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Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Markov decision processes capture sequential decision making under uncertainty, where an agent must choose actions so as to optimize long term reward. The paper studies efficient reasoning mechanisms for Relational Markov Decision Processes…

Artificial Intelligence · Computer Science 2011-11-02 Chenggang Wang , Saket Joshi , Roni Khardon

We study the symmetric weighted first-order model counting task and present ApproxWFOMC, a novel anytime method for efficiently bounding the weighted first-order model count in the presence of an unweighted first-order model counting…

Artificial Intelligence · Computer Science 2020-01-16 Timothy van Bremen , Ondrej Kuzelka

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

Machine Learning · Computer Science 2026-05-14 Sergio Rozada , Jose Luis Orejuela , Antonio G. Marques

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural `projection' of a…

Optimization and Control · Mathematics 2009-10-05 V. V. Desai , V. F. Farias , C. C. Moallemi

We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…

Systems and Control · Computer Science 2017-05-17 Pengqian Yu , William B. Haskell , Huan Xu

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

We select policies for large Markov Decision Processes (MDPs) with compact first-order representations. We find policies that generalize well as the number of objects in the domain grows, potentially without bound. Existing…

Artificial Intelligence · Computer Science 2013-01-07 Sung Wook Yoon , Alan Fern , Robert Givan

This paper studies an accelerated fitted value iteration (FVI) algorithm to solve high-dimensional Markov decision processes (MDPs). FVI is an approximate dynamic programming algorithm that has desirable theoretical properties. However, it…

Optimization and Control · Mathematics 2020-11-30 Sixiang Zhao , William B. Haskell , Michel-Alexandre Cardin

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

In this paper, we give a new approximate dynamic programming (ADP) method to solve large-scale Markov decision programming (MDP) problem. In comparison with many classic ADP methods which have large number of constraints, we formulate an…

Optimization and Control · Mathematics 2025-07-15 Di Zhang

Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…

Optimization and Control · Mathematics 2024-03-29 Richard Cole , Christoph Hertrich , Yixin Tao , László A. Végh

We propose an approach to lifted approximate inference for first-order probabilistic models, such as Markov logic networks. It is based on performing exact lifted inference in a simplified first-order model, which is found by relaxing…

Artificial Intelligence · Computer Science 2012-10-19 Guy Van den Broeck , Arthur Choi , Adnan Darwiche

Approximate linear programming (ALP) and its variants have been widely applied to Markov Decision Processes (MDPs) with a large number of states. A serious limitation of ALP is that it has an intractable number of constraints, as a result…

Systems and Control · Computer Science 2017-04-11 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar , Csaba Szepesvari

Processes (MDPs) often require frequent decision making, that is, taking an action every microsecond, second, or minute. Infinite horizon discount reward formulation is still relevant for a large portion of these applications, because…

Optimization and Control · Mathematics 2014-12-17 Yin-Lam Chow , Junjie Qin

There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…

Artificial Intelligence · Computer Science 2026-02-24 Donghwan Lee , Hyukjun Yang , Bum Geun Park

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…

Optimization and Control · Mathematics 2015-09-03 Daniel R. Jiang , Warren B. Powell