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Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

A human-centered robot needs to reason about the cognitive limitation and potential irrationality of its human partner to achieve seamless interactions. This paper proposes an anytime game-theoretic planner that integrates iterative…

Robotics · Computer Science 2021-09-28 Ran Tian , Liting Sun , Masayoshi Tomizuka , David Isele

Two traditional paradigms are often used to describe the behavior of agents in multi-agent complex systems. In the first one, agents are considered to be fully rational and systems are seen as multi-player games. In the second one, agents…

Computer Science and Game Theory · Computer Science 2016-03-17 Mickael Randour

A broad current application of algorithms is in formal and quantitative measures of murky concepts -- like merit -- to make decisions. When people strategically respond to these sorts of evaluations in order to gain favorable decision…

Computers and Society · Computer Science 2023-10-06 Benjamin Laufer , Jon Kleinberg , Karen Levy , Helen Nissenbaum

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Machine Learning · Statistics 2015-02-10 Assaf Hallak , Dotan Di Castro , Shie Mannor

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

Optimization and Control · Mathematics 2025-09-09 Yuanhanqing Huang , Jianghai Hu

Clinical prediction models are statistical or machine learning models used to quantify the risk of a certain health outcome using patient data. These can then inform potential interventions on patients, causing an effect called performative…

Machine Learning · Computer Science 2024-06-06 Louis Chislett , Louis JM Aslett , Alisha R Davies , Catalina A Vallejos , James Liley

The actions of an autonomous vehicle on the road affect and are affected by those of other drivers, whether overtaking, negotiating a merge, or avoiding an accident. This mutual dependence, best captured by dynamic game theory, creates a…

Robotics · Computer Science 2018-10-16 Jaime F. Fisac , Eli Bronstein , Elis Stefansson , Dorsa Sadigh , S. Shankar Sastry , Anca D. Dragan

Physical systems can fail. For this reason the problem of identifying and reacting to faults has received a large attention in the control and computer science communities. In this paper we study the fault diagnosis problem for hybrid…

Formal Languages and Automata Theory · Computer Science 2011-06-08 Davide Bresolin , Marta Capiluppi

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…

Probability · Mathematics 2017-01-24 Rene Carmona , Francois Delarue , Daniel Lacker

Automated decision-making tools increasingly assess individuals to determine if they qualify for high-stakes opportunities. A recent line of research investigates how strategic agents may respond to such scoring tools to receive favorable…

Machine Learning · Computer Science 2021-10-28 Keegan Harris , Hoda Heidari , Zhiwei Steven Wu

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

The present communication addresses a set of observations, obeying both deterministic as well as statistical formal requirements, and serving to operate within the framework of the dynamical systems theory, with a certain emphasis placed on…

Physics and Society · Physics 2017-06-30 Adam Gadomski , Marcel Ausloos , Tahlia Casey

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

Optimization and Control · Mathematics 2020-08-10 Song-Kyoo Kim

All people have to make risky decisions in everyday life. And we do not know how true they are. But is it possible to mathematically assess the correctness of our choice? This article discusses the model of decision making under risk on the…

Risk Management · Quantitative Finance 2020-01-08 O. A. Malafeyev , A. N. Malova , A. E. Tsybaeva

Selection of input features such as relevant pieces of text has become a common technique of highlighting how complex neural predictors operate. The selection can be optimized post-hoc for trained models or incorporated directly into the…

Machine Learning · Computer Science 2019-10-29 Shiyu Chang , Yang Zhang , Mo Yu , Tommi S. Jaakkola

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…

Systems and Control · Computer Science 2015-02-24 Maria Svorenova , Jan Kretinsky , Martin Chmelik , Krishnendu Chatterjee , Ivana Cerna , Calin Belta