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Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

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

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

This paper describes sufficient conditions for the existence of optimal policies for Partially Observable Markov Decision Processes (POMDPs) with Borel state, observation, and action sets and with the expected total costs. Action sets may…

Optimization and Control · Mathematics 2014-07-02 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Partially Observable Markov Decision Processes (POMDPs) are rich environments often used in machine learning. But the issue of information and causal structures in POMDPs has been relatively little studied. This paper presents the concepts…

Artificial Intelligence · Computer Science 2018-01-16 Stuart Armstrong

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

Partially observable Markov decision processes (POMDPs) form a prominent model for uncertainty in sequential decision making. We are interested in constructing algorithms with theoretical guarantees to determine whether the agent has a…

Artificial Intelligence · Computer Science 2024-12-17 Marius Belly , Nathanaël Fijalkow , Hugo Gimbert , Florian Horn , Guillermo A. Pérez , Pierre Vandenhove

We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…

Machine Learning · Statistics 2019-03-01 Jean Tarbouriech , Alessandro Lazaric

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

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

This paper introduces algorithms for problems where a decision maker has to control a system composed of several components and has access to only partial information on the state of each component. Such problems are difficult because of…

Optimization and Control · Mathematics 2020-12-25 Victor Cohen , Axel Parmentier

The olfactory search POMDP (partially observable Markov decision process) is a sequential decision-making problem designed to mimic the task faced by insects searching for a source of odor in turbulence, and its solutions have applications…

Robotics · Computer Science 2023-03-21 Aurore Loisy , Robin A. Heinonen

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

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

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful…

Machine Learning · Computer Science 2025-12-08 Douglas Aberdeen , Jonathan Baxter