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Deviations from rational decision-making due to limited computational resources have been studied in the field of bounded rationality, originally proposed by Herbert Simon. There have been a number of different approaches to model bounded…

Artificial Intelligence · Computer Science 2015-11-06 Jordi Grau-Moya , Daniel A. Braun

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

Planning under uncertainty is a central problem in the study of automated sequential decision making, and has been addressed by researchers in many different fields, including AI planning, decision analysis, operations research, control…

Artificial Intelligence · Computer Science 2011-05-30 C. Boutilier , T. Dean , S. Hanks

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

This paper presents a way of solving Markov Decision Processes that combines state abstraction and temporal abstraction. Specifically, we combine state aggregation with the options framework and demonstrate that they work well together and…

Artificial Intelligence · Computer Science 2015-01-19 Kamil Ciosek , David Silver

We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…

Machine Learning · Computer Science 2022-03-16 Marc Rigter , Danial Dervovic , Parisa Hassanzadeh , Jason Long , Parisa Zehtabi , Daniele Magazzeni

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

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 importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

Decision-making problems in uncertain or stochastic domains are often formulated as Markov decision processes (MDPs). Policy iteration (PI) is a popular algorithm for searching over policy-space, the size of which is exponential in the…

Artificial Intelligence · Computer Science 2013-01-30 Yishay Mansour , Satinder Singh

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 (or minimize…

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

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

In this paper, we consider planning in stochastic shortest path (SSP) problems, a subclass of Markov Decision Problems (MDP). We focus on medium-size problems whose state space can be fully enumerated. This problem has numerous important…

Artificial Intelligence · Computer Science 2012-06-18 Alejandro Isaza , Csaba Szepesvari , Vadim Bulitko , Russell Greiner

A perfectly rational decision-maker chooses the best action with the highest utility gain from a set of possible actions. The optimality principles that describe such decision processes do not take into account the computational costs of…

Artificial Intelligence · Computer Science 2013-12-25 Jordi Grau-Moya , Daniel A. Braun

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

Reinforcement learning (RL) on high-dimensional and complex problems relies on abstraction for improved efficiency and generalization. In this paper, we study abstraction in the continuous-control setting, and extend the definition of…

Machine Learning · Computer Science 2024-03-08 Prakash Panangaden , Sahand Rezaei-Shoshtari , Rosie Zhao , David Meger , Doina Precup

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter
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