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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…

Machine Learning · Computer Science 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si

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…

Optimization and Control · Mathematics 2024-05-27 Runyu Zhang , Yang Hu , Na Li

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…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

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…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

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…

Data Structures and Algorithms · Computer Science 2016-08-11 Krishnendu Chatterjee , Jakub Łącki

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…

Optimization and Control · Mathematics 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

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…

Machine Learning · Computer Science 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

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…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

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…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

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…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

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.…

Optimization and Control · Mathematics 2021-05-05 Julien Grand-Clément , Christian Kroer

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…

Artificial Intelligence · Computer Science 2021-05-06 František Blahoudek , Petr Novotný , Melkior Ornik , Pranay Thangeda , Ufuk Topcu

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…

Systems and Control · Computer Science 2017-07-12 Christel Baier , Clemens Dubslaff , Ľuboš Korenčiak , Antonín Kučera Vojtěch Řehák

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…

Computational Complexity · Computer Science 2023-06-22 Richard Mayr , Eric Munday

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…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

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…

Logic in Computer Science · Computer Science 2019-05-01 Jakob Piribauer , Christel Baier

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…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

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.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

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…

Computational Engineering, Finance, and Science · Computer Science 2020-02-19 L. A. M. D'Angelo , Z. Bontinck , S. Schöps , H. De Gersem