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Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…

Artificial Intelligence · Computer Science 2020-11-05 Marcus Hoerger , Hanna Kurniawati

We consider a simple discrete-time controlled queueing system, where the controller has a choice of which server to use at each time slot and server performance varies according to a Markov modulated random environment. We explore the role…

Optimization and Control · Mathematics 2016-10-11 Azam Asanjarani , Yoni Nazarathy

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

This paper introduces algorithms for problems where a decision maker has to control a system composed of several components and has access to only partial information on the state of each component. Such problems are difficult because of…

Optimization and Control · Mathematics 2020-12-25 Victor Cohen , Axel Parmentier

This work introduces a novel deep learning-based architecture, termed the Deep Belief Markov Model (DBMM), which provides efficient, model-formulation agnostic inference in Partially Observable Markov Decision Process (POMDP) problems. The…

Machine Learning · Computer Science 2025-03-18 Giacomo Arcieri , Konstantinos G. Papakonstantinou , Daniel Straub , Eleni Chatzi

Partially Observable Markov Decision Processes (POMDPs) are a general and principled framework for motion planning under uncertainty. Despite tremendous improvement in the scalability of POMDP solvers, long-horizon POMDPs (e.g., $\geq15$…

Robotics · Computer Science 2024-11-12 Yuanchu Liang , Edward Kim , Wil Thomason , Zachary Kingston , Hanna Kurniawati , Lydia E. Kavraki

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…

Artificial Intelligence · Computer Science 2024-06-18 Tom Yotam , Vadim Indelman

Decentralized partially observable Markov decision processes (Dec-POMDPs) are rich models for cooperative decision-making under uncertainty, but are often intractable to solve optimally (NEXP-complete). The transition and observation…

Artificial Intelligence · Computer Science 2012-10-19 Jilles S. Dibangoye , Christopher Amato , Arnoud Doniec

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

Machine Learning · Computer Science 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Partially observable Markov decision processes (POMDPs) are a powerful abstraction for tasks that require decision making under uncertainty, and capture a wide range of real world tasks. Today, effective planning approaches exist that…

Machine Learning · Statistics 2018-05-24 Sebastian Tschiatschek , Kai Arulkumaran , Jan Stühmer , Katja Hofmann

State-of-the-art approaches to partially observable planning like POMCP are based on stochastic tree search. While these approaches are computationally efficient, they may still construct search trees of considerable size, which could limit…

Artificial Intelligence · Computer Science 2019-05-13 Thomy Phan , Lenz Belzner , Marie Kiermeier , Markus Friedrich , Kyrill Schmid , Claudia Linnhoff-Popien

Real-world planning problems, including autonomous driving and sustainable energy applications like carbon storage and resource exploration, have recently been modeled as partially observable Markov decision processes (POMDPs) and solved…

Artificial Intelligence · Computer Science 2024-08-01 Robert J. Moss , Anthony Corso , Jef Caers , Mykel J. Kochenderfer

POMDPs are standard models for probabilistic planning problems, where an agent interacts with an uncertain environment. We study the problem of almost-sure reachability, where given a set of target states, the question is to decide whether…

Artificial Intelligence · Computer Science 2015-11-30 Krishnendu Chatterjee , Martin Chmelik , Jessica Davies

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Jan Křetínský , Tobias Meggendorfer

The standard approach for Partially Observable Markov Decision Processes (POMDPs) is to convert them to a fully observed belief-state MDP. However, the belief state depends on the system model and is therefore not viable in reinforcement…

Machine Learning · Computer Science 2024-10-30 Amit Sinha , Matthieu Geist , Aditya Mahajan

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

Artificial Intelligence · Computer Science 2013-01-07 Blai Bonet , Judea Pearl

We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteration (PI). First, we develop a geometry-based analytical…

Machine Learning · Computer Science 2025-03-07 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis