Worst-Case Control and Learning Using Partial Observations Over an Infinite Time-Horizon

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning in partially observed systems to minimize the worst-case discounted cost over an infinite time-horizon. We model disturbances to the system as finite-valued uncertain variables with unknown probability distributions. For problems with known system dynamics, we construct a dynamic programming (DP) decomposition to compute the optimal control strategy. Our first contribution is to define information states that improve the computational tractability of this DP without loss of optimality. Then, we describe a simplification for a class of problems where the incurred cost is observable at each time-instance. Our second contribution is a definition of approximate information states that can be constructed or learned directly from observed data for problems with observable costs. We derive bounds on the performance loss of the resulting approximate control strategy

On Non-stochastic Approximate Information States for Uncertain Systems with Additive Costs

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances of the system are modeled as non-stochastic uncertain variables taking values in finite sets. Using the theory of cost distributions, we present a dynamic program (DP) to derive a control strategy that minimizes the maximum possible total cost over a finite-time horizon. We also present a general definition for information states which can improve computational tractability of the DP without loss of optimality. We show that many information states constructed in previous research efforts are special cases of our general definition. Finally, we present a definition for approximate information states and an approximate DP that can further improve computational tractability by conceding a bounded performance loss.Comment: This article is specializes to additive cost problems the theory and results presented for terminal cost problems in arXiv:2203.1527

Schelling, Ellsberg and the Theory of conflict

Il est connu dans le domaine de la théorie des jeux que le livre The Strategy of Conflict a influencé un grand nombre de chercheurs et d'hommes de décisions depuis sa publication en 1960. Le but de ce projet de recherche est d'examiner ce que Thomas C. Schelling appelle la théorie des décisions interdépendantes (mutuaI dependance games) mieux connue sous le nom de jeux à somme non-nulle; ce qui a poussé à la création d'un nouveau concept de solution ainsi qu'un grand bagage de concepts qui permet de dire qu'une nouvelle théorie prenant le nom de théorie des conflits a été créée. Nous examinerons aussi les impacts (qu'on ressent encore aujourd'hui) de celle-ci. Il appert que ce qui a motivé Tom Schelling à écrire le livre en question The Strategy of Conflict prend naissance dans son insatisfaction par rapport au cadre d'analyse qu'offrait la théorie des jeux à la fin des années 50 et au début des années 60, pour la résolution de jeux d'interdépendances (mutuaI dependance games). Daniel Ellsberg, était lui aussi insatisfait avec la théorie des jeux à cette période Ellsberg et Schelling étaient aussi intéressés aux applications militaires Ce projet de recherche soutient; également que c'est, d'une certaine façon, l'interaction entre les deux hommes qui a rendu possible la création de ce qu'on connaît sous le nom de la théorie des conflits. Selon Schelling, cette nouvelle théorie pourrait permettre l'analyse et la prédiction de comportements durant une situation de conflit et permettrait de sortir gagnant de cette situation. Les applications potentielles de cette théorie sont très grandes, elles vont des comportements à adopter durant un conflit armé à l'art d'élever les enfants. ______________________________________________________________________________ MOTS-CLÉS DE L’AUTEUR : Thomas C. Schelling, Daniel Ellsberg, Théorie des Conflits, Théorie des Jeux

Nonresponse in survey research: proceedings of the Eighth International Workshop on Household Survey Nonresponse, 24-16 September 1997

