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Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

Robotics · Computer Science 2019-04-09 Sung-Kyun Kim , Rohan Thakker , Ali-akbar Agha-mohammadi

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

We propose a computationally efficient algorithm that achieves anytime regret of order $\mathcal{O}(\sqrt{t})$, with explicit dependence on the system dimensions and on the solution of the Discrete Algebraic Riccati Equation (DARE). Our…

Machine Learning · Statistics 2026-01-06 Jafar Abbaszadeh Chekan , Cedric Langbort

We propose a new learning framework that captures the tiered structure of many real-world user-interaction applications, where the users can be divided into two groups based on their different tolerance on exploration risks and should be…

Machine Learning · Computer Science 2023-02-28 Jiawei Huang , Li Zhao , Tao Qin , Wei Chen , Nan Jiang , Tie-Yan Liu

Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…

Machine Learning · Statistics 2026-02-02 Wenbin Zhou , Shixiang Zhu

Current AI safety relies on behavioral monitoring and post-training alignment, yet empirical measurement shows these approaches produce no detectable pre-commitment signal in a majority of instruction-tuned models tested. We present an…

Artificial Intelligence · Computer Science 2026-04-07 Gregory M. Ruddell

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

In this paper, we consider a finite-horizon Markov decision process (MDP) for which the objective at each stage is to minimize a quantile-based risk measure (QBRM) of the sequence of future costs; we call the overall objective a dynamic…

Optimization and Control · Mathematics 2017-05-10 Daniel R. Jiang , Warren B. Powell

Strategic mine production scheduling under geological uncertainty is conventionally formulated as a stochastic optimization problem in which a fixed extraction sequence and routing decisions are computed ex ante. This plan-driven paradigm…

Artificial Intelligence · Computer Science 2026-05-14 Hamza Khalifi , Jef Caers , Yassine Taha , Mostafa Benzaazoua , Abdellatif Elghali

This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes is established by…

Mathematical Finance · Quantitative Finance 2020-06-16 Jie Sun , Xinmin Yang , Qiang Yao , Min Zhang

This paper considers the discrete-time, stochastic LQR problem with $p$ steps of disturbance preview information where $p$ is finite. We first derive the solution for this problem on a finite horizon with linear, time-varying dynamics and…

Optimization and Control · Mathematics 2026-02-09 Jietian Liu , Laurent Lessard , Peter Seiler

In this paper, we present a quasi infinite horizon nonlinear model predictive control (MPC) scheme for tracking of generic reference trajectories. This scheme is applicable to nonlinear systems, which are locally incrementally stabilizable.…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

A frustratingly easy technique known as the prefilling attack has been shown to effectively circumvent the safety alignment of frontier LLMs by simply prefilling the assistant response with an affirmative prefix before decoding. In…

Cryptography and Security · Computer Science 2025-12-08 Jason Vega , Gagandeep Singh

Production deployment of AI coding agents requires fast, reproducible evaluation signals. Existing industrial practices trade off speed and fidelity: online A/B testing takes weeks and risks user experience, shadow deployment yields signals…

Software Engineering · Computer Science 2026-05-12 Smriti Jha , Matteo Paltenghi , Chandra Maddila , Vijayaraghavan Murali , Shubham Ugare , Satish Chandra

We develop and justify methodology to consistently test for long-horizon return predictability based on realized variance. To accomplish this, we propose a parametric transaction-level model for the continuous-time log price process based…

Econometrics · Economics 2022-02-03 Meng-Chen Hsieh , Clifford Hurvich , Philippe Soulier

We study soft budget constraints in multi-tier public finance when an upper-tier government uses two instruments: an ex-ante grant schedule and an ex-post rescue. Under convex rescue costs and standard primitives, the three-stage…

Theoretical Economics · Economics 2025-08-19 Xinli Guo

Induction benefits from useful priors. Penalized regression approaches, like ridge regression, shrink weights toward zero but zero association is usually not a sensible prior. Inspired by simple and robust decision heuristics humans use, we…

Machine Learning · Computer Science 2021-10-26 Sebastian Bobadilla-Suarez , Matt Jones , Bradley C. Love

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

In this paper we address the challenge of designing optimal domestic renewable energy systems under multiple sources of uncertainty appearing at different time scales. Long-term uncertainties, such as investment and maintenance costs of…

Optimization and Control · Mathematics 2026-03-17 Giovanni Micheli , Laureano F. Escudero , Francesca Maggioni , Guzin Bayraksan
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