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A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…

Machine Learning · Computer Science 2023-06-06 Seohong Park , Sergey Levine

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

Machine Learning · Computer Science 2026-04-02 Philip Jordan , Maryam Kamgarpour

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We characterize the class of nondeterministic ${\omega}$-automata that can be used for the analysis of finite Markov decision processes (MDPs). We call these automata `good-for-MDPs' (GFM). We show that GFM automata are closed under classic…

Formal Languages and Automata Theory · Computer Science 2019-10-31 Ernst Moritz Hahn , Mateo Perez , Fabio Somenzi , Ashutosh Trivedi , Sven Schewe , Dominik Wojtczak

Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt

Markov decision processes (MDPs) provide a fundamental model for sequential decision making under process uncertainty. A classical synthesis task is to compute for a given MDP a winning policy that achieves a desired specification. However,…

Logic in Computer Science · Computer Science 2024-07-18 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

In many real-world applications (e.g., planetary exploration, robot navigation), an autonomous agent must be able to explore a space with guaranteed safety. Most safe exploration algorithms in the field of reinforcement learning and…

Artificial Intelligence · Computer Science 2018-09-13 Akifumi Wachi , Hiroshi Kajino , Asim Munawar

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…

Optimization and Control · Mathematics 2026-03-11 Sivaramakrishnan Ramani

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

Machine Learning · Computer Science 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

Systems and Control · Computer Science 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

This paper considers a half-duplex scenario where an interferer behaves according to a parametric model but the values of the model parameters are unknown. We explore the necessary number of sensing steps to gather sufficient knowledge…

Information Theory · Computer Science 2024-10-11 Vincent Corlay , Jean-Christophe Sibel , Nicolas Gresset

In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…

Logic in Computer Science · Computer Science 2020-04-30 Raphaël Berthon , Shibashis Guha , Jean-François Raskin

A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…

Formal Languages and Automata Theory · Computer Science 2024-07-01 Stefan Kiefer , Qiyi Tang

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

This paper presents a scalable and fault-tolerant framework for unmanned aerial vehicle (UAV) mission management in complex and uncertain environments. The proposed approach addresses the computational bottleneck inherent in solving…

Robotics · Computer Science 2025-12-02 Md Muzakkir Quamar , Ali Nasir , Sami ELFerik
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