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The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

Artificial Intelligence · Computer Science 2023-02-14 Marc Rigter , Bruno Lacerda , Nick Hawes

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

Portfolio Management · Quantitative Finance 2012-10-19 Marek Petrik , Dharmashankar Subramanian

Among classical search algorithms with the same heuristic information, with sufficient memory A* is essentially as fast as possible in finding a proven optimal solution. However, in many situations optimal solutions are simply infeasible,…

Artificial Intelligence · Computer Science 2015-11-30 Dimitri Klimenko , Hanna Kurniawati , Marcus Gallagher

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Machine Learning · Computer Science 2021-12-03 Hanjun Dai , Yuan Xue , Zia Syed , Dale Schuurmans , Bo Dai

Path planning for multiple robots (MRPP) represents a task of finding non-colliding paths for robots through which they can navigate from their initial positions to specified goal positions. The problem is usually modeled using undirected…

Robotics · Computer Science 2021-03-09 Pavel Surynek

Shortest path (SP) computation is the building block for many location-based services, and achieving high throughput SP query processing with real-time response is crucial for those services. However, existing solutions can hardly handle…

Databases · Computer Science 2025-02-18 Xinjie Zhou , Mengxuan Zhang , Lei Li , Xiaofang Zhou

A state space representation of an environment is a classic and yet powerful tool used by many autonomous robotic systems for efficient and often optimal solution planning. However, designing these representations with high performance is…

Machine Learning · Computer Science 2020-12-23 Andrew Wilhelm , Aaron Wilhelm , Garrett Fosdick

In order to solve complex, long-horizon tasks, intelligent robots need to carry out high-level, abstract planning and reasoning in conjunction with motion planning. However, abstract models are typically lossy and plans or policies computed…

Robotics · Computer Science 2022-05-27 Naman Shah , Siddharth Srivastava

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

Many control tasks exhibit similar dynamics that can be modeled as having common latent structure. Hidden-Parameter Markov Decision Processes (HiP-MDPs) explicitly model this structure to improve sample efficiency in multi-task settings.…

Machine Learning · Computer Science 2021-02-15 Amy Zhang , Shagun Sodhani , Khimya Khetarpal , Joelle Pineau

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Optimization and Control · Mathematics 2021-08-30 Vineet Goyal , Julien Grand-Clement

Markov Decision Processes (MDPs) often exhibit significant redundancy due to symmetries and shared structure across state-goal pairs in real-world Goal-Conditioned Reinforcement Learning (GCRL). While hierarchical policies have been…

Machine Learning · Computer Science 2026-05-22 Clarisse Wibault , Alexander Goldie , Antonio Villares , Maike Osborne , Jakob Foerster

For servers incorporating parallel computing resources, batching is a pivotal technique for providing efficient and economical services at scale. Parallel computing resources exhibit heightened computational and energy efficiency when…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-07 Yaodan Xu , Sheng Zhou , Zhisheng Niu

We present several modifications to the previously proposed MSPP algorithm that can speed-up its execution considerably. The MSPP algorithm leverages a multiscale representation of the environment in $n$ dimensions. The information of the…

Data Structures and Algorithms · Computer Science 2016-02-16 Florian Hauer , Panagiotis Tsiotras

Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Data Structures and Algorithms · Computer Science 2016-11-15 Pedro D'Argenio , Axel Legay , Sean Sedwards , Louis-Marie Traonouez

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

Optimization and Control · Mathematics 2025-09-29 Zhiyao Yang , Zhiping Chen , Huifu Xu

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

Decision-making in complex, continuous multi-task environments is often hindered by the difficulty of obtaining accurate models for planning and the inefficiency of learning purely from trial and error. While precise environment dynamics…

Machine Learning · Computer Science 2025-03-20 Jeff Jewett , Sandhya Saisubramanian

We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…

Optimization and Control · Mathematics 2025-12-04 Stefan Clarke , Bartolomeo Stellato

We present a centralized algorithmic framework for solving multi-robot path planning problems in general, two-dimensional, continuous environments while minimizing globally the task completion time. The framework obtains high levels of…

Robotics · Computer Science 2015-07-14 Jingjin Yu , Daniela Rus