Robust Markov decision processes optimize one policy against a set of plausible transition functions. This can be conservative when the unknown dynamics are fixed and become partially identifiable after deployment.
arXiv:2606. 08791v1 Announce Type: cross Abstract: We study the problem of auditing a black-box algorithmic decision-maker from observable inputs and outputs alone.
By Irene Aldridge
arXiv:2601. 23229v2 Announce Type: replace Abstract: Markov decision processes (MDPs) are a fundamental model in sequential decision making.
By Ali Asadi, Krishnendu Chatterjee, Ehsan Goharshady, Mehrdad Karrabi, Alipasha Montaseri, Carlo Pagano
arXiv:2512. 09850v2 Announce Type: replace Abstract: We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty.
By Simone Cuonzo, Nina Deliu
arXiv:2606. 27448v1 Announce Type: new Abstract: This paper studies the problem of regret minimization in Markovian bandits with \emph{non-observable states} and possibly \emph{constrained} decision epochs.
By Thomas Hira, Victor Boone, Urtzi Ayesta, Ina Maria Verloop
arXiv:2608. 02509v1 Announce Type: cross Abstract: Sequential decision-making in real-world applications often involves uncertainty about the environment's model.
By Sterre Lutz, Dani\"el Vos, Matthijs T. J. Spaan, Anna Lukina