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Anil Aswani

Publications and source records attributed to Anil Aswani.

At least 19 recordsLinked to original sources

Removing Temporal Note Redundancy Improves Multimodal Reinforcement Learning for Medicine

Mechanical ventilation is a critical life-support intervention, requiring dynamic adjustments to ventilator settings as a patient's condition evolves. While reinforcement learning (RL) offers a promising framework for optimizing these sequential decisions, standard approaches rely primarily on structured electronic health record (EHR) data, missing crucial clinical context recorded in free-text notes. Integrating longitudinal clinical notes into RL state spaces is challenging because notes are heavily inflated by temporal redundancy, such as copy-forward text, templating, and repetitive documentation, which dilutes time-local updates and degrades state representation quality. To address this, we propose a redundancy-aware multimodal state representation framework that explicitly removes duplicated note text over time before policy learning. We evaluate two computationally efficient temporal decomposition strategies for removing duplicated note text: (1) an embedding-space decomposition using singular value decomposition on local history subspaces, and (2) an interpretable sentence-level diff operation that filters out previously documented sentences before text encoding. Using real-world ICU data, we demonstrate that state representations constructed by stripping temporal note redundancy significantly outperform both structured-only and raw-note baselines across multiple off-policy evaluation methods (Model-Based Rollouts, Fitted Q-Evaluation, Weighted Importance Sampling, and Weighted Doubly Robust Evaluation). Our findings show that explicitly isolating new clinical information from repeated note text yields higher-quality state representations and directly improves RL performance for clinical decision support.

cs.AI

Physics-Informed Tensor Completion with Application to Distribution System State Estimation

State estimation in power distribution networks often involves sparse, noisy, and heterogeneous measurements, making classical weighted least-squares methods unreliable in low-observability regimes. To meet this challenge we develop a physics-informed low-rank tensor completion method. The method encodes voltage phasor components, voltage magnitudes, and power injections over time in a low-rank tensor, while incorporating physics through convex residual penalties. For distribution network state estimation, these residuals are instantiated using linearized power-flow equations, yielding a convex optimization problem over a tensor gauge ball, equivalently represented as a polytope implicitly described via integer programming. We solve this problem using globally convergent blended conditional gradients, resulting in a general-purpose algorithmic framework that can be adapted across different domains and applications where low-rank structure and convex physics residuals are available. We also derive a deterministic error bound showing that, under a restricted stability condition, the estimation error is controlled by measurement noise and physics-model mismatch. Numerical experiments show that the proposed method substantially improves state recovery compared with purely data-driven tensor completion and weighted least-squares, especially in low-observability regimes with missing data.

math.OC

Moral Hazard in LTI Dynamics: A Hypothesis Testing Approach

Many incentive design problems must contend with information asymmetries due to non-observation of efficiency (adverse selection) or non-observation of effort (moral hazard). And although a growing body of literature considers incentive design in control systems, the problem of designing incentives for control systems under information asymmetries has been less well-studied. This paper considers a model of moral hazard within control systems. In our model, the control system is described by an (affine) linear time-invariant (LTI) system with process noise. There is an agent who gets to choose (from between two choices) a linear state-feedback controller to apply to the LTI system, with one of the state-feedback controllers having a higher quadratic cost on the control inputs than the other. Our goal is to design a payment scheme that incentivizes the agent to choose the state-feedback controller that minimizes a quadratic cost on system states plus the time-discounted payment amount, subject to the understanding that the agent bears the control cost while being risk-averse with respect to their time-discounted payment. We formulate the problem as a constrained optimization, and prove that for a payment given after a fixed (but optimizable) time horizon the optimal payment scheme chooses the payment amount using a likelihood ratio hypothesis test. We numerically demonstrate our results by applying the derived optimal payment scheme to two examples: load frequency control (LFC) in power systems and wellness interventions for body weight loss.

