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Markov decision processes are widely used for planning and verification in settings that combine controllable or adversarial choices with probabilistic behaviour. The standard analysis algorithm, value iteration, only provides a lower bound…

Logic in Computer Science · Computer Science 2019-10-21 Arnd Hartmanns , Benjamin Lucien Kaminski

Computing reachability probabilities is at the heart of probabilistic model checking. All model checkers compute these probabilities in an iterative fashion using value iteration. This technique approximates a fixed point from below by…

Logic in Computer Science · Computer Science 2018-04-16 Tim Quatmann , Joost-Pieter Katoen

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known…

Robotics · Computer Science 2020-02-12 Sushmita Bhattacharya , Sahil Badyal , Thomas Wheeler , Stephanie Gil , Dimitri Bertsekas

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling…

Artificial Intelligence · Computer Science 2024-03-01 Daniele Meli , Alberto Castellini , Alessandro Farinelli

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact solutions in this framework are typically computationally…

Artificial Intelligence · Computer Science 2011-10-05 J. Pineau , G. Gordon , S. Thrun

Partially Observable Markov Decision Processes (POMDPs) are fundamental to decision-making under uncertainty. We introduce a novel scalable approach to accelerate upper bound estimation in Point-Based Value Iteration (PBVI) algorithms, the…

Optimization and Control · Mathematics 2025-03-13 Siqiong Zhou , Ashif S. Iquebal , Esma S. Gel

We propose an iterative method for nonlinear semidefinite programs with box constraints. The search direction in the proposed method utilizes the distance from the current point to the boundary of a feasible set. The computation of the…

Optimization and Control · Mathematics 2015-05-15 Akihiko Komatsu , Makoto Yamashita

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

Information Theory · Computer Science 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

Real-world datasets are often of high dimension and effected by the curse of dimensionality. This hinders their comprehensibility and interpretability. To reduce the complexity feature selection aims to identify features that are crucial to…

Machine Learning · Computer Science 2023-04-18 Maximilian Stubbemann , Tobias Hille , Tom Hanika

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

Artificial Intelligence · Computer Science 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

The reliable fraction of information is an attractive score for quantifying (functional) dependencies in high-dimensional data. In this paper, we systematically explore the algorithmic implications of using this measure for optimization. We…

Artificial Intelligence · Computer Science 2018-09-17 Panagiotis Mandros , Mario Boley , Jilles Vreeken

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra

We present an A*-based algorithm to compute policies for finite-horizon Dec-POMDPs. Our goal is to sacrifice optimality in favor of scalability for larger horizons. The main ingredients of our approach are (1) using clustered sliding window…

Artificial Intelligence · Computer Science 2024-05-10 Wietze Koops , Sebastian Junges , Nils Jansen

In this paper, we consider online planning in partially observable domains. Solving the corresponding POMDP problem is a very challenging task, particularly in an online setting. Our key contribution is a novel algorithmic approach,…

Artificial Intelligence · Computer Science 2021-05-13 Ori Sztyglic , Vadim Indelman

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes