With the practical implementation of connected and autonomous vehicles (CAVs), the traffic system is expected to remain a mix of CAVs and human-driven vehicles (HVs) for the foreseeable future. To enhance safety and traffic efficiency, the trajectory planning strategies of CAVs must account for the influence of HVs, necessitating accurate HV trajectory prediction. Current research often assumes that human drivers have perfect knowledge of all vehicles' objectives, an unrealistic premise. This paper bridges the gap by leveraging hypergame theory to account for cognitive and perception limitations in HVs. We model human bounded rationality without assuming them to be merely passive followers and propose a hierarchical cognition modeling framework that captures cognitive relationships among vehicles. We further analyze the cognitive stability of the system, proving that the strategy profile where all vehicles adopt cognitively equilibrium strategies constitutes a hyper Nash equilibrium when CAVs accurately learn HV parameters. To achieve this, we develop an inverse learning algorithm for distributed intention interpretation via vehicle-to-everything (V2X) communication, which extends the framework to both offline and online scenarios. Additionally, we introduce a distributed trajectory prediction and planning approach for CAVs, leveraging the learned parameters in real time. Simulations in highway lane-changing scenarios demonstrate the proposed method's accuracy in parameter learning, robustness to noisy trajectory observations, and safety in HV trajectory prediction. The results validate the effectiveness of our method in both offline and online implementations.

State preparation is a cornerstone of quantum technologies, underpinning applications in computation, communication, and sensing. Its importance becomes even more pronounced in non-Markovian open quantum systems, where environmental memory and model uncertainties pose significant challenges to achieving high-fidelity control. Invariant-based inverse engineering provides a principled framework for synthesizing analytic control fields, yet existing parameterizations often lead to experimentally infeasible, singular pulses and are limited to simplified noise models such as those of Lindblad form. Here, we introduce a generalized invariant-based protocol for single-qubit state preparation under arbitrary noise conditions. The control proceeds in two-stages: first, we construct a family of bounded pulses that achieve perfect state preparation in a closed system; second, we identify the optimal member of this family that minimizes the effect of noise. The framework accommodates both (i) characterized noise, enabling noise-aware control synthesis, and (ii) uncharacterized noise, where a noise-agnostic variant preserves robustness without requiring a master-equation description. Numerical simulations demonstrate high-fidelity state preparation across diverse targets while producing smooth, hardware-feasible control fields. This singularity-free framework extends invariant-based control to realistic open-system regimes, providing a versatile route toward robust quantum state engineering on NISQ hardware and other platforms exhibiting non-Markovian dynamics.

The E-commerce advertising platforms typically sell commercial traffic through either second-price auction (SPA) or first-price auction (FPA). SPA was historically prevalent due to its dominant strategy incentive-compatible (DSIC) for bidders with quasi-linear utilities, especially when budgets are not a binding constraint, while FPA has gained more prominence for offering higher revenue potential to publishers and avoiding the possibility for discriminatory treatment in personalized reserve prices. Meanwhile, on the demand side, advertisers are increasingly adopting platform-wide marketing solutions akin to QuanZhanTui, shifting from spending budgets solely on commercial traffic to bidding on the entire traffic for the purpose of maximizing overall sales. For automated bidding systems, such a trend poses a critical challenge: determining optimal strategies across heterogeneous auction channels to fulfill diverse advertiser objectives, such as maximizing return (MaxReturn) or meeting target return on ad spend (TargetROAS). To overcome this challenge, this work makes two key contributions. First, we derive an efficient solution for optimal bidding under FPA channels, which takes into account the presence of organic traffic - traffic can be won for free. Second, we introduce a marginal cost alignment (MCA) strategy that provably secures bidding efficiency across heterogeneous auction mechanisms. To validate performance of our developed framework, we conduct comprehensive offline experiments on public datasets and large-scale online A/B testing, which demonstrate consistent improvements over existing methods.

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying state of the world that determines the utility of the various actions the buyer may take. Since the buyer gains greater utility through better decisions resulting from more accurate assessments of the state, the seller can therefore promise the buyer supplemental information at a price. To contend with the fact that the seller may not be perfectly informed about the buyer's private preferences (or utility), we frame the problem of designing a data product as one where the seller designs a revenue-maximizing menu of statistical experiments. Prior work by Cai et al. showed that an optimal menu can be found in time polynomial in the state space, whereas we observe that the state space is naturally exponential in the dimension of the data. We propose an algorithm which, given only sampling access to the state space, provably generates a near-optimal menu with a number of samples independent of the state space. We then analyze a special case of high-dimensional Gaussian data, showing that (a) it suffices to consider scalar Gaussian experiments, (b) the optimal menu of such experiments can be found efficiently via a semidefinite program, and (c) full surplus extraction occurs if and only if a natural separation condition holds on the set of potential preferences of the buyer.

