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Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

This paper studies motion planning of a mobile robot under uncertainty. The control objective is to synthesize a {finite-memory} control policy, such that a high-level task specified as a Linear Temporal Logic (LTL) formula is satisfied…

Robotics · Computer Science 2017-10-24 Meng Guo , Michael M. Zavlanos

This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…

Artificial Intelligence · Computer Science 2013-01-07 Michail Lagoudakis , Ron Parr

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Zixuan He , Charalambos D. Charalambous , Photios A. Stavrou

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

Machine Learning · Computer Science 2021-12-13 Jean Tarbouriech , Runlong Zhou , Simon S. Du , Matteo Pirotta , Michal Valko , Alessandro Lazaric

Several attempts to dampen the curse of dimensionnality problem of the Dynamic Programming approach for solving multistage optimization problems have been investigated. One popular way to address this issue is the Stochastic Dual Dynamic…

Optimization and Control · Mathematics 2020-10-09 Marianne Akian , Jean-Philippe Chancelier , Benoît Tran

This paper considers an optimal task allocation problem for human robot collaboration in human robot systems with persistent tasks. Such human robot systems consist of human operators and intelligent robots collaborating with each other to…

Robotics · Computer Science 2017-06-02 Bo Wu , Bin Hu , Hai Lin

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

We introduce two new no-regret algorithms for the stochastic shortest path (SSP) problem with a linear MDP that significantly improve over the only existing results of (Vial et al., 2021). Our first algorithm is computationally efficient…

Machine Learning · Computer Science 2021-12-21 Liyu Chen , Rahul Jain , Haipeng Luo

We investigate the problem of optimal control synthesis for Markov Decision Processes (MDPs), addressing both qualitative and quantitative objectives. Specifically, we require the system to satisfy a qualitative task specified by a Linear…

Systems and Control · Electrical Eng. & Systems 2025-09-19 Yu Chen , Xuanyuan Yin , Shaoyuan Li , Xiang Yin

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

We study policy optimization problems for deterministic Markov decision processes (MDPs) with metric state and action spaces, which we refer to as Metric Policy Optimization Problems (MPOPs). Our goal is to establish theoretical results on…

Optimization and Control · Mathematics 2022-07-14 Victor D. Dorobantu , Kamyar Azizzadenesheli , Yisong Yue

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

Optimization and Control · Mathematics 2014-02-06 Ioannis Tzortzis , Charalambos D. Charalambous , Themistoklis Charalambous

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Saghar Adler , Vijay Subramanian

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

Artificial Intelligence · Computer Science 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar
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