arXiv:2607. 19914v1 Announce Type: new Abstract: We study finite-horizon MDP planning under \emph{root-based} (resolute) risk objectives that apply a rank-dependent functional to the distribution of total returns.
By Irmaan (Mohammad), Mirzanejad, Nadjet Bourdache, Abdel-Illah Mouaddib
arXiv:2607. 16194v1 Announce Type: new Abstract: In modern financial markets, decision-makers increasingly rely on quantitative methods to navigate complex trade-offs among multiple, often conflicting objectives.
By Zhiyuan Wang, Qinxu Ding, Ding Ding, Siying Zhu, Jing Ren, Yue Wang, Chong Hui Tan
arXiv:2606. 06555v1 Announce Type: cross Abstract: Noisy evolution strategies under fixed evaluation budgets face a depth-fidelity trade-off: spending evaluations to denoise intra-generation rankings reduces the number of distribution updates the optimizer can execute.
By Sichen Wang, Zhipeng Lu
arXiv:2606. 14690v1 Announce Type: new Abstract: We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled.
By Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub
arXiv:2603. 05774v2 Announce Type: replace Abstract: This paper addresses the distributed stochastic minimax optimization problem subject to stochastic constraints.
By Zhankun Luo, Antesh Upadhyay, Sang Bin Moon, Abolfazl Hashemi
arXiv:2607. 11146v1 Announce Type: new Abstract: We study the coupled objective J_K^WOR = E_{S ~ PL-WOR_K}[max_{i in S} R_i]: the expected maximum reward of a size-K Plackett-Luce draw without replacement, the law of Gumbel-Top-K / Stochastic Beam Search decoding.
By Melveena Jolly, Midhun Xavier