Reinforcement learning usually assumes a given or sometimes even fixed environment in which an agent seeks an optimal policy to maximize its long-term discounted reward. In contrast, we consider agents that are not limited to passive adaptations: they instead have model-changing actions that actively modify the RL model of world dynamics itself. Reconfiguring the underlying transition processes can potentially increase the agents' rewards. Motivated by this setting, we introduce the multi-layer configurable time-varying Markov decision process (MCTVMDP). In an MCTVMDP, the lower-level MDP has a non-stationary transition function that is configurable through upper-level model-changing actions. The agent's objective consists of two parts: Optimize the configuration policies in the upper-level MDP and optimize the primitive action policies in the lower-level MDP to jointly improve its expected long-term reward.

Variational Inference (VI) provides a scalable framework for Bayesian inference by optimizing the Evidence Lower Bound (ELBO), but convergence analysis remains challenging due to the objective's non-convexity and non-smoothness in Euclidean space. We establish a novel theoretical framework for analyzing VI convergence by exploiting the exponential family structure of distributions. We express negative ELBO as a Bregman divergence with respect to the log-partition function, enabling a geometric analysis of the optimization landscape. We show that this Bregman representation admits a weak monotonicity property that, while weaker than convexity, provides sufficient structure for rigorous convergence analysis. By deriving bounds on the objective function along rays in parameter space, we establish properties governed by the spectral characteristics of the Fisher information matrix. Under this geometric framework, we prove non-asymptotic convergence rates for gradient descent algorithms with both constant and diminishing step sizes.

Operations research (OR) is widely deployed to solve critical decision-making problems with complex objectives and constraints, impacting manufacturing, logistics, finance, and healthcare outcomes. While Large Language Models (LLMs) have shown promising results in various domains, their practical application in industry-relevant operations research (OR) problems presents significant challenges and opportunities. Preliminary industrial applications of LLMs for operations research face two critical deployment challenges: 1) Self-correction focuses on code syntax rather than mathematical accuracy, causing costly errors; 2) Complex expert selection creates unpredictable workflows that reduce transparency and increase maintenance costs, making them impractical for time-sensitive business applications. To address these business limitations, we introduce ORMind, a cognitive-inspired framework that enhances optimization through counterfactual reasoning. Our approach emulates human cognition, implementing an end-to-end workflow that systematically transforms requirements into mathematical models and executable solver code. It is currently being tested internally in Lenovo's AI Assistant, with plans to enhance optimization capabilities for both business and consumer customers. Experiments demonstrate that ORMind outperforms existing methods, achieving a 9.5\% improvement on the NL4Opt dataset and a 14.6\% improvement on the ComplexOR dataset.

Algorithms with predictions} has emerged as a powerful framework to combine the robustness of traditional online algorithms with the data-driven performance benefits of machine-learned (ML) predictions. However, most existing approaches in this paradigm are overly conservative, {as they do not leverage problem structure to optimize performance in a prediction-specific manner}. In this paper, we show that such prediction-specific performance criteria can enable significant performance improvements over the coarser notions of consistency and robustness considered in prior work. Specifically, we propose a notion of \emph{strongly-optimal} algorithms with predictions, which obtain Pareto optimality not just in the worst-case tradeoff between robustness and consistency, but also in the prediction-specific tradeoff between these metrics. We develop a general bi-level optimization framework that enables systematically designing strongly-optimal algorithms in a wide variety of problem settings, and we propose explicit strongly-optimal algorithms for several classic online problems: deterministic and randomized ski rental, and one-max search. Our analysis reveals new structural insights into how predictions can be optimally integrated into online algorithms by leveraging a prediction-specific design. To validate the benefits of our proposed framework, we empirically evaluate our algorithms in case studies on problems including dynamic power management and volatility-based index trading. Our results demonstrate that prediction-specific, strongly-optimal algorithms can significantly improve performance across a variety of online decision-making settings.

We study deep state-space models (Deep SSMs) that contain linear-quadratic-output (LQO) systems as internal blocks and present a compression method with a provable output error guarantee. We first derive an upper bound on the output error between two Deep SSMs and show that the bound can be expressed via the $h^2$-error norms between the layerwise LQO systems, thereby providing a theoretical justification for existing model order reduction (MOR)-based compression. Building on this bound, we formulate an optimization problem in terms of the $h^2$-error norm and develop a gradient-based MOR method. On the IMDb task from the Long Range Arena benchmark, we demonstrate that our compression method achieves strong performance. Moreover, unlike prior approaches, we reduce roughly 80% of trainable parameters without retraining, with only a 4-5% performance drop.

Causal discovery algorithms often perform poorly with limited samples. While integrating expert knowledge (including from LLMs) as constraints promises to improve performance, guarantees for existing methods require perfect predictions or uncertainty estimates, making them unreliable for practical use. We propose the Guess2Graph (G2G) framework, which uses expert guesses to guide the sequence of statistical tests rather than replacing them. This maintains statistical consistency while enabling performance improvements. We develop two instantiations of G2G: PC-Guess, which augments the PC algorithm, and gPC-Guess, a learning-augmented variant designed to better leverage high-quality expert input. Theoretically, both preserve correctness regardless of expert error, with gPC-Guess provably outperforming its non-augmented counterpart in finite samples when experts are "better than random."