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Related papers: Policy Iteration for Relational MDPs

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The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Statistics Theory · Mathematics 2012-11-26 Edward L. Ionides , Anindya Bhadra , Yves Atchadé , Aaron King

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…

Systems and Control · Computer Science 2017-07-07 Ernst Moritz Hahn , Vahid Hashemi , Holger Hermanns , Morteza Lahijanian , Andrea Turrini

Reinforcement learning techniques leveraging deep learning have made tremendous progress in recent years. However, the complexity of neural networks prevents practitioners from understanding their behavior. Decision trees have gained…

Machine Learning · Computer Science 2024-08-22 Daniël Vos , Sicco Verwer

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

Machine Learning · Computer Science 2022-10-31 Gellért Weisz , András György , Tadashi Kozuno , Csaba Szepesvári

Recent work on approximate linear programming (ALP) techniques for first-order Markov Decision Processes (FOMDPs) represents the value function linearly w.r.t. a set of first-order basis functions and uses linear programming techniques to…

Artificial Intelligence · Computer Science 2012-07-02 Scott Sanner , Craig Boutilier

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

This paper establishes that an MDP with a unique optimal policy and ergodic associated transition matrix ensures the convergence of various versions of the Value Iteration algorithm at a geometric rate that exceeds the discount factor…

Machine Learning · Computer Science 2024-06-17 Arsenii Mustafin , Alex Olshevsky , Ioannis Ch. Paschalidis

We consider the problem of policy transfer between two Markov Decision Processes (MDPs). We introduce a lemma based on existing theoretical results in reinforcement learning to measure the relativity gap between two arbitrary MDPs, that is…

Machine Learning · Computer Science 2024-01-25 Jiawei Xu , Cheng Zhou , Yizheng Zhang , Baoxiang Wang , Lei Han

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…

Machine Learning · Computer Science 2021-07-02 Andrew Warrington , J. Wilder Lavington , Adam Ścibior , Mark Schmidt , Frank Wood

The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…

Optimization and Control · Mathematics 2023-07-17 Óscar Vega-Amaya , Fernando Luque-Vásquez