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We present a compositional model checking algorithm for Markov decision processes, in which they are composed in the categorical graphical language of string diagrams. The algorithm computes optimal expected rewards. Our theoretical…

Logic in Computer Science · Computer Science 2023-07-19 Kazuki Watanabe , Clovis Eberhart , Kazuyuki Asada , Ichiro Hasuo

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…

Machine Learning · Computer Science 2022-12-09 Tianjun Zhang , Tongzheng Ren , Mengjiao Yang , Joseph E. Gonzalez , Dale Schuurmans , Bo Dai

In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

The increasing use of autonomous robot systems in hazardous environments underscores the need for efficient search and rescue operations. Despite significant advancements, existing literature on object search often falls short in overcoming…

Robotics · Computer Science 2024-04-08 Matthew Collins , Jared J. Beard , Nicholas Ohi , Yu Gu

We consider distribution-based objectives for Markov Decision Processes (MDP). This class of objectives gives rise to an interesting trade-off between full and partial information. As in full observation, the strategy in the MDP can depend…

Logic in Computer Science · Computer Science 2018-04-26 S. Akshay , Blaise Genest , Nikhil Vyas

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

The Markov assumption in Markov Decision Processes (MDPs) is fundamental in reinforcement learning, influencing both theoretical research and practical applications. Existing methods that rely on the Bellman equation benefit tremendously…

Methodology · Statistics 2024-09-24 Chuyun Ye , Lixing Zhu , Ruoqing Zhu

Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…

Logic in Computer Science · Computer Science 2024-11-26 Kevin Batz , Benjamin Lucien Kaminski , Christoph Matheja , Tobias Winkler

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity conditions for POMDPs and their belief-MDP reductions, where…

Optimization and Control · Mathematics 2025-01-03 Ali Devran Kara , Serdar Yuksel

A labelled Markov decision process is a labelled Markov chain with nondeterminism, i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by applications of…

Formal Languages and Automata Theory · Computer Science 2020-09-25 Stefan Kiefer , Qiyi Tang

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

Logic in Computer Science · Computer Science 2025-05-26 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang

We consider planning problems for graphs, Markov decision processes (MDPs), and games on graphs. While graphs represent the most basic planning model, MDPs represent interaction with nature and games on graphs represent interaction with an…

Data Structures and Algorithms · Computer Science 2018-04-20 Krishnendu Chatterjee , Wolfgang Dvořák , Monika Henzinger , Alexander Svozil

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

This paper considers large families of Markov chains (MCs) that are defined over a set of parameters with finite discrete domains. Such families occur in software product lines, planning under partial observability, and sketching of…

Logic in Computer Science · Computer Science 2019-03-27 Milan Ceska , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay