3 papers
cs.LG2026
When Should a Human Take Back Control? Optimal Delegation under Turbulent AI Risk
Haoze Yan, Julien Roze, Ved Upadhyay +2
Deploying AI systems requires deciding when to delegate tasks and when humans should intervene to monitor and mitigate risk induced by AI operations. These decisions are challengin…
cs.LG2026
Continuous-Time Reinforcement Learning for Controlled Hawkes Jump-Diffusions
Tomasz R. Bielecki, Thibaut Mastrolia, Haoze Yan
We study stochastic control of multivariate Hawkes-driven stochastic differential equations with machine learning algorithms in a non-Markovian setting. Due to the path dependence…
math.OC2025
Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats
Thibaut Mastrolia, Haoze Yan
We study an agency problem between a leader (the principal) seeking to design an optimal incentive scheme to a follower (the agent) to increase the value of a risky project subject…