math.OC

Collusion-proof Auction Design using Side Information

Existing auction mechanisms are vulnerable to bidder collusion, which substantially degrades revenue and non-colluder welfare. To design truthful mechanisms resilient to collusion, we introduce a novel approach that leverages a machine learning classifier to predict (even imprecisely) which bidders are colluding. We first establish a Bulow-Klemperer-type result for multi-unit auctions with single-minded bidders, demonstrating that collusion significantly harms existing mechanisms only when the colluding coalition is large. Consequently, we focus our design on settings with many colluders. Building on the welfare-optimal Vickrey-Clarke-Groves (VCG) mechanism, we propose two novel truthful mechanisms: VCG-Posted Price (V-PoP) and Conditional-Posted Price (C-PoP). V-PoP applies VCG to non-colluding bidders and posted prices to colluding ones, and ensuring truthfulness is non-trivial because we must dynamically split the quantity of items between these groups based on the values of the non-colluder bids. C-PoP further advances this by computing a posted price conditioned on non-colluder bids, and ensuring truthfulness is non-obvious because the posted price is chosen using the values of the non-colluder bids. Because real-world classifiers make errors, we provide theoretical lower bounds on the auction price of V-PoP and C-PoP under misclassification, which theory shows acts as a proxy for welfare and revenue. Crucially, our bounds yield actionable insights for classifier design, revealing that false negatives (misclassifying colluders as non-colluders) are preferable to false positives (misclassifying non-colluders as colluders). Numerical experiments demonstrate that our mechanisms achieve high welfare and revenue against collusion, even when utilizing simple, low-cost classifiers.

cs.GT

Profit Maximization for a Robotics-as-a-Service Model

The growth of Robotics-as-a-Service (RaaS) presents new operational challenges, particularly in optimizing business decisions like pricing and equipment management. While much research focuses on the technical aspects of RaaS, the strategic business problems of joint pricing and replacement have been less explored. This paper addresses the problem of profit maximization for an RaaS operator operating a single robot at a time. We formulate a model where jobs arrive sequentially, and for each, the provider must decide on a price, which the customer can accept or reject. Upon job completion, the robot undergoes stochastic degradation, increasing its probability of failure in future tasks. The operator must then decide whether to replace the robot, balancing replacement costs against future revenue potential and holding costs. To solve this complex sequential decision-making problem, we develop a framework that integrates data-driven estimation techniques inspired by survival analysis and inverse optimization to learn models of customer behavior and robot failure. These models are used within a Markov decision process (MDP) framework to compute an optimal policy for joint pricing and replacement. Numerical experiments demonstrate the efficacy of our approach in maximizing profit by adaptively managing pricing and robot lifecycle decisions.

math.OC

Attack Detection in Dynamic Games with Quadratic Measurements

This paper studies attack detection for discrete-time linear systems with stochastic process noise that produce both a vulnerable (i.e., attackable) linear measurement and a secured (i.e., unattackable) quadratic measurement. The motivating application of this model is a dynamic-game setting where the quadratic measurement is interpreted as a system-level utility or reward, and control inputs into the linear system are interpreted as control policies that, once applied, are known to all game participants and which steer the system towards a game-theoretic equilibrium (e.g., Nash equilibrium). To detect attacks on the linear channel, we develop a novel quadratic-utility-aware observer that leverages the secured quadratic output and enforces measurement consistency via a projection step. We establish three properties for this observer: feasibility of the true state, prox-regularity of the quadratic-constraint set, and a monotone error-reduction guarantee in the noise-free case. To detect adversarial manipulation, we compare linear and quadratic observer trajectories using a wild bootstrap maximum mean discrepancy (MMD) test that provides valid inference under temporal dependence. We validate our framework using numerical experiments of a pursuit-evasion game, where the quadratic observer preserves estimation accuracy under linear-sensor attacks, while the statistical test detects distributional divergence between the observers' trajectories.

math.OC

Learning Interactions Between Continuous Treatments and Covariates with a Semiparametric Model

