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Markov decision processes (MDPs) are the standard formalism for modelling sequential decision making in stochastic environments. Policy synthesis addresses the problem of how to control or limit the decisions an agent makes so that a given…

Logic in Computer Science · Computer Science 2017-10-09 Peter Baumgartner , Sylvie Thiébaux , Felipe Trevizan

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

Optimization and Control · Mathematics 2020-07-06 Li Xia , Xianping Guo , Xi-Ren Cao

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

This study strengthens the links between Mean Payoff Games (\MPG{s}) and Energy Games (EG{s}). Firstly, we offer a faster $O(|V|^2|E|W)$ pseudo-polynomial time and $\Theta(|V|+|E|)$ space deterministic algorithm for solving the Value…

Data Structures and Algorithms · Computer Science 2016-09-07 Carlo Comin , Romeo Rizzi

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. We establish the complexity bound $\widetilde{O}\left(SA\frac{H}{\varepsilon^2}…

Machine Learning · Computer Science 2024-03-21 Matthew Zurek , Yudong Chen

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

We study automated test generation for verifying discrete decision-making modules in autonomous systems. We utilize linear temporal logic to encode the requirements on the system under test in the system specification and the behavior that…

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

Optimization and Control · Mathematics 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

Energy Markov Decision Processes (EMDPs) are finite-state Markov decision processes where each transition is assigned an integer counter update and a rational payoff. An EMDP configuration is a pair s(n), where s is a control state and n is…

Logic in Computer Science · Computer Science 2016-07-05 Tomáš Brázdil , Antonín Kučera , Petr Novotný

A formulation for the automated generation of algorithms via mathematical programming (optimization) is proposed. The formulation is based on the concept of optimizing within a parameterized family of algorithms, or equivalently a family of…

Optimization and Control · Mathematics 2018-02-14 Alexander Mitsos , Jaromił Najman , Ioannis G. Kevrekidis

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

This work focuses on optimal harvesting-renewing for a stochastic population. A mixed regular-singular control formulation with a state constraint and regime-switching is introduced. The decision-makers either harvest or renew with finite…

Optimization and Control · Mathematics 2022-11-07 K. Q. Tran , L. T. N. Bich , George Yin

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

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

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

Systems and Control · Computer Science 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka