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Policies for Partially Observable Markov Decision Processes (POMDPs) are often designed using a nominal system model. In practice, this model can deviate from the true system during deployment due to factors such as calibration drift or…

Artificial Intelligence · Computer Science 2026-04-24 Benjamin Kraske , Qi Heng Ho , Federico Rossi , Morteza Lahijanian , Zachary Sunberg

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic max(min) polynomial equations, referred to as maxPPSs (and minPPSs, respectively), in time polynomial in both the encoding…

Computational Complexity · Computer Science 2012-02-24 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…

Optimization and Control · Mathematics 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…

Optimization and Control · Mathematics 2023-03-14 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

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

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

A standard model that arises in several applications in sequential decision making is partially observable Markov decision processes (POMDPs) where a decision-making agent interacts with an uncertain environment. A basic objective in such…

Computational Complexity · Computer Science 2025-06-16 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Ali Shafiee

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…

Computational Complexity · Computer Science 2026-05-11 Ali Asadi , Krishnendu Chatterjee , Alipasha Montaseri , Ali Shafiee

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Machine Learning · Computer Science 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek
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