Estimating the impact of continuous treatment variables (e.g., dosage amount) on binary outcomes presents significant challenges in modeling and estimation because many existing approaches make strong assumptions that do not hold for certain continuous treatment variables. For instance, traditional logistic regression makes strong linearity assumptions that do not hold for continuous treatment variables like time of initiation. In this work, we propose a semiparametric regression framework that decomposes effects into two interpretable components: a prognostic score that captures baseline outcome risk based on a combination of clinical, genetic, and sociodemographic features, and a treatment-interaction score that flexibly models the optimal treatment level via a nonparametric link function. By connecting these two parametric scores with Nadaraya-Watson regression, our approach is both interpretable and flexible. The potential of our approach is demonstrated through numerical simulations that show empirical estimation convergence. We conclude by applying our approach to a real-world case study using the International Warfarin Pharmacogenomics Consortium (IWPC) dataset to show our approach's clinical utility by deriving personalized warfarin dosing recommendations that integrate both genetic and clinical data, providing insights towards enhancing patient safety and therapeutic efficacy in anticoagulation therapy.

stat.ME

Understanding the Impact of Coalitions between EV Charging Stations

The rapid growth of electric vehicles (EVs) is driving the expansion of charging infrastructure globally. As charging stations become ubiquitous, their substantial electricity consumption can influence grid operation and electricity pricing. Naturally, \textit{some} groups of charging stations, which could be jointly operated by a company, may coordinate to decide their charging profile. While coordination among all charging stations is ideal, it is unclear if coordination of some charging stations is better than no coordination. In this paper, we analyze this intermediate regime between no and full coordination of charging stations. We model EV charging as a non-cooperative aggregative game, where each station's cost is determined by both monetary payments tied to reactive electricity prices on the grid and its sensitivity to deviations from a desired charging profile. We consider a solution concept that we call $\mathcal{C}$-Nash equilibrium, which is tied to a coalition $\mathcal{C}$ of charging stations coordinating to reduce their costs. We provide sufficient conditions, in terms of the demand and sensitivity of charging stations, to determine when independent (aka uncoordinated) operation of charging stations could result in lower overall costs to charging stations, coalition and charging stations outside the coalition. Somewhat counter to common intuition, we show numerical instances where allowing charging stations to operate independently is better than coordinating a subset of stations as a coalition. Jointly, these results provide operators of charging stations insights into how to coordinate their charging behavior, and open several research directions.

math.OC

Tensor Completion via Integer Optimization

The main challenge with the tensor completion problem is a fundamental tension between computation power and the information-theoretic sample complexity rate. Past approaches either achieve the information-theoretic rate but lack practical algorithms to compute the corresponding solution, or have polynomial-time algorithms that require an exponentially-larger number of samples for low estimation error. This paper develops a novel tensor completion algorithm that resolves this tension by achieving both provable convergence (in numerical tolerance) in a linear number of oracle steps and the information-theoretic rate. Our approach formulates tensor completion as a convex optimization problem constrained using a gauge-based tensor norm, which is defined in a way that allows the use of integer linear optimization to solve linear separation problems over the unit-ball in this new norm. Adaptations based on this insight are incorporated into a Frank-Wolfe variant to build our algorithm. We show our algorithm scales-well using numerical experiments on tensors with up to ten million entries.

math.OC

Methodology for Interpretable Reinforcement Learning for Optimizing Mechanical Ventilation

Mechanical ventilation is a critical life support intervention that delivers controlled air and oxygen to a patient's lungs, assisting or replacing spontaneous breathing. While several data-driven approaches have been proposed to optimize ventilator control strategies, they often lack interpretability and alignment with domain knowledge, hindering clinical adoption. This paper presents a methodology for interpretable reinforcement learning (RL) aimed at improving mechanical ventilation control as part of connected health systems. Using a causal, nonparametric model-based off-policy evaluation, we assess RL policies for their ability to enhance patient-specific outcomes-specifically, increasing blood oxygen levels (SpO2), while avoiding aggressive ventilator settings that may cause ventilator-induced lung injuries and other complications. Through numerical experiments on real-world ICU data from the MIMIC-III database, we demonstrate that our interpretable decision tree policy achieves performance comparable to state-of-the-art deep RL methods while outperforming standard behavior cloning approaches. The results highlight the potential of interpretable, data-driven decision support systems to improve safety and efficiency in personalized ventilation strategies, paving the way for seamless integration into connected healthcare environments.

