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We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang

Many communication and control problems are cast as multi-objective Markov decision processes (MOMDPs). The complete solution to an MOMDP is the Pareto front. Much of the literature approximates this front via scalarization into…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Jiping Luo , Nikolaos Pappas

We consider synchronizing properties of Markov decision processes (MDP), viewed as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in some…

Logic in Computer Science · Computer Science 2014-07-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Solving partially observable Markov decision processes (POMDPs) with high dimensional and continuous observations, such as camera images, is required for many real life robotics and planning problems. Recent researches suggested machine…

Artificial Intelligence · Computer Science 2025-05-27 Idan Lev-Yehudi , Moran Barenboim , Vadim Indelman

Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks. In this paper we focus on the numerical solution of a subclass of…

Statistics Theory · Mathematics 2025-11-07 Alice Cleynen , Benoîte de Saporta

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…

Artificial Intelligence · Computer Science 2012-07-19 Norman Ferns , Prakash Panangaden , Doina Precup

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

Partially observable Markov decision processes (POMDPs) are a fundamental model for sequential decision-making under uncertainty. However, many verification and synthesis problems for POMDPs are undecidable or intractable. Most prominently,…

Artificial Intelligence · Computer Science 2026-04-23 Nathanaël Fijalkow , Arka Ghosh , Roman Kniazev , Guillermo A. Pérez , Pierre Vandenhove

Markov decision processes can be viewed as transformers of probability distributions. While this view is useful from a practical standpoint to reason about trajectories of distributions, basic reachability and safety problems are known to…

Logic in Computer Science · Computer Science 2023-05-29 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

Planning under uncertainty is critical to robotics. The Partially Observable Markov Decision Process (POMDP) is a mathematical framework for such planning problems. It is powerful due to its careful quantification of the non-deterministic…

Robotics · Computer Science 2021-07-19 Hanna Kurniawati

Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…

Probability · Mathematics 2022-09-30 Andrea Bertazzi , Joris Bierkens , Paul Dobson

In this paper we present a review of the connections between classical algorithms for solving Markov Decision Processes (MDPs) and classical gradient-based algorithms in convex optimization. Some of these connections date as far back as the…

Optimization and Control · Mathematics 2021-11-29 Julien Grand-Clément

For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the…

Probability · Mathematics 2007-11-15 Arie Leizarowitz , Adam Shwartz