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This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…
Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…
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.…
Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…
Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…
Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…
Many exact and approximate solution methods for Markov Decision Processes (MDPs) attempt to exploit structure in the problem and are based on factorization of the value function. Especially multiagent settings, however, are known to suffer…
Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…
This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…
Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…
We study the problem of finite-horizon probabilistic invariance for discrete-time Markov processes over general (uncountable) state spaces. We compute discrete-time, finite-state Markov chains as formal abstractions of general Markov…
We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
Sequential decision problems in applications such as manipulation in warehouses, multi-step meal preparation, and routing in autonomous vehicle networks often involve reasoning about uncertainty, planning over discrete modes as well as…
This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…