cs.LG

Optimal Contract Design for End-of-Life Care Payments

A large fraction of total healthcare expenditure occurs due to end-of-life (EOL) care, which means it is important to study the problem of more carefully incentivizing necessary versus unnecessary EOL care because this has the potential to reduce overall healthcare spending. This paper introduces a principal-agent model that integrates a mixed payment system of fee-for-service and pay-for-performance in order to analyze whether it is possible to better align healthcare provider incentives with patient outcomes and cost-efficiency in EOL care. The primary contributions are to derive optimal contracts for EOL care payments using a principal-agent framework under three separate models for the healthcare provider, where each model considers a different level of risk tolerance for the provider. We derive these optimal contracts by converting the underlying principal-agent models from a bilevel optimization problem into a single-level optimization problem that can be analytically solved. Our results are demonstrated using a simulation where an optimal contract is used to price intracranial pressure monitoring for traumatic brain injuries.

math.OC

Estimating and Incentivizing Imperfect-Knowledge Agents with Hidden Rewards

In practice, incentive providers (i.e., principals) often cannot observe the reward realizations of incentivized agents, which is in contrast to many principal-agent models that have been previously studied. This information asymmetry challenges the principal to consistently estimate the agent's unknown rewards by solely watching the agent's decisions, which becomes even more challenging when the agent has to learn its own rewards. This complex setting is observed in various real-life scenarios ranging from renewable energy storage contracts to personalized healthcare incentives. Hence, it offers not only interesting theoretical questions but also wide practical relevance. This paper explores a repeated adverse selection game between a self-interested learning agent and a learning principal. The agent tackles a multi-armed bandit (MAB) problem to maximize their expected reward plus incentive. On top of the agent's learning, the principal trains a parallel algorithm and faces a trade-off between consistently estimating the agent's unknown rewards and maximizing their own utility by offering adaptive incentives to lead the agent. For a non-parametric model, we introduce an estimator whose only input is the history of principal's incentives and agent's choices. We unite this estimator with a proposed data-driven incentive policy within a MAB framework. Without restricting the type of the agent's algorithm, we prove finite-sample consistency of the estimator and a rigorous regret bound for the principal by considering the sequential externality imposed by the agent. Lastly, our theoretical results are reinforced by simulations justifying applicability of our framework to green energy aggregator contracts.

cs.LG

Repeated Principal-Agent Games with Unobserved Agent Rewards and Perfect-Knowledge Agents

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the principal gives a different incentive for each bandit arm, the agent picks a bandit arm to maximize its own expected reward plus incentive, and the principal observes which arm is chosen and receives a reward (different than that of the agent) for the chosen arm. Designing policies for the principal is challenging because the principal cannot directly observe the reward that the agent receives for their chosen actions, and so the principal cannot directly learn the expected reward using existing estimation techniques. As a result, the problem of designing policies for this scenario, as well as similar ones, remains mostly unexplored. In this paper, we construct a policy that achieves a low regret (i.e., square-root regret up to a log factor) in this scenario for the case where the agent has perfect-knowledge about its own expected rewards for each bandit arm. We design our policy by first constructing an estimator for the agent's expected reward for each bandit arm. Since our estimator uses as data the sequence of incentives offered and subsequently chosen arms, the principal's estimation can be regarded as an analogy of online inverse optimization in MAB's. Next we construct a policy that we prove achieves a low regret by deriving finite-sample concentration bounds for our estimator. We conclude with numerical simulations demonstrating the applicability of our policy to real-life setting from collaborative transportation planning.

cs.LG

Accelerated Nonnegative Tensor Completion via Integer Programming

The problem of tensor completion has applications in healthcare, computer vision, and other domains. However, past approaches to tensor completion have faced a tension in that they either have polynomial-time computation but require exponentially more samples than the information-theoretic rate, or they use fewer samples but require solving NP-hard problems for which there are no known practical algorithms. A recent approach, based on integer programming, resolves this tension for nonnegative tensor completion. It achieves the information-theoretic sample complexity rate and deploys the Blended Conditional Gradients algorithm, which requires a linear (in numerical tolerance) number of oracle steps to converge to the global optimum. The tradeoff in this approach is that, in the worst case, the oracle step requires solving an integer linear program. Despite this theoretical limitation, numerical experiments show that this algorithm can, on certain instances, scale up to 100 million entries while running on a personal computer. The goal of this paper is to further enhance this algorithm, with the intention to expand both the breadth and scale of instances that can be solved. We explore several variants that can maintain the same theoretical guarantees as the algorithm, but offer potentially faster computation. We consider different data structures, acceleration of gradient descent steps, and the use of the Blended Pairwise Conditional Gradients algorithm. We describe the original approach and these variants, and conduct numerical experiments in order to explore various tradeoffs in these algorithmic design choices.

