arXiv AI By Osvaldo Simeone

Decision Making Needs Uncertainty Quantification [Lecture Notes]

Read the original on arXiv AI →

arXiv:2607. 14407v1 Announce Type: cross Abstract: Many signal processing systems ultimately exist to {act}.

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arXiv AI
Aug 19

Quantifying Risk Under Evolving Uncertainty: Belief-Dependent Robustness for Safe Sequential Decision Making

The paper introduces RATTL (Risk-Adversarial Total-Reward Learning), a framework that adjusts an agent’s caution based on epistemic uncertainty by using a Bayesian posterior over dynamics and a Wasserstein ambiguity set whose radius depends on that posterior. As evidence accumulates, the radius shrinks, smoothly transitioning the agent’s behavior from worst-case robustness to risk-neutral reward maximization. The authors prove a Safety Sandwich theorem showing RATTL’s value lies between the uninformed robust value and the full-knowledge optimum, and demonstrate the method on a binary-hazard example where the criterion reduces to Conditional Value-at-Risk.

By Deep Kumar Ganguly, Jan Kretinsky
arXiv AI
Aug 12

Infra-Bayesian Reinforcement Learning Agents Outperform Classical RL For Worst-Case Robustness

arXiv:2605. 23146v3 Announce Type: replace-cross Abstract: Classical reinforcement learning assumes the agent interacts with a fixed environment whose behavior does not depend on the agent's policy.

By Manish Aryal, Faiyaz Azam, Agnivo Banerjee, Syed Mahir Ahamed, Sai Sidhanth Manoharan Jayanthi, Allegra Laro, Cl\'ement Legentilhomme, Andrew Lin, Florian Lorkowski, Marina P\'erez del Valle, Radman Rakhshandehroo, Patric Rommel, Emanuel Ruzak, Nathan Theng, Paul Yushin Rapoport