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Jan Křetinský

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Preprint Jul 2026

dtControl2+$\varepsilon$: Trading Optimality for Explainability in MDPs via Decision Trees

Over the past decade, decision trees have been used to represent controllers (a.k.a. policies) in an explainable way, with dtControl2 as a current state-of-the-art tool. However, for systems that are large or have many corner cases, even such representations tend to be too complex and not human-comprehensible. Unfortunately, reducing the size of the decision tree is not straightforward, as missing just a single crucial case might result in an incorrect controller. We tackle this issue in the setting of Markov decision processes, extending dtControl2 by"$\varepsilon$"functionality: Given an allowed imprecision $\varepsilon \geq 0$, we construct a smaller decision tree, distilling the essence of the controller, while still guaranteeing its $\varepsilon$-optimality. This enables us to provide tunably simpler explanations, omitting a controllable amount of detail. Our tool constructs decision trees that are orders of magnitude smaller than the state of the art.

Tereza Kinská, Jan Křetinský, Tobias Meggendorfer et al. · 0 citations
Preprint Aug 2026

Quantifying Risk Under Evolving Uncertainty: Belief-Dependent Robustness for Safe Sequential Decision Making

RATTL targets runtime safety for agents, including LLM-based systems, acting under uncertainty, and proves a Safety Sandwich: the RATTL value lies between the uninformed robust value and the full- knowledge optimum, with a gap that vanishes as the posterior concentrates.

D. Ganguly, Jan Křetinský · 0 citations
#artificial intelligence Preprint Aug 2026

Robust Risk Under Evolving Uncertainty: A Wasserstein Counterpart of the Entropic Value-at-Risk

An agent still learning its environment should be cautious while ignorant and bold once confident. The entropic value-at-risk captures this through a robust-optimization identity---a confidence level fixes the radius of a relative-entropy ball of alternative models---but that ball cannot reach catastrophes the nominal deems impossible, precisely what a safe agent must hedge. We instead use an optimal-transport ball and study the coherent risk measure it induces, the Wasserstein entropic value-at-risk. It has a variational dual mirroring the entropic formula (an inverse temperature becomes a transport price), occupies a definite place in the risk hierarchy, and provably accounts for the reachable catastrophes the entropic measure ignores; we verify both dualities numerically. Driving the transport radius by belief entropy then yields a closed-form robust dynamic-programming operator whose caution contracts as the belief sharpens, with a certified safety sandwich and a sharp safety switch.

D. Ganguly, Jan Křetinský · 0 citations

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