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Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Data Structures and Algorithms · Computer Science 2016-11-15 Pedro D'Argenio , Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

Machine Learning · Computer Science 2025-03-06 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew

Complex real-world applications of cyber-physical systems give rise to the need for multi-objective controller synthesis, which concerns the problem of computing an optimal controller subject to multiple (possibly conflicting) criteria. The…

Artificial Intelligence · Computer Science 2022-03-04 Shenghui Chen , Kayla Boggess , David Parker , Lu Feng

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

We consider discrete-time Markov decision processes in which the decision maker is interested in long but finite horizons. First we consider reachability objective: the decision maker's goal is to reach a specific target state with the…

Optimization and Control · Mathematics 2019-11-14 Galit Ashkenazi-Golan , János Flesch , Arkadi Predtetchinski , Eilon Solan

Markov Decision Processes (MDPs) model systems with uncertain transition dynamics. Multiple-environment MDPs (MEMDPs) extend MDPs. They intuitively reflect finite sets of MDPs that share the same state and action spaces but differ in the…

Logic in Computer Science · Computer Science 2024-07-10 Marnix Suilen , Marck van der Vegt , Sebastian Junges

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Machine Learning · Statistics 2015-02-10 Assaf Hallak , Dotan Di Castro , Shie Mannor

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

Switched linear systems are time-varying nonlinear systems whose dynamics switch between different modes, where each mode corresponds to different linear dynamics. They arise naturally to model unexpected failures, environment uncertainties…

Optimization and Control · Mathematics 2019-04-26 Bo Wu , Murat Cubuktepe , Ufuk Topcu

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…

Optimization and Control · Mathematics 2020-08-19 Tien Mai , Patrick Jaillet

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

Optimization and Control · Mathematics 2019-09-16 Michael Hibbard , Yagiz Savas , Bo Wu , Takashi Tanaka , Ufuk Topcu

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 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

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