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We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

Machine Learning · Computer Science 2013-05-17 Tor Lattimore , Marcus Hutter

Message passing type algorithms such as the so-called Belief Propagation algorithm have recently gained a lot of attention in the statistics, signal processing and machine learning communities as attractive algorithms for solving a variety…

Discrete Mathematics · Computer Science 2016-03-10 David Gamarnik , Devavrat Shah , Yehua Wei

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

Artificial Intelligence · Computer Science 2012-07-19 Carlos E. Guestrin , Milos Hauskrecht , Branislav Kveton

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

Partially Observable Markov Decision Processes (POMDPs) are notoriously hard to solve. Most advanced state-of-the-art online solvers leverage ideas of Monte Carlo Tree Search (MCTS). These solvers rapidly converge to the most promising…

Artificial Intelligence · Computer Science 2021-06-01 Ori Sztyglic , Andrey Zhitnikov , Vadim Indelman

The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact solutions in this framework are typically computationally…

Artificial Intelligence · Computer Science 2011-10-05 J. Pineau , G. Gordon , S. Thrun

Search is a major technique for planning. It amounts to exploring a state space of planning domains typically modeled as a directed graph. However, prohibitively large sizes of the search space make search expensive. Developing better…

Artificial Intelligence · Computer Science 2011-06-28 You Xu , Yixin Chen , Qiang Lu , Ruoyun Huang

Regularized MDPs serve as a smooth version of original MDPs. However, biased optimal policy always exists for regularized MDPs. Instead of making the coefficient{\lambda}of regularized term sufficiently small, we propose an adaptive…

Machine Learning · Computer Science 2020-11-03 Wenhao Yang , Xiang Li , Guangzeng Xie , Zhihua Zhang

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

Using operator semigroup methods, we show that Fokker-Planck type second-order PDE-s can be used to approximate the evolution of the distribution of a one-step process on $N$ particles governed by a large system of ODEs. The error bound is…

Functional Analysis · Mathematics 2016-12-30 Dávid Kunszenti-Kovács

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

We describe a quantum algorithm to prepare an arbitrary pure state of a register of a quantum computer with fidelity arbitrarily close to 1. Our algorithm is based on Grover's quantum search algorithm. For sequences of states with suitably…

Quantum Physics · Physics 2007-05-23 Andrei N. Soklakov , Ruediger Schack

Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose an algorithm to approximate causal states, which are the coarsest partition of the joint history of actions…

The main goal in task planning is to build a sequence of actions that takes an agent from an initial state to a goal state. In robotics, this is particularly difficult because actions usually have several possible results, and sensors are…

Artificial Intelligence · Computer Science 2021-04-12 Sergio A. Serrano , Elizabeth Santiago , Jose Martinez-Carranza , Eduardo Morales , L. Enrique Sucar

Design and operation of complex engineering systems rely on reliability optimization. Such optimization requires us to account for uncertainties expressed in terms of compli-cated, high-dimensional probability distributions, for which only…

Optimization and Control · Mathematics 2021-09-22 Ji-Eun Byun , Johannes O. Royset

Heuristic search solvers like RTDP-Bel and LAO* have proven effective for computing optimal and bounded sub-optimal solutions for Partially Observable Markov Decision Processes (POMDPs), which are typically formulated as belief MDPs. A…

Robotics · Computer Science 2025-06-03 Muhammad Suhail Saleem , Rishi Veerapaneni , Maxim Likhachev

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin
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