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We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…

Machine Learning · Computer Science 2026-03-11 Sichen Yang , Mauro Maggioni

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…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

Markov Decision Process (MDP) is the underlying model for optimal planning for decision-theoretic agents in stochastic environments. Although much research focuses on solving MDP problems both in tabular form or using factored…

Artificial Intelligence · Computer Science 2021-03-02 Daniela Kuinchtner , Afonso Sales , Felipe Meneguzzi

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

In this paper, we consider planning in stochastic shortest path (SSP) problems, a subclass of Markov Decision Problems (MDP). We focus on medium-size problems whose state space can be fully enumerated. This problem has numerous important…

Artificial Intelligence · Computer Science 2012-06-18 Alejandro Isaza , Csaba Szepesvari , Vadim Bulitko , Russell Greiner

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

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

In this paper we present a novel method for learning hierarchical representations of Markov decision processes. Our method works by partitioning the state space into subsets, and defines subtasks for performing transitions between the…

Machine Learning · Computer Science 2021-12-21 Lorenzo Steccanella , Simone Totaro , Anders Jonsson

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

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

Machine Learning · Statistics 2017-11-01 Taylor Killian , Samuel Daulton , George Konidaris , Finale Doshi-Velez

Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

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…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

Hierarchical architectures are critical to the scalability of reinforcement learning methods. Current hierarchical frameworks execute actions serially, with macro-actions comprising sequences of primitive actions. We propose a novel…

Artificial Intelligence · Computer Science 2016-12-09 Andrew M. Saxe , Adam Earle , Benjamin Rosman

This paper considers the permissive supervisor synthesis for probabilistic systems modeled as Markov Decision Processes (MDP). Such systems are prevalent in power grids, transportation networks, communication networks and robotics. Unlike…

Logic in Computer Science · Computer Science 2017-03-23 Bo Wu , Xiaobin Zhang , Hai Lin

Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt
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