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In the real world, planning is often challenged by distribution shifts. As such, a model of the environment obtained under one set of conditions may no longer remain valid as the distribution of states or the environment dynamics change,…

Artificial Intelligence · Computer Science 2026-03-02 Matteo Ceriscioli , Karthika Mohan

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…

Optimization and Control · Mathematics 2011-03-02 Alexey Piunovskiy , Yi Zhang

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown…

Machine Learning · Computer Science 2022-05-24 Xiaoyu Chen , Yao Mu , Ping Luo , Shengbo Li , Jianyu Chen

POMDPs capture a broad class of decision making problems, but hardness results suggest that learning is intractable even in simple settings due to the inherent partial observability. However, in many realistic problems, more information is…

Machine Learning · Computer Science 2023-02-07 Jonathan N. Lee , Alekh Agarwal , Christoph Dann , Tong Zhang

This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial state distribution is considered to be fixed. We show that for…

Optimization and Control · Mathematics 2018-10-26 Eugene A. Feinberg , Aleksey B. Piunovskiy

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…

Probability · Mathematics 2008-09-03 O. L. V. Costa , F. Dufour

We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…

Artificial Intelligence · Computer Science 2022-01-24 Alexander Bork , Joost-Pieter Katoen , Tim Quatmann

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

Optimization and Control · Mathematics 2019-09-16 Michael Hibbard , Yagiz Savas , Bo Wu , Takashi Tanaka , Ufuk Topcu

Partially Observable Markov Decision Process (POMDP) is a mathematical framework for modeling decision-making under uncertainty, where the agent's observations are incomplete and the underlying system dynamics are probabilistic. Solving the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yide Yu , Yue Liu , Xiaochen Yuan , Dennis Wong , Huijie Li , Yan Ma

We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…

Robotics · Computer Science 2019-09-30 Mohamadreza Ahmadi , Masahiro Ono , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

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

In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is bounded by the drift function, say $w$, whereas the positive…

Optimization and Control · Mathematics 2016-12-05 Xin Guo , Alexey Piunovskiy , Yi Zhang

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

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

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

We consider partially observable Markov decision processes (POMDPs), that are a standard framework for robotics applications to model uncertainties present in the real world, with temporal logic specifications. All temporal logic…

Logic in Computer Science · Computer Science 2015-02-19 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew