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Markov Decision Process (MDP) is the underlying model for optimal planning for decision-theoretic agents in stochastic environments. Although much research focuses on solving MDP problems both in tabular form or using factored…

Artificial Intelligence · Computer Science 2021-03-02 Daniela Kuinchtner , Afonso Sales , Felipe Meneguzzi

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

A decision process in which rewards depend on history rather than merely on the current state is called a decision process with non-Markovian rewards (NMRDP). In decision-theoretic planning, where many desirable behaviours are more…

Artificial Intelligence · Computer Science 2011-09-13 C. Gretton , F. Kabanza , D. Price , J. Slaney , S. Thiebaux

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

Machine Learning · Computer Science 2015-09-01 Peng Guan , Maxim Raginsky , Rebecca Willett

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Despite their near dominance, heuristic state search planners still lag behind disjunctive planners in the generation of parallel plans in classical planning. The reason is that directly searching for parallel solutions in state space…

Artificial Intelligence · Computer Science 2011-06-28 S. Kambhampati , R. Sanchez

We investigate the use of low-precision first-order methods (FOMs) within a fix-and-propagate (FP) framework for solving mixed-integer programming problems (MIPs). We employ GPU-accelerated PDLP, a variant of the Primal-Dual Hybrid Gradient…

Optimization and Control · Mathematics 2026-03-05 Nils-Christian Kempke , Thorsten Koch

We study regret minimization in non-episodic factored Markov decision processes (FMDPs), where all existing algorithms make the strong assumption that the factored structure of the FMDP is known to the learner in advance. In this paper, we…

Machine Learning · Computer Science 2021-10-12 Aviv Rosenberg , Yishay Mansour

Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt

The goal of partial-order methods is to accelerate the exploration of concurrent systems by examining only a representative subset of all possible runs. The stateful approach builds a transition system with representative runs, while the…

Logic in Computer Science · Computer Science 2024-11-27 Frédéric Herbreteau , Sarah Larroze-Jardiné , Gérald Point , Igor Walukiewicz

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

Partially observable Markov decision processes (POMDPs) offer a principled formalism for planning under state and transition uncertainty. Despite advances made towards solving large POMDPs, obtaining performant policies under limited…

Artificial Intelligence · Computer Science 2026-04-03 Zakariya Laouar , Qi Heng Ho , Zachary Sunberg

Security-Constrained Unit Commitment is a fundamental optimization problem in power systems operations. The primary computational bottleneck arises from the need to solve large-scale Linear Programming (LP) relaxations within…

Optimization and Control · Mathematics 2025-10-14 Jinxin Xiong , Yanting Huang , Yingxiao Wang , Linxin Yang , Jianghua Wu , Shunbo Lei , Akang Wang

We introduce a class of partially observed Markov decision processes (POMDPs) with costs that can depend on both the value and (future) uncertainty associated with the initial state. These Initial-State Cost POMDPs (ISC-POMDPs) enable the…

Systems and Control · Electrical Eng. & Systems 2025-03-10 Timothy L. Molloy

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

We study the problem of learning policy of an infinite-horizon, discounted cost, Markov decision process (MDP) with a large number of states. We compute the actions of a policy that is nearly as good as a policy chosen by a suitable oracle…

Machine Learning · Computer Science 2019-09-02 Masoud Badiei Khuzani , Varun Vasudevan , Hongyi Ren , Lei Xing

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…

Artificial Intelligence · Computer Science 2009-09-25 N. L. Zhang , W. Liu