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This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…

Artificial Intelligence · Computer Science 2023-06-05 Tom Zahavy , Brendan O'Donoghue , Guillaume Desjardins , Satinder Singh

In this paper, we focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

Entropic risk (ERisk) is an established risk measure in finance, quantifying risk by an exponential re-weighting of rewards. We study ERisk for the first time in the context of turn-based stochastic games with the total reward objective.…

Computer Science and Game Theory · Computer Science 2023-07-14 Christel Baier , Krishnendu Chatterjee , Tobias Meggendorfer , Jakob Piribauer

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

We consider the framework of transfer-entropy-regularized Markov Decision Process (TERMDP) in which the weighted sum of the classical state-dependent cost and the transfer entropy from the state random process to the control random process…

Optimization and Control · Mathematics 2020-05-29 Takashi Tanaka , Henrik Sandberg , Mikael Skoglund

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

We investigate the problem of optimal control synthesis for Markov Decision Processes (MDPs), addressing both qualitative and quantitative objectives. Specifically, we require the system to satisfy a qualitative task specified by a Linear…

Systems and Control · Electrical Eng. & Systems 2025-09-19 Yu Chen , Xuanyuan Yin , Shaoyuan Li , Xiang Yin

We study infinite-horizon Markov decision processes (MDPs) where the decision maker evaluates each of her strategies by aggregating the infinite stream of expected stage-rewards. The crucial feature of our approach is that the aggregation…

Optimization and Control · Mathematics 2026-03-05 János Flesch , Arkadi Predtetchinski , William D Sudderth , Xavier Venel

This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…

Optimization and Control · Mathematics 2024-12-10 Erhan Bayraktar , Yu-Jui Huang , Zhenhua Wang , Zhou Zhou

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

Machine Learning · Computer Science 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

We study qualitative multi-objective reachability problems for Ordered Branching Markov Decision Processes (OBMDPs), or equivalently context-free MDPs, building on prior results for single-target reachability on Branching Markov Decision…

Computer Science and Game Theory · Computer Science 2020-08-25 Kousha Etessami , Emanuel Martinov

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is…

Logic in Computer Science · Computer Science 2023-03-07 Christel Baier , Joachim Klein , Sascha Klüppelholz , Sascha Wunderlich

Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewards, and probability transitions. When in a given state and…

The window mean-payoff objective strengthens the classical mean-payoff objective by computing the mean-payoff over a finite window that slides along an infinite path. Two variants have been considered: in one variant, the maximum window…

Computer Science and Game Theory · Computer Science 2025-01-10 Pranshu Gaba , Shibashis Guha

Autonomous agents are often required to plan under multiple objectives whose preference ordering varies based on context. The agent may encounter multiple contexts during its course of operation, each imposing a distinct lexicographic…

Artificial Intelligence · Computer Science 2025-11-06 Pulkit Rustagi , Yashwanthi Anand , Sandhya Saisubramanian