5 papers
Ergodic-Risk Constrained Policy Optimization: The Linear Quadratic Case
Shahriar Talebi, Na Li
Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative…
Risk-sensitive Affine Control Synthesis for Stationary LTI Systems
Yang Hu, Shahriar Talebi, Na Li
To address deviations from expected performance in stochastic systems, we propose a risk-sensitive control synthesis method to minimize certain risk measures over the limiting stat…
Ergodic-risk Criterion for Stochastically Stabilizing Policy Optimization
Shahriar Talebi, Na Li
This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to…
Enhancing Preference-based Linear Bandits via Human Response Time
Shen Li, Yuyang Zhang, Zhaolin Ren +3
Interactive preference learning systems infer human preferences by presenting queries as pairs of options and collecting binary choices. Although binary choices are simple and wide…
Learning Low-dimensional Latent Dynamics from High-dimensional Observations: Non-asymptotics and Lower Bounds
Yuyang Zhang, Shahriar Talebi, Na Li
In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recove…