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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

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Markov Decision Processes (MDPs) model systems with uncertain transition dynamics. Multiple-environment MDPs (MEMDPs) extend MDPs. They intuitively reflect finite sets of MDPs that share the same state and action spaces but differ in the…

Logic in Computer Science · Computer Science 2024-07-10 Marnix Suilen , Marck van der Vegt , Sebastian Junges

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…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…

Multiagent Systems · Computer Science 2023-12-20 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…

Dynamical Systems · Mathematics 2022-07-05 Maximilian Engel , Guillermo Olicón-Méndez , Nathalie Unger , Stefanie Winkelmann

We investigate the problem of optimal control synthesis for Markov Decision Processes (MDPs), addressing both qualitative and quantitative objectives. Specifically, we require the system to satisfy a qualitative task specified by a Linear…

Systems and Control · Electrical Eng. & Systems 2025-09-19 Yu Chen , Xuanyuan Yin , Shaoyuan Li , Xiang Yin

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

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

The window mean-payoff objective strengthens the classical mean-payoff objective by computing the mean-payoff over a finite window that slides along an infinite path. Two variants have been considered: in one variant, the maximum window…

Computer Science and Game Theory · Computer Science 2025-01-10 Pranshu Gaba , Shibashis Guha

Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the…

Machine Learning · Computer Science 2025-10-02 Alperen Tercan , Necmiye Ozay

We identify two pathological cases of temporal inconsistencies in video generation: video freezing and video looping. To better quantify the temporal diversity, we propose a class of complementary metrics that are effective, easy to…

Computer Vision and Pattern Recognition · Computer Science 2019-09-30 Vladyslav Yushchenko , Nikita Araslanov , Stefan Roth

The Transience objective is not to visit any state infinitely often. While this is not possible in finite Markov Decision Process (MDP), it can be satisfied in countably infinite ones, e.g., if the transition graph is acyclic. We prove the…

Probability · Mathematics 2021-07-06 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Patrick Totzke

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

Model checking probabilistic CTL properties of Markov decision processes with convex uncertainties has been recently investigated by Puggelli et al. Such model checking algorithms typically suffer from the state space explosion. In this…

Logic in Computer Science · Computer Science 2016-08-02 Vahid Hashemi , Holger Hermanns , Andrea Turrini

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…

Logic in Computer Science · Computer Science 2025-11-18 Linus Heck , Filip Macák , Milan Češka , Sebastian Junges

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

Dealing with unichain MDPs, we consider stationary distributions of policies that coincide in all but $n$ states. In these states each policy chooses one of two possible actions. We show that the stationary distributions of n+1 such…

Probability · Mathematics 2007-05-23 Ronald Ortner

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

Systems and Control · Computer Science 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka

Given a Markov decision process (MDP) $M$ and a formula $\Phi$, the strategy synthesis problem asks if there exists a strategy $\sigma$ s.t. the resulting Markov chain $M[\sigma]$ satisfies $\Phi$. This problem is known to be undecidable…

Logic in Computer Science · Computer Science 2022-05-02 Benjamin Bordais , Damien Busatto-Gaston , Shibashis Guha , Jean-François Raskin
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