cs.LG

Regret Analysis of Learning-Based MPC with Partially-Unknown Cost Function

The exploration/exploitation trade-off is an inherent challenge in data-driven adaptive control. Though this trade-off has been studied for multi-armed bandits (MAB's) and reinforcement learning for linear systems; it is less well-studied for learning-based control of nonlinear systems. A significant theoretical challenge in the nonlinear setting is that there is no explicit characterization of an optimal controller for a given set of cost and system parameters. We propose the use of a finite-horizon oracle controller with full knowledge of parameters as a reasonable surrogate to optimal controller. This allows us to develop policies in the context of learning-based MPC and MAB's and conduct a control-theoretic analysis using techniques from MPC- and optimization-theory to show these policies achieve low regret with respect to this finite-horizon oracle. Our simulations exhibit the low regret of our policy on a heating, ventilation, and air-conditioning model with partially-unknown cost function.

math.OC

When would online platforms pay data dividends

Online platforms, including social media and search platforms, have routinely used their users' data for targeted ads, to improve their services, and to sell to third-party buyers. But an increasing awareness of the importance of users' data privacy has led to new laws that regulate data-sharing by platforms. Further, there have been political discussions on introducing data dividends, that is paying users for their data. Three interesting questions are then: When would these online platforms be incentivized to pay data dividends? How does their decision depend on whether users value their privacy more than the platform's free services? And should platforms invest in protecting users' data? This paper considers various factors affecting the users' and platform's decisions through utility functions. We construct a principal-agent model using a Stackelberg game to calculate their optimal decisions and qualitatively discuss the implications. Our results could inform a policymaker trying to understand the consequences of mandating data dividends.

cs.GT

Optimally Designing Cybersecurity Insurance Contracts to Encourage the Sharing of Medical Data

Though the sharing of medical data has the potential to lead to breakthroughs in health care, the sharing process itself exposes patients and health care providers to various risks. Patients face risks due to the possible loss in privacy or livelihood that can occur when medical data is stolen or used in non-permitted ways, whereas health care providers face risks due to the associated liability. For medical data, these risks persist even after anonymizing/deidentifying, according to the standards defined in existing legislation, the data sets prior to sharing, because shared medical data can often be deanonymized/reidentified using advanced artificial intelligence and machine learning methodologies. As a result, health care providers are hesitant to share medical data. One possible solution to encourage health care providers to responsibly share data is through the use of cybersecurity insurance contracts. This paper studies the problem of designing optimal cybersecurity insurance contracts, with the goal of encouraging the sharing of the medical data. We use a principal-agent model with moral hazard to model various scenarios, derive the optimal contract, discuss its implications, and perform numerical case studies. In particular, we consider two scenarios: the first scenario is where a health care provider is selling medical data to a technology firm who is developing an artificial intelligence algorithm using the shared data. The second scenario is where a group of health care providers share health data amongst themselves for the purpose of furthering medical research using the aggregated medical data.

cs.GT

Optimal Policy for Inventory Management with Periodic and Controlled Resets

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential decision problems in which the decision-maker must not only balance holding and shortage costs but discard all inventory before a fixed number of decision epochs, with the option for an early inventory reset. Finding optimal policies using dynamic programming for these problems is particularly challenging since the resulting value functions are non-convex. Moreover, this structure cannot be easily analyzed using existing extended definitions, such as $K$-convexity. Our key contribution is to present sufficient conditions that ensure the optimal policy has an easily interpretable structure that generalizes the well-known $(s, S)$ policy from the operations literature. Furthermore, we demonstrate that the optimal policy has a four-threshold structure under these rather mild conditions. We then conclude with computational experiments, thereby illustrating the policy structures that can be extracted in several inventory management scenarios.

math.OC