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Reward optimization in fully observable Markov decision processes is equivalent to a linear program over the polytope of state-action frequencies. Taking a similar perspective in the case of partially observable Markov decision processes…

Machine Learning · Computer Science 2022-05-30 Johannes Müller , Guido Montúfar

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We study the problem of dynamic spectrum sensing and access in cognitive radio systems as a partially observed Markov decision process (POMDP). A group of cognitive users cooperatively tries to exploit vacancies in primary (licensed)…

Networking and Internet Architecture · Computer Science 2010-02-06 Jayakrishnan Unnikrishnan , Venugopal Veeravalli

Partially-Observable Markov Decision Processes (POMDPs) are a well-known stochastic model for sequential decision making under limited information. We consider the EXPTIME-hard problem of synthesising policies that almost-surely reach some…

Artificial Intelligence · Computer Science 2021-03-22 Sebastian Junges , Nils Jansen , Sanjit A. Seshia

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

We investigate the problem of persistent monitoring, where a mobile agent has to survey multiple targets in an environment in order to estimate their internal states. These internal states evolve with linear stochastic dynamics and the…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

Information Theory · Computer Science 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

We formulate and analyze a generic sequential resource access problem arising in a variety of engineering fields, where a user disposes a number of heterogeneous computing, communication, or storage resources, each characterized by the…

Networking and Internet Architecture · Computer Science 2020-12-08 Lin Chen , Anastasios Giovanidis , Wei Wang , Lin Shan

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…

Robotics · Computer Science 2019-09-30 Mohamadreza Ahmadi , Masahiro Ono , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We consider a utility maximization problem over partially observable Markov ON/OFF channels. In this network instantaneous channel states are never known, and at most one user is selected for service in every slot according to the partial…

Optimization and Control · Mathematics 2010-08-23 Chih-ping Li , Michael J. Neely

We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

Health-related data is noisy and stochastic in implying the true physiological states of patients, limiting information contained in single-moment observations for sequential clinical decision making. We model patient-clinician interactions…

Artificial Intelligence · Computer Science 2019-05-21 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

Machine Learning · Computer Science 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese