This thrust focuses on decision making under uncertainty, both in centralized and decentralized settings, and for single and multi-agent environments. A key objective is to merge ideas from stochastic programming and reinforcement learning for solving multi-stage optimization problems under uncertainty. In this thrust, the U.S. National Science Foundation AI Research Institute for Advances in Optimization explores the forecasting of highly dimensional time series, uncertainty quantification, Bayesian optimization, and decentralization learning and optimization.