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math.OC2026
Towards Tsallis Fully Probabilistic Design
Vyacheslav Kungurtsev, Giovanni Russo
Fully Probabilistic design (FPD) is a powerful framework offering an elegant and unifying account of stochastic control, learning and decision-making. Here we introduce a generaliz…
math.OC2026
Free-Energy Minimizing Policies Under Generative Model Ambiguity
Arash Shafiei, Caio César Graciani Rodrigues, Giovanni Russo
We present a variational free-energy formulation for distributionally robust decision-making with ambiguity in the generative model. The formulation, related to a broad range of le…