Related papers: CEGAR for Qualitative Analysis of Probabilistic Sy…
Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…
Markov chains and Markov decision processes (MDPs) are well-established probabilistic models. While finite Markov models are well-understood, analysing their infinite counterparts remains a significant challenge. Decisiveness has proven to…
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…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…
We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…
We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…
We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…
Typical Recommender systems adopt a static view of the recommendation process and treat it as a prediction problem. We argue that it is more appropriate to view the problem of generating recommendations as a sequential decision problem and,…
In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where states are probability measures on the original state space,…
This work addresses the general problem of control synthesis for continuous-space, discrete-time stochastic systems with probabilistic guarantees via finite abstractions. While established methods exist, they often trade off accuracy for…
We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…
The main challenge in using abstractions effectively, is to construct a suitable abstraction for the system being verified. One approach that tries to address this problem is that of {\it counterexample guided abstraction-refinement…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
Two standard models for probabilistic systems are Markov chains (MCs) and Markov decision processes (MDPs). Classic objectives for such probabilistic models for control and planning problems are reachability and stochastic shortest path.…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…
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…
Automated synthesis of provably correct controllers for cyber-physical systems is crucial for deployment in safety-critical scenarios. However, hybrid features and stochastic or unknown behaviours make this problem challenging. We propose a…
This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is computationally intractable. We use lattice program- ming…