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Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

Robotics · Computer Science 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki

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

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

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

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

In this paper, we propose a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes (MDPs)) for networks of discrete-time stochastic control subsystems that are not necessarily…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

Given a Markov decision process (MDP), we seek to learn representations for a range of policies to facilitate behavior steering at test time. As policies of an MDP are uniquely determined by their occupancy measures, we propose modeling…

Machine Learning · Computer Science 2026-02-02 Beiming Li , Sergio Rozada , Alejandro Ribeiro

This paper presents a scalable and fault-tolerant framework for unmanned aerial vehicle (UAV) mission management in complex and uncertain environments. The proposed approach addresses the computational bottleneck inherent in solving…

Robotics · Computer Science 2025-12-02 Md Muzakkir Quamar , Ali Nasir , Sami ELFerik

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

Markov decision processes (MDPs) provide a fundamental model for sequential decision making under process uncertainty. A classical synthesis task is to compute for a given MDP a winning policy that achieves a desired specification. However,…

Logic in Computer Science · Computer Science 2024-07-18 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…

Systems and Control · Computer Science 2017-07-07 Ernst Moritz Hahn , Vahid Hashemi , Holger Hermanns , Morteza Lahijanian , Andrea Turrini