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We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

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

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

We consider qualitative strategy synthesis for the formalism called consumption Markov decision processes. This formalism can model dynamics of an agents that operates under resource constraints in a stochastic environment. The presented…

Artificial Intelligence · Computer Science 2021-05-06 František Blahoudek , Petr Novotný , Melkior Ornik , Pranay Thangeda , Ufuk Topcu

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

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

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

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

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

This paper considers the permissive supervisor synthesis for probabilistic systems modeled as Markov Decision Processes (MDP). Such systems are prevalent in power grids, transportation networks, communication networks and robotics. Unlike…

Logic in Computer Science · Computer Science 2017-03-23 Bo Wu , Xiaobin Zhang , Hai Lin

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…

Artificial Intelligence · Computer Science 2012-12-06 Jake Bouvrie , Mauro Maggioni