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We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a…

Machine Learning · Statistics 2023-02-07 Chinmaya Kausik , Kevin Tan , Ambuj Tewari

Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…

Computer Science and Game Theory · Computer Science 2025-03-04 Michal Ajdarów , James C. A. Main , Petr Novotný , Mickael Randour

The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

Artificial Intelligence · Computer Science 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau

We study qualitative multi-objective reachability problems for Ordered Branching Markov Decision Processes (OBMDPs), or equivalently context-free MDPs, building on prior results for single-target reachability on Branching Markov Decision…

Computer Science and Game Theory · Computer Science 2020-08-25 Kousha Etessami , Emanuel Martinov

Partially observable Markov decision processes (POMDPs) form a prominent model for uncertainty in sequential decision making. We are interested in constructing algorithms with theoretical guarantees to determine whether the agent has a…

Artificial Intelligence · Computer Science 2024-12-17 Marius Belly , Nathanaël Fijalkow , Hugo Gimbert , Florian Horn , Guillermo A. Pérez , Pierre Vandenhove

The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…

Systems and Control · Electrical Eng. & Systems 2023-03-03 Jared J. Beard , Ali Baheri

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

Artificial Intelligence · Computer Science 2013-02-08 Thomas L. Dean , Robert Givan , Sonia Leach

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

In this paper, we propose a reinforcement learning algorithm to solve a multi-agent Markov decision process (MMDP). The goal, inspired by Blackwell's Approachability Theorem, is to lower the time average cost of each agent to below a…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Keshav P. Keval , Vivek S. Borkar

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

Solving partially observable Markov decision processes (POMDPs) with high dimensional and continuous observations, such as camera images, is required for many real life robotics and planning problems. Recent researches suggested machine…

Artificial Intelligence · Computer Science 2025-05-27 Idan Lev-Yehudi , Moran Barenboim , Vadim Indelman

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Machine Learning · Computer Science 2013-08-19 Finale Doshi-Velez , George Konidaris

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

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai
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