5 papers
Network and Risk Analysis of Surety Bonds
Tamara Broderick, Ali Jadbabaie, Vanessa Lin +3
Surety bonds are financial agreements between a contractor (principal) and obligee (project owner) to complete a project. However, most large-scale projects involve multiple contra…
Non-Stationary Inventory Control with Lead Times
Nele H. Amiri, Sean R. Sinclair, Maximiliano Udenio
We study non-stationary single-item, periodic-review inventory control problems in which the demand distribution is unknown and may change over time. We analyze how demand non-stat…
Is Pure Exploitation Sufficient in Exogenous MDPs with Linear Function Approximation?
Hao Liang, Jiayu Cheng, Sean R. Sinclair +1
Exogenous MDPs (Exo-MDPs) capture sequential decision-making where uncertainty comes solely from exogenous inputs that evolve independently of the learner's actions. This structure…
Exploiting Exogenous Structure for Sample-Efficient Reinforcement Learning
Jia Wan, Sean R. Sinclair, Devavrat Shah +1
We study a structured class of Markov Decision Processes, known as Exo-MDPs, in which the state space is partitioned into exogenous and endogenous components. Exogenous states evol…
Multi-Objective LQR with Linear Scalarization
Ali Jadbabaie, Devavrat Shah, Sean R. Sinclair
We study finite approximation of the Pareto front for the multi-objective linear quadratic regulator (LQR). Classical results characterize Pareto-optimal controllers through weight…