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In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…

Machine Learning · Computer Science 2020-03-05 Yonathan Efroni , Shie Mannor , Matteo Pirotta

Bounded policy iteration is an approach to solving infinite-horizon POMDPs that represents policies as stochastic finite-state controllers and iteratively improves a controller by adjusting the parameters of each node using linear…

Artificial Intelligence · Computer Science 2012-06-18 Eric A. Hansen

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

A central challenge for intelligent agents in an uncertain world is striking the right balance between utility maximization and resource use, not only for external movement but also for internal computation. Existing theories of control…

Artificial Intelligence · Computer Science 2026-05-19 Itzel Olivos-Castillo , Paul Schrater , Xaq Pitkow

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Data Structures and Algorithms · Computer Science 2023-10-20 Duksang Lee , William Overman , Dabeen Lee

Partially Observable Markov Decision Process (POMDP) is a framework applicable to many real world problems. In this work, we propose an approach to solve POMDPs with multimodal belief by relying on a policy that solves the fully observable…

Machine Learning · Computer Science 2022-07-26 András Attila Sulyok , Kristóf Karacs

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…

Machine Learning · Computer Science 2014-06-17 Tor Lattimore , Koby Crammer , Csaba Szepesvári

We consider the online planning problem for a team of agents to discover and track an unknown and time-varying number of moving objects from onboard sensor measurements with uncertain measurement-object origins. Since the onboard sensors…

Multiagent Systems · Computer Science 2024-07-09 Hoa Van Nguyen , Ba-Ngu Vo , Ba-Tuong Vo , Hamid Rezatofighi , Damith C. Ranasinghe

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

Robots operate under significant uncertainty, from quantifiable noise to unquantifiable unknowns, and must account for strict operational constraints, such as limited resources. In this paper, we consider the problem of synthesizing robust…

Robotics · Computer Science 2026-05-08 Yihao Yin , Pian Yu , Andrea Turrini , Zhiming Chi , Yong Li , Lijun Zhang

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

Battery-less Internet of Things (IoT) devices rely on ambient energy harvesting and therefore require scheduling policies that jointly account for energy intermittency and hard timing constraints. This challenge is especially acute in…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Shahab Jahanbazi , Mateen Ashraf , Onel L. A. López

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Factored Markov Decision Processes (fMDPs) are a class of Markov Decision Processes (MDPs) in which the states (and actions) can be factored into a set of state (and action) variables and can be encoded compactly using a factored…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Jayanth Bhargav , Mahsa Ghasemi , Shreyas Sundaram

We consider the problem of finding optimal energy sharing policies that maximize the network performance of a system comprising of multiple sensor nodes and a single energy harvesting (EH) source. Sensor nodes periodically sense the random…

Networking and Internet Architecture · Computer Science 2021-04-06 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

Recent works have studied *state entropy maximization* in reinforcement learning, in which the agent's objective is to learn a policy inducing high entropy over states visitation (Hazan et al., 2019). They typically assume full…

Machine Learning · Computer Science 2024-06-05 Riccardo Zamboni , Duilio Cirino , Marcello Restelli , Mirco Mutti

Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we employ an axiomatic framework for bounded rational decision-making based on a…

Artificial Intelligence · Computer Science 2011-07-29 Pedro A. Ortega , Daniel A. Braun

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu