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Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…

Optimization and Control · Mathematics 2020-06-15 Xin Guo , Yi Zhang

Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…

Artificial Intelligence · Computer Science 2011-10-04 C. Guestrin , M. Hauskrecht , B. Kveton

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

This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…

Logic in Computer Science · Computer Science 2020-09-29 Sebastian Junges , Joost-Pieter Katoen , Guillermo A. Pérez , Tobias Winkler

Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…

Machine Learning · Computer Science 2026-04-27 Annice Najafi , Shokoufeh Mirzaei

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

Machine Learning · Computer Science 2019-09-10 Hyungseok Song , Hyeryung Jang , Hai H. Tran , Se-eun Yoon , Kyunghwan Son , Donggyu Yun , Hyoju Chung , Yung Yi

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

Analysis of Markov Decision Processes (MDP) is often hindered by state space explosion. Abstraction is a well-established technique in model checking to mitigate this issue. This paper presents a novel lazy abstraction method for MDP…

Logic in Computer Science · Computer Science 2024-06-04 Dániel Szekeres , Kristóf Marussy , István Majzik

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

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

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

User-to-network relaying enabled via Device-to-Device communications (D2D) is a promising technique for improving the performance of cellular networks. Since in practice relays are in mobility, a dynamic relay selection scheme is…

Information Theory · Computer Science 2020-10-26 Rita Ibrahim , Mohamad Assaad , Berna Sayrac

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

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Machine Learning · Computer Science 2013-08-19 Finale Doshi-Velez , George Konidaris

We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose dynamic regret as the performance measure, defined as the performance difference between the learner and any…

Machine Learning · Computer Science 2022-08-29 Peng Zhao , Long-Fei Li , Zhi-Hua Zhou

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

We consider the problem of energy-efficient on-line scheduling for slice-parallel video decoders on multicore systems. We assume that each of the processors are Dynamic Voltage Frequency Scaling (DVFS) enabled such that they can…

Multimedia · Computer Science 2013-06-06 Nicholas Mastronarde , Karim Kanoun , David Atienza , Pascal Frossard , Mihaela van der Schaar