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We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić

This paper studies the multi-robot reliable navigation problem in uncertain topological networks, which aims at maximizing the robot team's on-time arrival probabilities in the face of road network uncertainties. The uncertainty in these…

In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be…

Optimization and Control · Mathematics 2020-07-06 Yue Guan , Anuradha M. Annaswamy , H. Eric Tseng

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Multi-agent Markov Decision Processes (MMDPs) arise in a variety of applications including target tracking, control of multi-robot swarms, and multiplayer games. A key challenge in MMDPs occurs when the state and action spaces grow…

Multiagent Systems · Computer Science 2021-03-31 Dinuka Sahabandu , Luyao Niu , Andrew Clark , Radha Poovendran

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

Machine Learning · Computer Science 2026-05-18 Sanja Karilanova , Subhrakanti Dey , Ayça Özçelikkale

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

In many robotic tasks, agents must traverse a sequence of spatial regions to complete a mission. Such problems are inherently mixed discrete-continuous: a high-level action sequence and a physically feasible continuous trajectory. The…

Robotics · Computer Science 2026-04-21 Lidor Erez , Shahaf S. Shperberg , Ayal Taitler

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…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…

Optimization and Control · Mathematics 2020-08-04 Lening Li , Jie Fu

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…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…

Optimization and Control · Mathematics 2019-08-26 Quan-Lin Li , Jing-Yu Ma , Rui-Na Fan , Li Xia

We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…

Robotics · Computer Science 2024-02-08 Junhong Xu , Kai Yin , Zheng Chen , Jason M. Gregory , Ethan A. Stump , Lantao Liu

We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…

Quantum Physics · Physics 2014-07-10 Shenggang Ying , Mingsheng Ying

This work presents a multiscale framework to solve a class of stochastic optimal control problems in the context of robot motion planning and control in a complex environment. In order to handle complications resulting from a large decision…

Robotics · Computer Science 2017-03-14 Jung-Su Ha , Han-Lim Choi

We investigate the approach of time-dependent variational principle (TDVP) for the one-dimensional spin-$J$ PXP model with detuning, which is relevant for programmable Rydberg atom arrays. The variational manifold is chosen as the minimally…

Quantum Physics · Physics 2025-01-17 Zhigang Hu , Biao Wu

Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…

Artificial Intelligence · Computer Science 2013-01-30 Hagit Shatkay

The conditional diffusion model has been demonstrated as an efficient tool for learning robot policies, owing to its advancement to accurately model the conditional distribution of policies. The intricate nature of real-world scenarios,…

Robotics · Computer Science 2024-07-03 Wenhao Yu , Jie Peng , Huanyu Yang , Junrui Zhang , Yifan Duan , Jianmin Ji , Yanyong Zhang

Decision-making in dense traffic scenarios is challenging for automated vehicles (AVs) due to potentially stochastic behaviors of other traffic participants and perception uncertainties (e.g., tracking noise and prediction errors, etc.).…

Robotics · Computer Science 2020-03-06 Lu Zhang , Wenchao Ding , Jing Chen , Shaojie Shen