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Optimal policies in Markov decision processes (MDPs) are very sensitive to model misspecification. This raises serious concerns about deploying them in high-stake domains. Robust MDPs (RMDP) provide a promising framework to mitigate…

Machine Learning · Computer Science 2019-12-06 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

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

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Saber Jafarpour , Samuel Coogan

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

The main goal in task planning is to build a sequence of actions that takes an agent from an initial state to a goal state. In robotics, this is particularly difficult because actions usually have several possible results, and sensors are…

Artificial Intelligence · Computer Science 2021-04-12 Sergio A. Serrano , Elizabeth Santiago , Jose Martinez-Carranza , Eduardo Morales , L. Enrique Sucar

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Deep learning has been shown to achieve impressive results in several tasks where a large amount of training data is available. However, deep learning solely focuses on the accuracy of the predictions, neglecting the reasoning process…

Artificial Intelligence · Computer Science 2020-02-07 Giuseppe Marra , Michelangelo Diligenti , Francesco Giannini , Marco Gori , Marco Maggini

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

Machine Learning · Computer Science 2020-06-18 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

In scenarios involving the grasping of multiple targets, the learning of stacking relationships between objects is fundamental for robots to execute safely and efficiently. However, current methods lack subdivision for the hierarchy of…

Robotics · Computer Science 2023-06-27 Zewen Wu , Jian Tang , Xingyu Chen , Chengzhong Ma , Xuguang Lan , Nanning Zheng

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is…

Systems and Control · Electrical Eng. & Systems 2024-04-09 İlker Işık , Onur Yigit Arpali , Ebru Aydin Gol

The ability of Large Language Models (LLMs) to extract context from natural language problem descriptions naturally raises questions about their suitability in autonomous decision-making settings. This paper studies the behaviour of these…

Artificial Intelligence · Computer Science 2025-07-22 Xiao Yang , Juxi Leitner , Michael Burke

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

In a sequential decision-making problem, the information structure is the description of how events in the system occurring at different points in time affect each other. Classical models of reinforcement learning (e.g., MDPs, POMDPs)…

Machine Learning · Computer Science 2024-05-29 Awni Altabaa , Zhuoran Yang

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

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant