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Related papers: Metrics for Finite Markov Decision Processes

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This paper presents a state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum number of…

Machine Learning · Computer Science 2023-12-20 Lorenzo Steccanella , Anders Jonsson

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

Artificial Intelligence · Computer Science 2013-01-07 Blai Bonet , Judea Pearl

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

State aggregation aims to reduce the computational complexity of solving Markov Decision Processes (MDPs) while preserving the performance of the original system. A fundamental challenge lies in optimizing policies within the aggregated, or…

Machine Learning · Computer Science 2025-10-14 Shuo Zhao , Yongqiang Li , Yu Feng , Zhongsheng Hou , Yuanjing Feng

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…

Machine Learning · Computer Science 2025-05-26 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

Bisimulation metrics provide a robust and accurate approach to study the behavior of nondeterministic probabilistic processes. In this paper, we propose a logical characterization of bisimulation metrics based on a simple probabilistic…

Logic in Computer Science · Computer Science 2016-10-27 Valentina Castiglioni , Daniel Gebler , Simone Tini

Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…

Probability · Mathematics 2022-09-30 Andrea Bertazzi , Joris Bierkens , Paul Dobson

In this paper, for Markov decision processes (MDPs) with unbounded state spaces we present refined upper bounds presented in [Kara et. al. JMLR'23] on finite model approximation errors via optimizing the quantizers used for finite model…

Optimization and Control · Mathematics 2025-10-15 Osman Bicer , Ali D. Kara , Serdar Yuksel

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state and action spaces in the quantum domain, quantum…

Quantum Physics · Physics 2024-09-19 Naci Saldi , Sina Sanjari , Serdar Yuksel

Learning generalizeable policies from visual input in the presence of visual distractions is a challenging problem in reinforcement learning. Recently, there has been renewed interest in bisimulation metrics as a tool to address this issue;…

Machine Learning · Computer Science 2022-01-31 Martin Bertran , Walter Talbott , Nitish Srivastava , Joshua Susskind

This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…

Systems and Control · Electrical Eng. & Systems 2022-06-30 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli , Majid Zamani

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality…

Optimization and Control · Mathematics 2025-01-28 Eugene A. Feinberg , Pavlo O. Kasyanov , Liliia S. Paliichuk

We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process $\mathcal{M}$ when we only have access to an approximate model $\hat{\mathcal{M}}$. How well does an optimal policy…

Optimization and Control · Mathematics 2024-02-15 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…

Logic in Computer Science · Computer Science 2025-01-23 Linan Chen , Florence Clerc , Prakash Panangaden

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

Machine Learning · Computer Science 2026-04-02 Philip Jordan , Maryam Kamgarpour

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Markov decision processes (MDP) are finite-state systems with both strategic and probabilistic choices. After fixing a strategy, an MDP produces a sequence of probability distributions over states. The sequence is eventually synchronizing…

Computer Science and Game Theory · Computer Science 2013-11-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter