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Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

We consider the problem of approximate belief-state monitoring using particle filtering for the purposes of implementing a policy for a partially-observable Markov decision process (POMDP). While particle filtering has become a widely-used…

Artificial Intelligence · Computer Science 2013-01-14 Pascal Poupart , Luis E. Ortiz , Craig Boutilier

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…

Optimization and Control · Mathematics 2025-02-13 Marissa Gee , Alexander Vladimirsky

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

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

We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…

Computational Physics · Physics 2025-01-14 Arkady Pikovsky

In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…

General Mathematics · Mathematics 2007-05-23 Frederic Dambreville

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

In this study I proposed a filtering beliefs method for improving performance of Partially Observable Markov Decision Processes(POMDPs), which is a method wildly used in autonomous robot and many other domains concerning control policy. My…

Artificial Intelligence · Computer Science 2021-01-07 Oscar LiJen Hsu