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This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

Partially observable Markov decision processes (POMDPs) are a fundamental model for sequential decision-making under uncertainty. However, many verification and synthesis problems for POMDPs are undecidable or intractable. Most prominently,…

Artificial Intelligence · Computer Science 2026-04-23 Nathanaël Fijalkow , Arka Ghosh , Roman Kniazev , Guillermo A. Pérez , Pierre Vandenhove

Many medical decision-making tasks can be framed as partially observed Markov decision processes (POMDPs). However, prevailing two-stage approaches that first learn a POMDP and then solve it often fail because the model that best fits the…

Machine Learning · Statistics 2020-04-01 Joseph Futoma , Michael C. Hughes , Finale Doshi-Velez

This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…

Machine Learning · Computer Science 2024-03-01 Yannick Eich , Bastian Alt , Heinz Koeppl

We propose automated techniques for the verification and control of probabilistic real-time systems that are only partially observable. To formally model such systems, we define an extension of probabilistic timed automata in which local…

Logic in Computer Science · Computer Science 2015-06-24 Gethin Norman , David Parker , Xueyi Zou

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

Computer Science and Game Theory · Computer Science 2022-05-17 Hanrui Zhang , Yu Cheng , Vincent Conitzer

Penetration testing, the simulation of cyberattacks to identify security vulnerabilities, presents a sequential decision-making problem well-suited for reinforcement learning (RL) automation. Like many applications of RL to real-world…

Machine Learning · Computer Science 2025-09-25 Raphael Simon , Pieter Libin , Wim Mees

In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

Machine Learning · Computer Science 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…

Statistical Mechanics · Physics 2017-05-31 Sarah E. Marzen , James P. Crutchfield

Faced with an ever-increasing complexity of their domains of application, artificial learning agents are now able to scale up in their ability to process an overwhelming amount of information coming from their interaction with an…

Artificial Intelligence · Computer Science 2022-04-05 Mirza Ramicic , Andrea Bonarini

Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

Artificial Intelligence · Computer Science 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

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

Partially Observable Monte-Carlo Planning (POMCP) is a powerful online algorithm able to generate approximate policies for large Partially Observable Markov Decision Processes. The online nature of this method supports scalability by…

Artificial Intelligence · Computer Science 2021-04-29 Giulio Mazzi , Alberto Castellini , Alessandro Farinelli

Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a…

Artificial Intelligence · Computer Science 2011-10-05 N. Roy , G. Gordon , S. Thrun

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2014-08-12 Krishnendu Chatterjee , Martin Chmelik

This article considers the average optimality for a continuous-time Markov decision process with Borel state and action spaces and an arbitrarily unbounded nonnegative cost rate. The existence of a deterministic stationary optimal policy is…

Optimization and Control · Mathematics 2014-03-05 Yi Zhang

Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Krishna C. Kalagarla , Matthew Low , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo