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In this paper, we study planning in stochastic systems, modeled as Markov decision processes (MDPs), with preferences over temporally extended goals. Prior work on temporal planning with preferences assumes that the user preferences form a…

Robotics · Computer Science 2023-03-09 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Bhaskar Ramasubramanian , Luyao Niu , Andrew Clark , Linda Bushnell , Radha Poovendran

In this paper we define an infinite-dimensional controlled piecewise deterministic Markov process (PDMP) and we study an optimal control problem with finite time horizon and unbounded cost. This process is a coupling between a continuous…

Probability · Mathematics 2016-07-20 Vincent Renault , Michèle Thieullen , Emmanuel Trélat

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

For the task of moving a set of indistinguishable agents on a connected graph with unit edge distance to an arbitrary set of goal vertices, free of collisions, we propose a fast distance optimal control algorithm that guides the agents into…

Systems and Control · Computer Science 2015-03-20 Jingjin Yu , Steven M. LaValle

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time…

Optimization and Control · Mathematics 2025-09-30 Tingting Ni , Maryam Kamgarpour

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

Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Vikram Krishnamurthy

In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time discounting optimality criteria, and we establish that the…

Optimization and Control · Mathematics 2022-03-09 Konstantin Avrachenkov , Vladimir Gaitsgory , Lucas Gamertsfelder

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Giannis Delimpaltadakis , Morteza Lahijanian , Manuel Mazo , Luca Laurenti

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…

Artificial Intelligence · Computer Science 2023-10-10 Chen Pan , Fan Zhou , Xuanwei Hu , Xinxin Zhu , Wenxin Ning , Zi Zhuang , Siqiao Xue , James Zhang , Yunhua Hu

We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Dennis R. Anthony , Duy P. Nguyen , David Fridovich-Keil , Jaime F. Fisac

We extend anytime constraints to the Markov game setting and the corresponding solution concept of an anytime-constrained equilibrium (ACE). Then, we present a comprehensive theory of anytime-constrained equilibria that includes (1) a…

Machine Learning · Computer Science 2025-03-05 Jeremy McMahan

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh
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