arXiv AI

Certified-Gap Dual-Price Policies for Real-Time Truckload Bid Acceptance with Relocating, Clock-Constrained Resources

arXiv:2607. 16891v1 Announce Type: cross Abstract: A truckload carrier must accept or reject each load tender within seconds.

arXiv Machine Learning
5d ago

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi
arXiv AI
Jul 1

Qualified Educational Capacity Planning under Heterogeneous Student Support Needs: A Synthetic Benchmark and Decision-Support Framework

arXiv:2606. 30650v1 Announce Type: cross Abstract: Educational support services often face a qualified-capacity problem: staff time is scarce, qualifications decay, new support needs can appear before anyone is prepared for them, and training consumes the same hours needed by current students.

By Carlos Eduardo Sanoja, Oscar Enrique Moreno Mayz
arXiv Machine Learning
Jul 30

Early Verdicts, Better Budgets: Sequential Adaptive Rollout Allocation for Compute-Efficient RLVR

arXiv:2607. 26253v1 Announce Type: new Abstract: Reinforcement learning with verifiable rewards (RLVR) is bottlenecked by rollout generation, yet many sampled prompts produce saturated groups (all responses correct or all incorrect) whose zero reward variance yields no policy-gradient signal.

By Pixel Nomand, Elena Voss, Marcus Hale, Sofia Reyes
arXiv Machine Learning
Sep 11

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret without a Variance Bound

The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.

By Hangyi Zhao