Related papers: MDPs with Unawareness

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the…

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Regular Decision Processes (RDPs) are a recently introduced model that extends MDPs with non-Markovian dynamics and rewards. The non-Markovian behavior is restricted to depend on regular properties of the history. These can be specified…

When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

There is much interest in using partially observable Markov decision processes (POMDPs) as a formal model for planning in stochastic domains. This paper is concerned with finding optimal policies for POMDPs. We propose several improvements…

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…

When humans are given a policy to execute, there can be policy execution errors and deviations in policy if there is uncertainty in identifying a state. This can happen due to the human agent's cognitive limitations and/or perceptual…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

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…