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In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

Optimization and Control · Mathematics 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

We propose and analyze a temporal concatenation heuristic for solving large-scale finite-horizon Markov decision processes (MDP), which divides the MDP into smaller sub-problems along the time horizon and generates an overall solution by…

Optimization and Control · Mathematics 2022-06-22 Ruiyang Song , Kuang Xu

This paper considers large families of Markov chains (MCs) that are defined over a set of parameters with finite discrete domains. Such families occur in software product lines, planning under partial observability, and sketching of…

Logic in Computer Science · Computer Science 2019-03-27 Milan Ceska , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

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…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We consider finite-state Markov decision processes with the combined Energy-MeanPayoff objective. The controller tries to avoid running out of energy while simultaneously attaining a strictly positive mean payoff in a second dimension. We…

Computer Science and Game Theory · Computer Science 2025-10-13 Mohan Dantam , Richard Mayr

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

Reinforcement learning has witnessed recent applications to a variety of tasks in quantum programming. The underlying assumption is that those tasks could be modeled as Markov Decision Processes (MDPs). Here, we investigate the feasibility…

Quantum Physics · Physics 2024-06-06 M. Sohaib Alam , Noah F. Berthusen , Peter P. Orth

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…

Chaotic Dynamics · Physics 2018-04-18 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista

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…

Artificial Intelligence · Computer Science 2024-11-22 Ofer Dagan , Tyler Becker , Zachary N. Sunberg

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

Markov Decision Processes (MDPs) are an effective way to formally describe many Machine Learning problems. In fact, recently MDPs have also emerged as a powerful framework to model financial trading tasks. For example, financial MDPs can…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Diego Pino , Javier García , Fernando Fernández , Svitlana S Vyetrenko

Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu