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We investigate a model for planning under uncertainty with temporallyextended actions, where multiple actions can be taken concurrently at each decision epoch. Our model is based on the options framework, and combines it with factored state…

Artificial Intelligence · Computer Science 2013-01-14 Khashayar Rohanimanesh , Sridhar Mahadevan

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Formal safety guarantees on the synthesis of controllers for stochastic systems can be obtained using correct-by-design approaches. These approaches often use abstractions as finite-state Markov Decision Processes. As the state space of…

Systems and Control · Electrical Eng. & Systems 2026-05-29 Ruohan Wang , Zhiyong Sun , Sofie Haesaert

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

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

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

This paper studies consensus of discrete-time multi-agent systems under time-varying directed communication, state and input constraints using a distributed multi-step model predictive control (MPC) framework. Consensus is recast as…

Optimization and Control · Mathematics 2026-02-18 Navid Noroozi

Imprecise probability is concerned with uncertainty about which probability distributions to use. It has applications in robust statistics and machine learning. We look at programming language models for imprecise probability. Our…

Programming Languages · Computer Science 2024-10-31 Jack Liell-Cock , Sam Staton

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

Inference metaprogramming enables effective probabilistic programming by supporting the decomposition of executions of probabilistic programs into subproblems and the deployment of hybrid probabilistic inference algorithms that apply…

Programming Languages · Computer Science 2019-07-16 Shivam Handa , Vikash Mansinghka , Martin Rinard

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

A classical approach to formal policy synthesis in stochastic dynamical systems is to construct a finite-state abstraction, often represented as a Markov decision process (MDP). The correctness of these approaches hinges on a behavioural…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Thom Badings , Alessandro Abate

When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…

Probability · Mathematics 2008-11-20 Anthony P. Metcalfe , Neil O'Connell , Jon Warren

Reliability in terms of functional properties from the safety-liveness spectrum is an indispensable requirement of low-level operating-system (OS) code. However, with evermore complex and thus less predictable hardware, quantitative and…

Decision-making under uncertainty is central to many safety-critical applications, where decisions must be guided by probabilistic modeling formalisms. This paper introduces a novel approach to policy synthesis in multi-objective interval…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Negar Monir , Sadegh Soudjani

Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Vikram Krishnamurthy

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

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

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