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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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168335503670 · Jun 202019922001200920172026
48 results for dynamic decision making

Dynamic probabilistic forecasts guide optimal decisions in uncertain processes.

problem Optimal decision making in processes influenced by uncertain random factors.
method Stochastic models for probabilistic forecast evolution, calibrated from ensemble forecasts.
result Optimal decision strategies determined using dynamic probabilistic forecasts.

Develops methods for finding counterfactual explanations in sequential decision making.

problem Finding counterfactual explanations for sequential decision making processes.
method Formal characterization of sequential actions and states using Markov decision processes and Gumbel-Max structural causal model. Introduces a polynomial time algorithm based on dynamic programming.
result Algorithm finds optimal counterfactual explanations for sequential decision making.

New algorithm improves knowledge transfer in dynamic decision-making.

problem Utilizing data from existing ventures to improve decision-making in new ventures.
method Proposes Transferred Fitted QQ-Iteration algorithm for estimating optimal action-state function QQ^*.
result Significantly improved final learning error of QQ^* function.

Batch Thompson Sampling reduces exploration-exploitation trade-off in online decision making.

problem Balancing exploration and exploitation in online decision making.
method Introducing a batch Thompson Sampling framework for stochastic multi-arm bandit and linear contextual bandit problems.
result Achieves asymptotic regret bound with O(logT)O(\log T) batch queries, significantly reducing interactions.

Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.

problem Dynamic causal decision-making in a system where rewards depend on past interventions.
method Introduces a new MAB problem (Chronological Causal Bandit) where rewards are influenced by a dynamic causal model.
result Early findings show the CCB can transfer information between sequential MABs.

New bounds show complexity of adversarial decision making.

problem Understanding sample efficiency in adversarial decision making.
method New upper and lower bounds on Decision-Estimation Coefficient.
result Decision-Estimation Coefficient is necessary and sufficient for low regret in adversarial decision making.

The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.

problem Sequential decision making in high-frequency markets under evolving uncertainty.
method Analyzes two dimensions of robustness: uncertainty tolerance and action robustness, using simulations and empirical evidence.
result Action robustness has a larger impact on profitability than uncertainty tolerance, and excessive robustness can reduce profitability in illiquid markets.

We describe theoretical bounds and a practical algorithm for teaching a model by demonstration in a sequential decision making environment. Unlike previous efforts that have optimized learners that watch a teacher demonstrate a static policy, we focus on the teacher as a decision maker who can dynamically choose differ…

2012-10-16abs ↗pdf ↗

A new MDP with Bandits approach for sequential decision making in linear-flow scenarios.

problem Sequential decision making with limited feedback in a linear-flow context.
method Formulated as an MDP with Bandits, using Thompson sampling for action selection and exact dynamic programming for allocation.
result The proposed MDP with Bandits algorithm outperforms other methods in sequential decision making.

Framework infers Langevin dynamics from stochastic observations of latent systems.

problem Inferring non-stationary Langevin dynamics from indirect stochastic observations.
method Non-parametric framework explicitly modeling stochastic observation process and non-stationary latent dynamics.
result Correct inference of non-stationary dynamics requires accounting for non-equilibrium states and observation duration.

Framework for deferring decisions to experts in sequential medical settings.

problem Myopic and non-adaptive decision-making by ML models in sequential medical contexts.
method Sequential Learning-to-Defer (SLTD) framework using model-based reinforcement learning.
result Adaptive deferral policy improves trade-off between long-term outcomes and deferral frequency.

It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as Markov decision processes (MDPs). First, we prop…

2019-01-24abs ↗pdf ↗

Study on information evolution in interactive decision making using multi-armed bandits.

problem Understanding information dynamics in interactive decision making.
method Stochastic multi-armed bandit problem, focusing on optimal arm with a fixed margin.
result Distinct growth phases in mutual information, showing decoupling between success probability and information gain.

