相关论文: Analyzing dynamic decision-making models using Cha…

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…

Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

In this paper we generalized static team theory to dynamic team theory, in the context of stochastic differential decision system with decentralized noiseless feedback information structures. We apply Girsanov's theorem to transformed the…

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

Time-varying covariates are often available in survival studies and estimation of the hazard function needs to be updated as new information becomes available. In this paper, we investigate several different easy-to-implement ways that…

Extended systems governed by partial differential equations can, under suitable conditions, be approximated by means of sets of ordinary differential equations for global quantities capturing the essential features of the systems dynamics.…

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

We study the evolution of behavioral rules in environments with multiple contexts. Agents copy rules used by better-performing peers in the same context and apply them across contexts. Multiple contexts turn discrete-time imitation dynamics…

Molecular search phenomena are observed in a variety of chemical and biological systems. During the search the participating particles frequently move in complex inhomogeneous environments with random transitions between different dynamic…

Both stochastic and PDE modeling approaches have been used and compared in various context in biology. Typically, stochastic models are easier to parameterize, can be used to integrate underlying biological phenomena, but hard to analyze…

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…