Optimal Stopping

Autonomous tool-using agents in networked environments must decide which information source to query and when to stop querying and act. Without principled bounds on information-acquisition costs, unconstrained agents exhibit systematic failure modes: excessive tool use under congestion, prolonged deliberation under time decay, and brittle behavior under ambiguous evidence. We propose the Triadic Cognitive Architecture (TCA), a decision-theoretic framework that formalizes these failure modes via cognitive friction. By combining nonlinear filtering, congestion-dependent cost dynamics, and HJB optimal stopping, TCA models deliberation as stochastic control over a joint belief-congestion state, explicitly pricing information by tool signal quality and live network load. TCA yields an HJB-inspired stopping boundary and a computable rollout-based approximation of belief-dependent value-of-information with a net-utility halting condition. We validate TCA in two controlled environments (EMDG and NSTG) designed to isolate stopping quality, action selection under congestion, and temporal urgency. TCA improves resource outcomes while reducing time-to-action without degrading accuracy, gaining 36 viability points in EMDG and 33 integrity points in NSTG over greedy baselines. Ablations show that selection and stopping must be optimized jointly, as stopping rules alone recover at most 4 viability points. Sensitivity sweeps over alpha, beta, and lambda_S yield stable accuracy and interpretable trade-offs, and a continuation-value sweep over eta values 0, 0.1, 0.3, and 0.5 finds eta equal to zero is optimal under high temporal urgency. Finally, we demonstrate an illustrative instantiation around a black-box LLM on a memorisation-free corpus, where the same stopping principle executes using empirically computable uncertainty and value-of-information proxies.

In this applied paper, we address the difficult open problem of when to discharge patients from the Intensive Care Unit. This can be conceived as an optimal stopping scenario with three added challenges: 1) the evaluation of a stopping strategy from observational data is itself a complex causal inference problem, 2) the composite objective is to minimize the length of intervention and maximize the outcome, but the two cannot be collapsed to a single dimension, and 3) the recording of variables stops when the intervention is discontinued. Our contributions are two-fold. First, we generalize the implementation of the g-formula Python package, providing a framework to evaluate stopping strategies for problems with the aforementioned structure, including positivity and coverage checks. Second, with a fully open-source pipeline, we apply this approach to MIMIC-IV, a public ICU dataset, demonstrating the potential for strategies that improve upon current care.

Currently, an excessive amount of event data is being obtained in four-dimensional inelastic neutron-scattering experiments. A method for automatic bin-width optimization of multidimensional histograms has been developed and recently validated on real inelastic neutron-scattering data. However, measuring beyond the equipment resolution leads to inefficient use of valuable beam time. To improve experimental efficiency, an automatic termination strategy is essential. We propose a Bayesian-optimization-based method to compute a stopping criterion that can support online decisions on whether to continue or terminate an experiment. In the proposed method, the bin-width optimization is performed using Bayesian optimization to efficiently compute the optimal bin widths. The experiment is terminated when the optimal bin widths become smaller than the target resolutions. In numerical experiments using real inelastic neutron-scattering data, the optimal bin widths decrease as the number of events increases. Even the optimal bin widths for data downsampled to 1/5 are comparable with the resolutions limited by the sample size, choppers, and so on. This implies excessive measurement of the inelastic neutron experiments for the moment. Moreover, we found that Bayesian optimization can reduce the search cost to approximately 10% of an exhaustive search in our numerical experiments.

We explore the question of how to learn an optimal search strategy within the example of a parking problem where parking opportunities arrive according to an unknown inhomogeneous Poisson process. The optimal policy is a threshold-type stopping rule characterized by an indifference position. We propose an algorithm that learns this threshold by estimating the integrated jump intensity rather than the intensity function itself. We show that our algorithm achieves a logarithmic regret growth, uniformly over a broad class of environments. Moreover, we prove a logarithmic minimax regret lower bound, establishing the growth optimality of the proposed approach.