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Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

The dynamics of decisions in complex networks is studied within a Markov process framework using numerical simulations combined with mathematical insight into the process mechanisms. A mathematical discrete-time model is derived based on a…

Physics and Society · Physics 2012-11-01 Carlos Rodríguez Lucatero , Luis Alarcón , Roberto Bernal Jaquez , Alexander Schaum

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

This paper proposes a distributed model predicted control (DMPC) approach for consensus control of multi-agent systems (MASs) with linear agent dynamics and bounded control input constraints. Within the proposed DMPC framework, each agent…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Yougang Bian , Changkun Du , Manjiang Hu , Haikuo Liu

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Machine Learning · Computer Science 2025-05-26 Zhishuai Liu , Pan Xu

Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…

Optimization and Control · Mathematics 2019-08-26 Quan-Lin Li , Jing-Yu Ma , Rui-Na Fan , Li Xia

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…

Artificial Intelligence · Computer Science 2012-12-06 Jake Bouvrie , Mauro Maggioni

Cyber-physical systems (CPSs) are naturally modelled as reactive systems with nondeterministic and probabilistic dynamics. Model-based verification techniques have proved effective in the deployment of safety-critical CPSs. Central for a…

Machine Learning · Computer Science 2021-10-08 Giovanni Bacci , Anna Ingólfsdóttir , Kim Larsen , Raphaël Reynouard

The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…

Optimization and Control · Mathematics 2021-12-14 Dylan Solms

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed
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