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We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

Machine Learning · Computer Science 2025-03-06 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić

The commonly used Reinforcement Learning (RL) model, MDPs (Markov Decision Processes), has a basic premise that rewards depend on the current state and action only. However, many real-world tasks are non-Markovian, which has long-term…

Machine Learning · Computer Science 2024-12-18 Ruixuan Miao , Xu Lu , Cong Tian , Bin Yu , Zhenhua Duan

We consider non-standard Markov Decision Processes (MDPs) where the target function is not only a simple expectation of the accumulated reward. Instead, we consider rather general functionals of the joint distribution of terminal state and…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll , Anna Jaśkiewicz

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

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…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

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

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

Artificial Intelligence · Computer Science 2013-02-08 Thomas L. Dean , Robert Givan , Sonia Leach

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

We investigate the use of temporally abstract actions, or macro-actions, in the solution of Markov decision processes. Unlike current models that combine both primitive actions and macro-actions and leave the state space unchanged, we…

Artificial Intelligence · Computer Science 2013-02-01 Milos Hauskrecht , Nicolas Meuleau , Leslie Pack Kaelbling , Thomas L. Dean , Craig Boutilier

We propose a principled kernel-based policy iteration algorithm to solve the continuous-state Markov Decision Processes (MDPs). In contrast to most decision-theoretic planning frameworks, which assume fully known state transition models, we…

Robotics · Computer Science 2020-06-04 Junhong Xu , Kai Yin , Lantao Liu

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.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

We propose an actor-critic, model-free, and online Reinforcement Learning (RL) framework for continuous-state continuous-action Markov Decision Processes (MDPs) when the reward is highly sparse but encompasses a high-level temporal…

Machine Learning · Computer Science 2019-11-26 Lim Zun Yuan , Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We tackle the problem of acting in an unknown finite and discrete Markov Decision Process (MDP) for which the expected shortest path from any state to any other state is bounded by a finite number $D$. An MDP consists of $S$ states and $A$…

Machine Learning · Computer Science 2019-07-11 Aristide Tossou , Christos Dimitrakakis , Debabrota Basu

Unlike the standard Reinforcement Learning (RL) model, many real-world tasks are non-Markovian, whose rewards are predicated on state history rather than solely on the current state. Solving a non-Markovian task, frequently applied in…

Machine Learning · Computer Science 2023-10-19 Ruixuan Miao , Xu Lu , Cong Tian , Bin Yu , Zhenhua Duan

Regular Decision Processes (RDPs) are a recently introduced model that extends MDPs with non-Markovian dynamics and rewards. The non-Markovian behavior is restricted to depend on regular properties of the history. These can be specified…

Artificial Intelligence · Computer Science 2020-03-03 Eden Abadi , Ronen I. Brafman

Partially Observable Markov Decision Processes (POMDPs) provide a robust framework for decision-making under uncertainty in applications such as autonomous driving and robotic exploration. Their extension, $\rho$POMDPs, introduces…

Artificial Intelligence · Computer Science 2025-02-05 Ron Benchetrit , Idan Lev-Yehudi , Andrey Zhitnikov , Vadim Indelman