IDS algorithm optimizes sequential decisions in various monitoring settings.

problem Optimizing sequential decisions in complex monitoring scenarios.
method Information-directed sampling (IDS) algorithm for linear partial monitoring.
result IDS achieves nearly worst-case rate optimality in finite-action games.

Bayesian method estimates dynamics from near-optimal trajectories.

problem Estimating dynamics from near-optimal expert trajectories in reinforcement learning.
method Constraint-based Bayesian approach integrating expert near-optimality.
result Significant improvements in decision-making and transfer success.

This paper analyzes the multi-armed bandit model using path-integral methods.

problem Understanding the stochastic dynamics and optimal strategies in multi-armed bandit problems.
method Path-integral analysis of statistical physics.
result Emergence of multimodal regret distribution with large regrets from exploitation of sub-optimal arms.

Enhanced decision-making through Dreamer's anticipatory trajectories and Online Decision Transformer.

problem Efficiently integrating world models with decision transformers.
method Combining Dreamer's trajectory forecasting with Online Decision Transformer's adaptive learning.
result Notable improvements in sample efficiency and reward maximization.

A new classifier improves one-class predictions on unevenly sampled data.

problem Non-uniformly sampled data affects one-class classifier performance.
method Dynamic decision boundary based on minimum spanning tree.
result Proves effectiveness and robustness compared to state-of-the-art classifiers.

New methods improve robust decision-making under uncertainty in off-policy evaluation.

problem Statistical uncertainty and causal considerations in off-policy evaluation.
method Marginal Ratio (MR) estimator, Conformal Off-Policy Prediction (COPP), causal bounds.
result Improved robustness and uncertainty quantification in off-policy decision-making.

Dynamic treatment regimes are of growing interest across the clinical sciences as these regimes provide one way to operationalize and thus inform sequential personalized clinical decision making. A dynamic treatment regime is a sequence of decision rules, with a decision rule per stage of clinical intervention; each de…

2010-06-30abs ↗pdf ↗

Proposes efficient algorithm for system-level I&M decisions under uncertainty.

problem Optimal management strategies for deteriorating civil engineering systems.
method Factored partially observable Markov decision process with Bayesian networks and DDMAC reinforcement learning.
result DDMAC policies offer substantial benefits over heuristic approaches in system-level cost optimization.

FinHEAR combines LLMs with human expertise for better financial decision-making.

problem Challenges in financial decision-making for language models.
method Multi-agent framework with specialized LLMs for historical analysis, event interpretation, and expert retrieval.
result FinHEAR outperforms baselines in financial tasks with higher accuracy and risk-adjusted returns.

New framework optimizes forecasting and decision-making in dynamic systems.

problem Optimizing forecasting and decision-making processes in dynamic systems.
method Closed-loop framework using bilevel optimization.
result The proposed methodology yields consistently better performance than the standard open-loop approach.

The paper addresses private and Byzantine-proof cooperative decision-making in multi-agent systems.

problem Designing algorithms for multi-agent decision-making that are private and resilient to faulty agents.
method Upper-confidence bound algorithms for stochastic bandit problems under privacy and Byzantine conditions.
result Optimal regret achieved in both private and Byzantine-tolerant settings.

Algorithm reduces decision-making errors in multi-agent bandit problems.

problem Minimizing decision errors in multi-agent multi-armed bandit problems.
method RBO-Coop-UCB algorithm with Bayesian change point detection.
result Expected group regret is upper bounded by O(KNMlogT+KMTlogT)\mathcal{O}(KNM\log T + K\sqrt{MT\log T}).

This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based simulations and for gaining direct insight into observed dynamic processes. We use an e…

2016-03-26abs ↗pdf ↗

New algorithm optimizes online decision-making with dynamically generated actions.

problem Balancing action generation costs with optimal decision-making in online learning.
method Doubly-optimistic algorithm using LCB for action selection and UCB for action generation.
result Achieves optimal regret bound of O(Tdd+2ddd+2+dTlogT)O(T^{\frac{d}{d+2}}d^{\frac{d}{d+2}} + d\sqrt{T\log T}).