Markov decision processes (MDPs) often suffer from the sensitivity issue under model ambiguity. In recent years, robust MDPs have emerged as an effective framework to overcome this challenge. Distributionally robust MDPs extend the robust MDP framework by incorporating distributional information of the uncertain model parameters to alleviate the conservative nature of robust MDPs.

In this paper, we focus on solving Extensive-F orm Games (EFGs).

Forl = 2, i. e., for 3 - cycles, thisrelationship is X ikX kj= X ij. Figure 1: Averagematchingerrorunderthe LBCmodel ( left) and LACmodel ( right).

In this paper, we study learning-augmented algorithms for the Bahncard problem.

A.1 Proof of Proposition 4.1 Proposition 4.1 For any bounded measurable function τ(t): [0, T ] R, the following Reverse SDEs [ (1 + τ Eq. (20) is a reverse-time SDE running[ from T to 0, thus (there)are two additional minus ] signs in Eq. (21) before term A.2 Two Reparameterizations and Exact Solution under Exponential Integrator In this subsection, we will show the exact solution of SDE in both data prediction reparameterization and noise prediction reparameterization. The noise term in data prediction has smaller variance than noise prediction ones, implying the necessity of adopting data prediction reparameterization for the SDE sampler. The computation of variance uses the Itô Isometry, which is a crucial fact of Itô integral. Similar with Proposition 4.2, Eq. (37) can be solved analytically, which is shown in the following propositon: Following the derivation in Proposition 4.2, the mean of the Itô integral term is: [ A.2.4 Comparison between Data and Noise Reparameterizations In Table 1 we perform an ablation study on data and noise reparameterizations, the experiment results show that under the same magnitude of stochasticity, the proposed SA-Solver in data reparameterization has a better convergence which leads to better FID results under the same NFEs. In this subsection, we provide a theoretical view of this phenomenon.

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization problem, aiming to minimize the output prediction error. This formulation provides a direct bridge between data-driven optimal control and, its dual, optimal filtering.

SEEDS outperform or are competitive with previous SDE solvers.