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This paper considers the problem of finding a solution to the finite horizon constrained Markov decision processes (CMDP) where the objective as well as constraints are sum of additive and multiplicative utilities. Towards solving this, we…

Optimization and Control · Mathematics 2023-03-16 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

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

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically…

Artificial Intelligence · Computer Science 2016-12-30 Nicolas Le Roux

Reinforcement learning policies are often represented by neural networks, but programmatic policies are preferred in some cases because they are more interpretable, amenable to formal verification, or generalize better. While efficient…

Artificial Intelligence · Computer Science 2022-01-19 Rasmus Larsen , Mikkel Nørgaard Schmidt

Decision-theoretic planning is a popular approach to sequential decision making problems, because it treats uncertainty in sensing and acting in a principled way. In single-agent frameworks like MDPs and POMDPs, planning can be carried out…

Artificial Intelligence · Computer Science 2011-11-02 Frans A. Oliehoek , Matthijs T. J. Spaan , Nikos Vlassis

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

Monotonic Partially Observable Markov Decision Processes (POMDPs), where the system state progressively decreases until a restorative action is performed, can be used to model sequential repair problems effectively. This paper considers the…

Machine Learning · Computer Science 2025-09-17 Manav Vora , Jonas Liang , Michael N. Grussing , Melkior Ornik

In automated planning, control parameters extend standard action representations through the introduction of continuous numeric decision variables. Existing state-of-the-art approaches have primarily handled control parameters as embedded…

Artificial Intelligence · Computer Science 2026-03-09 Ángel Aso-Mollar , Diego Aineto , Enrico Scala , Eva Onaindia

We study countably infinite MDPs with parity objectives, and special cases with a bounded number of colors in the Mostowski hierarchy (including reachability, safety, Buchi and co-Buchi). In finite MDPs there always exist optimal memoryless…

Logic in Computer Science · Computer Science 2017-04-19 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Dominik Wojtczak

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Partially-Observable Markov Decision Processes (POMDPs) are typically solved by finding an approximate global solution to a corresponding belief-MDP. In this paper, we offer a new planning algorithm for POMDPs with continuous state, action…

Artificial Intelligence · Computer Science 2012-03-19 Tom Erez , William D. Smart

Parameter control and dynamic algorithm configuration study how to dynamically choose suitable configurations of a parametrized algorithm during the optimization process. Despite being an intensively researched topic in evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-07-14 Gianluca Covini , Denis Antipov , Carola Doerr

Metaheuristic search methods have proven to be essential tools for tackling complex optimization challenges, but their full potential is often constrained by conventional algorithmic frameworks. In this paper, we introduce a novel approach…

Artificial Intelligence · Computer Science 2024-10-23 Abdel-Rahman Hedar , Alaa E. Abdel-Hakim , Wael Deabes , Youseef Alotaibi , Kheir Eddine Bouazza

Partially-Observable Markov Decision Processes (POMDPs) are a well-known stochastic model for sequential decision making under limited information. We consider the EXPTIME-hard problem of synthesising policies that almost-surely reach some…

Artificial Intelligence · Computer Science 2021-03-22 Sebastian Junges , Nils Jansen , Sanjit A. Seshia

In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

Real-world planning problems, including autonomous driving and sustainable energy applications like carbon storage and resource exploration, have recently been modeled as partially observable Markov decision processes (POMDPs) and solved…

Artificial Intelligence · Computer Science 2024-08-01 Robert J. Moss , Anthony Corso , Jef Caers , Mykel J. Kochenderfer