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Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this work, we study preference-based planning in a stochastic system modeled as a Markov decision…

Formal Languages and Automata Theory · Computer Science 2022-03-28 Abhishek Ninad Kulkarni , Jie Fu

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

Machine Learning · Computer Science 2021-06-15 Yujia Jin , Aaron Sidford

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…

Robotics · Computer Science 2011-03-24 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…

Data Structures and Algorithms · Computer Science 2018-02-07 José A. Soto , Abner Turkieltaub , Victor Verdugo

We study the (parameter) synthesis problem for one-counter automata with parameters. One-counter automata are obtained by extending classical finite-state automata with a counter whose value can range over non-negative integers and be…

Logic in Computer Science · Computer Science 2021-10-20 Guillermo A. Pérez , Ritam Raha

Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be subject of…

Performance · Computer Science 2017-06-21 Christel Baier , Clemens Dubslaff , Ľuboš Korenčiak , Antonín Kučera , Vojtěch Řehák

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

We consider a Markov process in continuous time with a finite number of discrete states. The time-dependent probabilities of being in any state of the Markov chain are governed by a set of ordinary differential equations, whose dimension…

Optimization and Control · Mathematics 2014-10-31 Fernando Lopez-Caamal , Tatiana T. Marquez-Lago

Continuous-time Markov decision processes (CTMDPs) are canonical models to express sequential decision-making under dense-time and stochastic environments. When the stochastic evolution of the environment is only available via sampling,…

Machine Learning · Computer Science 2023-03-17 Amin Falah , Shibashis Guha , Ashutosh Trivedi

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…

Optimization and Control · Mathematics 2012-08-17 Vikram Krishnamurthy

We present a method of automatically synthesizing steps to solve search problems. Given a specification of a search problem, our approach uses symbolic execution to analyze the specification in order to extract a set of constraints which…

Logic in Computer Science · Computer Science 2020-09-24 Mara Downing , Abtin Molavi , Lucas Bang

This paper marries two state-of-the-art controller synthesis methods for partially observable Markov decision processes (POMDPs), a prominent model in sequential decision making under uncertainty. A central issue is to find a POMDP…

Logic in Computer Science · Computer Science 2023-05-30 Roman Andriushchenko , Alexander Bork , Milan Češka , Sebastian Junges , Joost-Pieter Katoen , Filip Macák

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

We consider Markov Decision Processes (MDPs) with mean-payoff parity and energy parity objectives. In system design, the parity objective is used to encode \omega-regular specifications, and the mean-payoff and energy objectives can be used…

Computer Science and Game Theory · Computer Science 2011-04-18 Krishnendu Chatterjee , Laurent Doyen