"This volume, the fourth in the ZUMA-Nachrichten Spezial series on methodological issues in empirical social science research, takes up issues of nonresponse. Nonresponse, that is, the failure to obtain measurements from all targeted members of a survey sample, is a problem which confronts many survey organizations in different parts of the world. The papers in this volume discuss nonresponse from different perspectives: they describe efforts undertaken for individual surveys and procedures employed in different countries to deal with nonresponse, analyses of the role of interviewers, the use of advance letters, incentives, etc. to reduce nonresponse rates, analyses of the correlates and consequences of nonresponse, and descriptions of post-survey statistical adjustments to compensate for nonresponse. All the contributions are based on presentations made at the '8th International Workshop on Household Survey Nonresponse'." (author's abstract). Contents: Larry Swain, David Dolson: Current issues in household survey nonresponse at Statistics Canada (1-22); Preston Jay Waite, Vicki J. Huggins, Stephen P. Mack: Assessment of efforts to reduce nonresponse bias: 1996 Survey of Income and Program Participation (SIPP) (23-44); Clyde Tucker, Brian A. Harris-Kojetin: The impact of nonresponse on the unemployment rate in the Current Population Survey (CPS) (45-54); Claudio Ceccarelli, Giuliana Coccia, Fabio Crescenzi: An evaluation of unit nonresponse bias in the Italian households budget survey (55-64); Eva Havasi and Adam Marton: Nonresponse in the 1996 income survey (supplement to the microcensus) (65-74); Metka Zaletel, Vasja Vehovar: The stability of nonresponse rates according to socio-demographie categories (75-84); John King: Understanding household survey nonresponse through geo-demographic coding schemes (85-96); Hakan L. Lindström: Response distributions when TDE is introduced (97-112); Vesa Kuusela: A survey on telephone coverage in Finland (113-120); Malka Kantorowitz: Is it true that nonresponse rates in a panel survey increase when supplement surveys are annexed? (121-138); Vasja Vehovar, Katja Lozar: How many mailings are enough? (139-150); Amanda White, Jean Martin, Nikki Bennett, Stephanie Freeth: Improving advance letters for major government surveys (151-172); Joop Hox, Edith de Leeuw, Ger Snijkers: Fighting nonresponse in telephone interviews: successful interviewer tactics (173-186); Patrick Sturgis, Pamela Campanelli: The effect of interviewer persuasion strategies on refusal rates in household surveys (187-200); Janet Harkness, Peter Mohler, Michael Schneid, Bernhard Christoph: Incentives in two German mail surveys 1996/97 and 1997 (201-218); David Cantor, Bruce Allen, Patricia Cunningham, J. Michael Brick, Renee Slobasky, Pamela Giambo, Jenny Kenny: Promised incentivcs on a random digit dial survey (219-228); Eleanor Singer; John van Hoewyk, Mary P. Maher: Does the payment of incentives create expectation effects? (229-238); Edith de Leeuw, Joop Hox, Ger Snijkers, Wim de Heer: Interviewer opinions, attitudes and strategies regarding survey participation and their effect on response (239-248); Geert Loosveldt, Ann Carton, Jan Pickery: The effect of interviewer and respondent characteristics on refusals in a panel survey (249-262); Brian A. Harris-Kojetin, Clyde Tucker: Longitudinal nonresponse in the Current Population Survey (CPS) (263-272); Ulrich Rendtel, Felix Büchel: A bootstrap strategy for the detection of a panel attrition bias in a household panel with an application to the German Socio-Economic Panel (GSOEP) (273-284); Seppo Laaksonen: Regression-based nearest neighbour hot decking (285-298); Rajendra P. Singh, Rita J. Petroni: Handling of household and item nonresponse in surveys (299-316); Susanne Raessler, Karlheinz Fleischer: Aspects concerning data fusion techniques (317-334); Siegfried Gabler, Sabine Häder: A conditional minimax estimator for treating nonresponse (335-349)

Cyber-Physical Systems Design: Electricity Markets and Network Security

This thesis presents Cyber-Physical Systems Design (CPS Design). Design of CPS is challenging and requires interdisciplinary studies of engineering and economics because of the distinguishing features of CPS: strategic (self profit-maximizing) decision makers, complex physical constraints, and large-scale networked systems. We study these features by focusing on designing markets with complex constraints including both policy and physical constraints, and decomposing large-scale CPS within the context of electricity markets and network security. We first study market design for implementation of complex electricity policy targets, i.e. sustainability, reliability, and price efficiency, by efficient design of spot, carbon, and capacity markets that correct the deficiencies of the current electricity markets; this design does not take into account the network constraints due to the Kirchhoff's laws. To address this problem, we develop a framework based on the design of efficient auctions with constraints. Our market design sheds light on major debates in electricity policy including capacity-and-energy vs energy-only markets, carbon market vs carbon tax, and use of price or offer caps. Second, we add network constraints due to Kirchhoff's laws of current and voltage, which are unique to electricity networks, to the design of electricity spot markets with complex physical constraints. To address this problem, we develop a framework for the design of networked markets based on the ideas from local public goods. Finally, we study the design of defense policies for large-scale network security. Our approach is to design approximately optimal defense policies that are computable. We develop a framework based on the notion of influence graph, which captures the connectivity of the security states of the system elements, to decompose the system into subsystems. We then design approximately optimal defense policies for each sub-system. We consider non-Bayesian uncertainty and even though we do not model the attacker as a strategic decision maker, we compensate (in part) for the lack of this feature by adopting a minmax performance criterion.PHDElectrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/144165/1/rasouli_1.pd

