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• Jun

  4

  On the Foundations of Distributionally Robust Reinforcement Learning

  Department of Industrial Engineering and Management Sciences (IEMS)

  11:00 AM A230, Technological Institute

  EVENT DETAILS

  Abstract: Motivated by the need for a robust policy in the face of environmental shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through a comprehensive modeling framework centered around distributionally robust Markov decision processes (DRMDPs). This framework obliges the decision maker to choose an optimal policy under the worst-case distributional shift orchestrated by an adversary. By unifying and extending existing formulations, we construct DRMDPs that embrace various modeling attributes for both the decision-maker and the adversary. These attributes include adaptability granularity, exploring history-dependent, Markov, and Markov time-homogeneous decision maker and adversary dynamics. Additionally, we delve into the flexibility of shifts induced by the adversary, examining so-called SA and S-rectangularity. We investigate conditions for the existence or absence of the dynamic programming principle (DPP). From an algorithmic standpoint, the existence of DPP holds significant implications, as the vast majority of existing data and computationally efficient RL algorithms are reliant on the DPP. We also offer counterexamples for settings in which a DPP with full generality is absent.

  (Joint work with Shengbo Wang, Nian Si, Zhengyuan Zhou).

  Bio: Jose Blanchet is a Professor of Management Science and Engineering (MS&E) at Stanford. Prior to joining MS&E, he was a professor at Columbia (Industrial Engineering and Operations Research, and Statistics, 2008-2017), and before that he taught at Harvard (Statistics, 2004-2008). Jose is a recipient of the 2010 Erlang Prize and several best publication awards in areas such as applied probability, simulation, operations management, and revenue management. He also received a Presidential Early Career Award for Scientists and Engineers in 2010. He worked as an analyst in Protego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He is the Area Editor of Stochastic Models in Mathematics of Operations Research. He has served on the editorial board of Advances in Applied Probability, Bernoulli, Extremes, Insurance: Mathematics and Economics, Journal of Applied Probability, Queueing Systems: Theory and Applications, and Stochastic Systems, among others.

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  TIME Tuesday, June 4, 2024 at 11:00 AM - 12:00 PM

  LOCATION A230, Technological Institute    map it

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  CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

  CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

• Aug

  14

  Undergraduate Quantum Summer School

  McCormick School of Engineering and Applied Science

  All Day Ford Motor Company Engineering Design Center

  EVENT DETAILSmore info

  Innovation in Quantum Pedagogy, Application, and its Relation to Culture (IQ-PARC), funded by the Department of Defense — National Defense Education Program, is extending an invitation to underrepresented students nationwide (including military-connected students) to participate in a summer school focused on quantum technologies, to be held at Northwestern University. Join us for presentations by faculty and industry partners introducing quantum technologies, cutting-edge research areas, and related job opportunities particularly in the areas of national security.

  This effort aims to foster an inclusive environment that encourages participation from all corners of the academic community. Successful applicants will receive up to $1,000 USD to cover travel and lodging expenses in Evanston, IL.

  Priority application deadline: May 15, 2024.

  Decisions will be sent by June 15, 2024.

  Register Now

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  TIME Wednesday, August 14, 2024

  LOCATION Ford Motor Company Engineering Design Center    map it

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  CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

  CALENDAR McCormick School of Engineering and Applied Science

• Aug

  15

  Undergraduate Quantum Summer School

  McCormick School of Engineering and Applied Science

  All Day Ford Motor Company Engineering Design Center

  EVENT DETAILSmore info

  Innovation in Quantum Pedagogy, Application, and its Relation to Culture (IQ-PARC), funded by the Department of Defense — National Defense Education Program, is extending an invitation to underrepresented students nationwide (including military-connected students) to participate in a summer school focused on quantum technologies, to be held at Northwestern University. Join us for presentations by faculty and industry partners introducing quantum technologies, cutting-edge research areas, and related job opportunities particularly in the areas of national security.

  This effort aims to foster an inclusive environment that encourages participation from all corners of the academic community. Successful applicants will receive up to $1,000 USD to cover travel and lodging expenses in Evanston, IL.

  Priority application deadline: May 15, 2024.

  Decisions will be sent by June 15, 2024.

  Register Now

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  TIME Thursday, August 15, 2024

  LOCATION Ford Motor Company Engineering Design Center    map it

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  CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

  CALENDAR McCormick School of Engineering and Applied Science

• Sep

  24

  Fall 2024 Classes Begin (No Northwestern Monday in Fall)

  University Academic Calendar

  All Day

  EVENT DETAILS

  Fall 2024 Classes Begin (No Northwestern Monday in Fall)

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  TIME Tuesday, September 24, 2024

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  CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

  CALENDAR University Academic Calendar

• Sep

  30

  Last day to add a class or change a section for Fall (Last day for tuition adjustment related to enrollment changes (to or from full-time). No reductions are made to bills for dropped or swapped classes after this date)

  University Academic Calendar

  All Day

  EVENT DETAILS

  Last day to add a class or change a section for Fall (Last day for tuition adjustment related to enrollment changes (to or from full-time). No reductions are made to bills for dropped or swapped classes after this date)

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  TIME Monday, September 30, 2024

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  CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

  CALENDAR University Academic Calendar

• Dec

  7

  Fall classes end

  University Academic Calendar

  All Day

  EVENT DETAILS

  Fall classes end

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  TIME Saturday, December 7, 2024

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  CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

  CALENDAR University Academic Calendar