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We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Artificial Intelligence · Computer Science 2025-10-28 Yijia Wang , Daniel R. Jiang

Missions for autonomous systems often require agents to visit multiple targets in complex operating conditions. This work considers the problem of visiting a set of targets in minimum time by a team of non-communicating agents in a Markov…

Optimization and Control · Mathematics 2023-06-21 Farhad Nawaz , Melkior Ornik

Interpretable reinforcement learning policies are essential for high-stakes decision-making, yet optimizing decision tree policies in Markov Decision Processes (MDPs) remains challenging. We propose SPOT, a novel method for computing…

Machine Learning · Computer Science 2025-10-23 Xuyuan Xiong , Pedro Chumpitaz-Flores , Kaixun Hua , Cheng Hua

We introduce the spatiotemporal Markov decision process (STMDP), a special type of Markov decision process that models sequential decision-making problems which are not only characterized by temporal, but also by spatial interaction…

Optimization and Control · Mathematics 2025-01-08 M. C. de Jongh , Richard J. Boucherie , M. N. M. van Lieshout

This paper addresses the problem of learning abstractions that boost robot planning performance while providing strong guarantees of reliability. Although state-of-the-art hierarchical robot planning algorithms allow robots to efficiently…

Robotics · Computer Science 2022-04-26 Naman Shah , Siddharth Srivastava

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

The Skolem problem and the related Positivity problem for linear recurrence sequences are outstanding number-theoretic problems whose decidability has been open for many decades. In this paper, the inherent mathematical difficulty of a…

Logic in Computer Science · Computer Science 2020-04-27 Jakob Piribauer , Christel Baier

With the pervasiveness of Stochastic Shortest-Path (SSP) problems in high-risk industries, such as last-mile autonomous delivery and supply chain management, robust planning algorithms are crucial for ensuring successful task completion…

Artificial Intelligence · Computer Science 2024-08-19 Clinton Enwerem , Erfaun Noorani , John S. Baras , Brian M. Sadler

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Meta-planning, or learning to guide planning from experience, is a promising approach to improving the computational cost of planning. A general meta-planning strategy is to learn to impose constraints on the states considered and actions…

Machine Learning · Computer Science 2020-11-10 Rohan Chitnis , Tom Silver , Beomjoon Kim , Leslie Pack Kaelbling , Tomas Lozano-Perez

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

In up-to-date machine learning (ML) applications on cloud or edge computing platforms, batching is an important technique for providing efficient and economical services at scale. In particular, parallel computing resources on the…

Machine Learning · Computer Science 2023-09-04 Yaodan Xu , Jingzhou Sun , Sheng Zhou , Zhisheng Niu

Several goal-oriented problems in the real-world can be naturally expressed as Stochastic Shortest Path Problems (SSPs). However, the computational complexity of solving SSPs makes finding solutions to even moderately sized problems…

Artificial Intelligence · Computer Science 2022-10-12 Rushang Karia , Rashmeet Kaur Nayyar , Siddharth Srivastava

The automated synthesis of control policies for stochastic dynamical systems presents significant challenges. A standard approach is to construct a finite-state abstraction of the continuous system, typically represented as a Markov…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Mahdi Nazeri , Thom Badings , Sadegh Soudjani , Alessandro Abate

This paper proposes a comprehensive hierarchical control framework for autonomous decision-making arising in robotics and autonomous systems. In a typical hierarchical control architecture, high-level decision making is often characterised…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Xue-Fang Wang , Jingjing Jiang , Wen-Hua Chen

We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies…

Machine Learning · Computer Science 2023-02-01 Gergely Neu , Nneka Okolo

This paper presents a decentralized, online planning approach for scalable maneuver planning for large constellations. While decentralized, rule-based strategies have facilitated efficient scaling, optimal decision-making algorithms for…

Robotics · Computer Science 2025-01-07 William Kuhl , Jun Wang , Duncan Eddy , Mykel Kochenderfer

We propose and analyze a temporal concatenation heuristic for solving large-scale finite-horizon Markov decision processes (MDP), which divides the MDP into smaller sub-problems along the time horizon and generates an overall solution by…

Optimization and Control · Mathematics 2022-06-22 Ruiyang Song , Kuang Xu

We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving…

Optimization and Control · Mathematics 2022-06-14 Eric Larsen , Emma Frejinger , Bernard Gendron , Andrea Lodi

We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…

Machine Learning · Computer Science 2016-02-05 Shai Shalev-Shwartz , Nir Ben-Zrihem , Aviad Cohen , Amnon Shashua
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