5 papers
Optimal Transport on Lie Group Orbits
Bahar Taskesen
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the…
A Mathematical Theory of Understanding
Bahar TaÅkesen
Generative AI has transformed the economics of information production, making explanations, proofs, examples, and analyses available at very low cost. Yet the value of information…
Unifying Distributionally Robust Optimization via Optimal Transport Theory
Jose Blanchet, Daniel Kuhn, Jiajin Li +1
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through -divergences and Wasserstein distance…
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
Bahar TaÅkesen, Dan A. Iancu, ÃaÄıl KoçyiÄit +1
We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…
Optimism in the Face of Ambiguity Principle for Multi-Armed Bandits
Mengmeng Li, Daniel Kuhn, Bahar TaÅkesen
Follow-The-Regularized-Leader (FTRL) algorithms often enjoy optimal regret for adversarial as well as stochastic bandit problems and allow for a streamlined analysis. Nonetheless,…