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We consider a setting in which the objective is to learn to navigate in a controlled Markov process (CMP) where transition probabilities may abruptly change. For this setting, we propose a performance measure called exploration steps which…

Machine Learning · Computer Science 2019-10-21 Pratik Gajane , Ronald Ortner , Peter Auer , Csaba Szepesvari

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

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

Emerging applications in robotics and autonomous systems, such as autonomous driving and robotic surgery, often involve critical safety constraints that must be satisfied even when information about system models is limited. In this regard,…

Robotics · Computer Science 2020-02-25 Subin Huh , Insoon Yang

We consider a class of partially observable Markov decision processes (POMDPs) with uncertain transition and/or observation probabilities. The uncertainty takes the form of probability intervals. Such uncertain POMDPs can be used, for…

Systems and Control · Computer Science 2018-07-12 Mohamadreza Ahmadi , Murat Cubuktepe , Nils Jansen , Ufuk Topcu

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

The Markov decision process (MDP) provides a mathematical framework for modeling sequential decision-making problems, many of which are crucial to security and safety, such as autonomous driving and robot control. The rapid development of…

Software Engineering · Computer Science 2023-04-13 Qi Pang , Yuanyuan Yuan , Shuai Wang

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

In this paper we present an algorithm to compute risk averse policies in Markov Decision Processes (MDP) when the total cost criterion is used together with the average value at risk (AVaR) metric. Risk averse policies are needed when large…

Optimization and Control · Mathematics 2016-02-17 Stefano Carpin , Yin-Lam Chow , Marco Pavone

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…

Machine Learning · Computer Science 2022-08-02 Kelly W. Zhang , Omer Gottesman , Finale Doshi-Velez

We optimize finite horizon multi-agent reach-avoid Markov decision process (MDP) via \emph{local feedback policies}. The global feedback policy solution yields global optimality but its communication complexity, memory usage and computation…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Adam Casselman , Abraham P. Vinod , Sarah H. Q. Li

Robotic exploration of unknown environments is fundamentally a problem of decision making under uncertainty where the robot must account for uncertainty in sensor measurements, localization, action execution, as well as many other factors.…

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…

Machine Learning · Computer Science 2023-01-26 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

A multi-agent partially observable Markov decision process (MPOMDP) is a modeling paradigm used for high-level planning of heterogeneous autonomous agents subject to uncertainty and partial observation. Despite their modeling efficiency,…

Robotics · Computer Science 2019-09-13 Mohamadreza Ahmadi , Andrew Singletary , Joel W. Burdick , Aaron D. Ames

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh