Related papers: Robust Synchronization in Markov Decision Processe…
Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…
Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…
We consider two core algorithmic problems for probabilistic verification: the maximal end-component decomposition and the almost-sure reachability set computation for Markov decision processes (MDPs). For MDPs with treewidth $k$, we present…
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…
We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…
In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…
Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…
Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…
We consider qualitative strategy synthesis for the formalism called consumption Markov decision processes. This formalism can model dynamics of an agents that operates under resource constraints in a stochastic environment. The presented…
Repair mechanisms are important within resilient systems to maintain the system in an operational state after an error occurred. Usually, constraints on the repair mechanisms are imposed, e.g., concerning the time or resources required…
We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Mean…
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…
The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected…
Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…
This work focuses on the robust optimization of a permanent magnet (PM) synchronous machine while considering a driving cycle. The robustification is obtained by considering uncertainties of different origins. Firstly, there are geometrical…