Abstract and lifelike experimental games

The theory of games seems to me to provide the most promising alternative to the traditional theories of social behaviour. Gaming modelS are inherently social in character (an individual's strategy choice in a game cannot even be properly defined without reference to at least one other individual) and they represent a radical departure from the "social stimulus - individual response" approach. They sean, furthermore, to be the only models which can adequately conceptualize an important (and large) class of social behaviours which arise from deliberate free choice. (From preface

Nondifferentiable Optimization: Motivations and Applications

IIASA has been involved in research on nondifferentiable optimization since 1976. The Institute's research in this field has been very productive, leading to many important theoretical, algorithmic and applied results. Nondifferentiable optimization has now become a recognized and rapidly developing branch of mathematical programming. To continue this tradition and to review developments in this field IIASA held this Workshop in Sopron (Hungary) in September 1984. This volume contains selected papers presented at the Workshop. It is divided into four sections dealing with the following topics: (I) Concepts in Nonsmooth Analysis; (II) Multicriteria Optimization and Control Theory; (III) Algorithms and Optimization Methods; (IV) Stochastic Programming and Applications

Fully rational morality and evaluation of public decisions : with action research case study : a local planning controversy and residents' appeal to a public inquiry and to national and international courts

The impetus for my deliberations arises from the need to establish which proposals and decisions by social institutions to approve. This seems to come down to much the same as considering which alternatives are the better in a moral sense, but, unfortunately, there is no general agreement as to which of numerous proposed moral systems is apt, and the long and tortuous history of ethics indicates very poor prospects for such agreement. If at the outset I had been more conversant with that and the argument that the notion of a 'right' or 'objective' morality is tautological, nonsensical and/or incoherent, I would probably have thought it ridiculously ambitious to seek the basis of morality and would probably not have embarked upon the theoretical parts of this thesis. However, occasionally something is gained by attempting the impossible, and, while I certainly do not claim to have found the (morally) right morality, I suggest that I come at least very near to establishing how to ascertain what rules for behaviour are fully rational.Whether fully rational rules (FRM) are the same as 'moral' ones is arguably essentially a semantic question. However, I suggest that our definition of 'moral' is doomed to be a minority quest of marginal significance in reasonably rational societies if it entails rules which are notably at variance with those which are the most likely to be adopted by reasonably rational people as the general expectation and/or requirement in a maximally rationally structured society (arguably a 'true' democracy).Evaluation is hardly fUlly rational unless it is practicable. I have therefore included an attempt to apply FRM to the complex real situation which my Walton Street 'action research' examines and which comprises a number of decisions of a type crucial to the working of modem societies (e.g. those of pressure groups, local authorities, the press, public inquiries and national and international Courts).My 'action research' concerns the insistence by the authorities that the poor housing in the Walton Street area in Hull must be dealt with by total clearance under the Housing Act 1957 rather than by the partial clearance and Housing Action Area treatment which was facilitated by the Housing Act 1974 and was overwhelmingly preferred by the residents. In their bid to change the authorities' plan the residents exhausted all means of appeal, and in view of the evidence regarding the quality of the houses and cost calculations submitted on behalf of the residents, it was accepted (e.g. by the Court of Appeal) that the residents' alternative was both feasible and cheaper in the short term (and there were no long term assessments). Nevertheless, neither local, nor central, government would accept that the residents' proposal constituted the most satisfactory method of dealing with the conditions - seemingly for rather dubious reasons