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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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.,…
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…
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…
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…
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…
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…
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…
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…