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Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

We give polynomial-time algorithms for computing the values of Markov decision processes (MDPs) with limsup and liminf objectives. A real-valued reward is assigned to each state, and the value of an infinite path in the MDP is the limsup…

Computer Science and Game Theory · Computer Science 2008-09-10 Krishnendu Chatterjee , Thomas A. Henzinger

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

Logic in Computer Science · Computer Science 2018-05-01 Christel Baier , Nathalie Bertrand , Clemens Dubslaff , Daniel Gburek , Ocan Sankur

Partially observable Markov decision processes (POMDPs) are a central model for uncertainty in sequential decision making. The most basic objective is the reachability objective, where a target set must be eventually visited, and the more…

Computational Complexity · Computer Science 2025-12-09 Ali Asadi , Krishnendu Chatterjee , David Lurie , Raimundo Saona

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

We consider multi-dimensional payoff functions in partially observable Markov decision processes. We study the structure of the set of expected payoff vectors of all strategies (policies) and study what kind are needed to achieve a given…

Computer Science and Game Theory · Computer Science 2025-09-30 James C. A. Main , Mickael Randour

Deterministic Markov Decision Processes (DMDPs) are a mathematical framework for decision-making where the outcomes and future possible actions are deterministically determined by the current action taken. DMDPs can be viewed as a finite…

Artificial Intelligence · Computer Science 2025-06-17 Ali Asadi , Krishnendu Chatterjee , Jakob de Raaij

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

This paper presents an efficient procedure for multi-objective model checking of long-run average reward (aka: mean pay-off) and total reward objectives as well as their combination. We consider this for Markov automata, a compositional…

Logic in Computer Science · Computer Science 2021-01-08 Tim Quatmann , Joost-Pieter Katoen

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

Logic in Computer Science · Computer Science 2014-12-04 Jean-François Raskin , Ocan Sankur

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

Algorithmic decisions made by machine learning models in high-stakes domains may have lasting impacts over time. However, naive applications of standard fairness criterion in static settings over temporal domains may lead to delayed and…

Machine Learning · Computer Science 2022-03-01 Jianfeng Chi , Jian Shen , Xinyi Dai , Weinan Zhang , Yuan Tian , Han Zhao

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

Artificial Intelligence · Computer Science 2013-09-27 Patrice Perny , Paul Weng , Judy Goldsmith , Josiah Hanna

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

Artificial Intelligence · Computer Science 2024-02-15 Daniël Vos , Sicco Verwer

We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…

Artificial Intelligence · Computer Science 2022-01-24 Alexander Bork , Joost-Pieter Katoen , Tim Quatmann