{"id":"https://openalex.org/W7130727976","doi":"https://doi.org/10.48550/arxiv.2602.17086","title":"Dynamic Decision-Making under Model Misspecification: A Stochastic Stability Approach","display_name":"Dynamic Decision-Making under Model Misspecification: A Stochastic Stability Approach","publication_year":2026,"publication_date":"2026-02-19","ids":{"openalex":"https://openalex.org/W7130727976","doi":"https://doi.org/10.48550/arxiv.2602.17086"},"language":null,"primary_location":{"id":"pmh:doi:10.48550/arxiv.2602.17086","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":null,"any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5126482404","display_name":"Xinyu Dai","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Dai, Xinyu","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5126489057","display_name":"Daniel Chen","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chen, Daniel","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5126488556","display_name":"Yian Qian","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Qian, Yian","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5126482404"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9498000144958496,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9498000144958496,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.017999999225139618,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11031","display_name":"Game Theory and Applications","score":0.009600000455975533,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.4952999949455261},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.47209998965263367},{"id":"https://openalex.org/keywords/posterior-probability","display_name":"Posterior probability","score":0.4587000012397766},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.4478999972343445},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.4424999952316284},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.4300000071525574},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.42910000681877136},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.4009000062942505},{"id":"https://openalex.org/keywords/variable-order-bayesian-network","display_name":"Variable-order Bayesian network","score":0.35679998993873596}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.4952999949455261},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48649999499320984},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.47209998965263367},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4596000015735626},{"id":"https://openalex.org/C57830394","wikidata":"https://www.wikidata.org/wiki/Q278079","display_name":"Posterior probability","level":3,"score":0.4587000012397766},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.4478999972343445},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4424999952316284},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.4300000071525574},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.42910000681877136},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4077000021934509},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.4009000062942505},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.38029998540878296},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.37779998779296875},{"id":"https://openalex.org/C71983512","wikidata":"https://www.wikidata.org/wiki/Q7915687","display_name":"Variable-order Bayesian network","level":4,"score":0.35679998993873596},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.32600000500679016},{"id":"https://openalex.org/C73602740","wikidata":"https://www.wikidata.org/wiki/Q7795822","display_name":"Thompson sampling","level":3,"score":0.3197000026702881},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.31790000200271606},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.3174999952316284},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.31709998846054077},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.31360000371932983},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.3075000047683716},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.29739999771118164},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.29490000009536743},{"id":"https://openalex.org/C82142266","wikidata":"https://www.wikidata.org/wiki/Q3456604","display_name":"Dynamic Bayesian network","level":3,"score":0.2856999933719635},{"id":"https://openalex.org/C79772020","wikidata":"https://www.wikidata.org/wiki/Q5159264","display_name":"Conditional independence","level":2,"score":0.2840999960899353},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.2775999903678894},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.2639000117778778},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.2603999972343445},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.2567000091075897}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:doi:10.48550/arxiv.2602.17086","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"doi:10.48550/arxiv.2602.17086","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2602.17086","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:doi:10.48550/arxiv.2602.17086","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.7988365292549133,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Dynamic":[0],"decision-making":[1,184],"under":[2,169],"model":[3,24,49,73,76,115],"uncertainty":[4],"is":[5,51],"central":[6],"to":[7,111,142],"many":[8],"economic":[9],"environments,":[10],"yet":[11],"existing":[12],"bandit":[13],"and":[14,31,78,89,103,117,146,149,164,177],"reinforcement":[15,41],"learning":[16,42,173],"algorithms":[17],"rely":[18],"on":[19,132],"the":[20,29,36,48,84,90,109,133,144,155,161,180],"assumption":[21],"of":[22,33,35,60,86,154,167,182],"correct":[23,72],"specification.":[25],"This":[26,136],"paper":[27],"studies":[28],"behavior":[30],"performance":[32],"one":[34],"most":[37],"commonly":[38],"used":[39],"Bayesian":[40,172],"algorithms,":[43],"Thompson":[44],"Sampling":[45],"(TS),":[46],"when":[47],"class":[50,116],"misspecified.":[52],"We":[53,106],"first":[54,162],"provide":[55],"a":[56,64,112,119,129],"complete":[57],"dynamic":[58],"classification":[59,166],"posterior":[61,126,156],"evolution":[62,127],"in":[63,185],"misspecified":[65],"two-armed":[66],"Gaussian":[67],"bandit,":[68],"identifying":[69],"distinct":[70],"regimes:":[71],"concentration,":[74,77],"incorrect":[75],"persistent":[79],"belief":[80,134],"mixing,":[81],"characterized":[82],"by":[83],"direction":[85],"statistical":[87],"evidence":[88],"model-action":[91],"mapping.":[92],"These":[93],"regimes":[94],"yield":[95],"sharp":[96],"predictions":[97],"for":[98],"limiting":[99],"beliefs,":[100],"action":[101],"frequencies,":[102],"asymptotic":[104],"regret.":[105],"then":[107],"extend":[108],"analysis":[110],"general":[113],"finite":[114],"develop":[118],"unified":[120],"stochastic":[121],"stability":[122],"framework":[123],"that":[124],"represents":[125],"as":[128],"Markov":[130],"process":[131],"simplex.":[135],"approach":[137],"characterizes":[138],"two":[139],"sufficient":[140],"conditions":[141],"classify":[143],"ergodic":[145],"transient":[147],"behaviors":[148],"provides":[150],"inductive":[151],"dimensional":[152],"reductions":[153],"dynamics.":[157],"Our":[158],"results":[159],"offer":[160],"qualitative":[163],"geometric":[165],"TS":[168],"misspecification,":[170],"bridging":[171],"with":[174],"evolutionary":[175],"dynamics,":[176],"also":[178],"build":[179],"foundations":[181],"robust":[183],"structured":[186],"bandits.":[187]},"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2026-02-21T00:00:00"}
