathematics 2018-01-15 Mohamadreza Ahmadi , Arie Israel , Ufuk Topcu

In this paper, the problem of safe global maximization (it should not be confused with robust optimization) of expensive noisy black-box functions satisfying the Lipschitz condition is considered. The notion "safe" means that the objective…

Optimization and Control · Mathematics 2020-08-18 Yaroslav D. Sergeyev , Antonio Candelieri , Dmitri E. Kvasov , Riccardo Perego

This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix…

Machine Learning · Computer Science 2024-10-02 The Tien Mai

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

Large language models (LLMs) are increasingly deployed in agentic systems, where a fundamental task is mapping user intents to relevant external tools. Errors in tool selection can have severe outcomes, such as unauthorized data access,…

Cryptography and Security · Computer Science 2026-05-14 Jehyeok Yeon , Isha Chaudhary , Gagandeep Singh