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Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the…

Artificial Intelligence · Computer Science 2025-04-18 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

We present the Goal Uncertain Stochastic Shortest Path (GUSSP) problem -- a general framework to model path planning and decision making in stochastic environments with goal uncertainty. The framework extends the stochastic shortest path…

Artificial Intelligence · Computer Science 2020-04-07 Sandhya Saisubramanian , Kyle Hollins Wray , Luis Pineda , Shlomo Zilberstein

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

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

Artificial Intelligence · Computer Science 2022-10-06 Abhishek N. Kulkarni , Jie Fu

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

We study the use of machine learning techniques to solve a fundamental shortest path problem, known as the single-source many-targets shortest path problem (SSMTSP). Given a directed graph with non-negative edge weights, our goal is to…

Data Structures and Algorithms · Computer Science 2023-03-07 Willem Feijen , Guido Schäfer

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

We solve a sequential decision-making problem under uncertainty that takes into account the failure probability of a task. This problem cannot be handled by the stochastic shortest path problem, which is the standard model for sequential…

Optimization and Control · Mathematics 2024-09-26 Ritsusamuel Otsubo

The Lazy Shortest Path (LazySP) class consists of motion-planning algorithms that only evaluate edges along shortest paths between the source and target. These algorithms were designed to minimize the number of edge evaluations in settings…

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…

Logic in Computer Science · Computer Science 2024-11-26 Kevin Batz , Benjamin Lucien Kaminski , Christoph Matheja , Tobias Winkler

We define the problem of linear Contextual Stochastic Shortest Path (CSSP), where at the beginning of each episode, the learner observes an adversarially chosen context that determines the MDP through a fixed but unknown linear function.…

Machine Learning · Computer Science 2025-11-18 Dor Polikar , Alon Cohen

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In this paper we present the adversarial SSP model that also accounts for…

Machine Learning · Computer Science 2022-04-06 Aviv Rosenberg , Yishay Mansour

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 (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Machine learning has successfully framed many sequential decision making problems as either supervised prediction, or optimal decision-making policy identification via reinforcement learning. In data-constrained offline settings, both…

Machine Learning · Computer Science 2022-02-21 Mehdi Fatemi , Taylor W. Killian , Jayakumar Subramanian , Marzyeh Ghassemi

In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…

Optimization and Control · Mathematics 2021-04-08 Vincent Guigues , Renato Monteiro , Benar Svaiter

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

This work addresses the general problem of control synthesis for continuous-space, discrete-time stochastic systems with probabilistic guarantees via finite abstractions. While established methods exist, they often trade off accuracy for…

Systems and Control · Electrical Eng. & Systems 2025-07-04 Ibon Gracia , Morteza Lahijanian