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Planning in adversarial and uncertain environments can be modeled as the problem of devising strategies in stochastic perfect information games. These games are generalizations of Markov decision processes (MDPs): there are two…

Artificial Intelligence · Computer Science 2012-07-09 Krishnendu Chatterjee , Thomas A. Henzinger , Ranjit Jhala , Rupak Majumdar

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Zixuan He , Charalambos D. Charalambous , Photios A. Stavrou

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

The rate-distortion (RD) theory is one of the key concepts in information theory, providing theoretical limits for compression performance and guiding the source coding design, with both theoretical and practical significance. The…

Information Theory · Computer Science 2025-07-28 Shitong Wu , Sicheng Xu , Lingyi Chen , Huihui Wu , Wenyi Zhang

We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…

Optimization and Control · Mathematics 2021-03-18 Yagiz Savas , Christos K. Verginis , Michael Hibbard , Ufuk Topcu

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

General-purpose agents require fine-grained controls and rich sensory inputs to perform a wide range of tasks. However, this complexity often leads to intractable decision-making. Traditionally, agents are provided with task-specific action…

Machine Learning · Computer Science 2024-06-25 Rafael Rodriguez-Sanchez , George Konidaris

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell

Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…

Optimization and Control · Mathematics 2025-05-22 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

The conventional model for online planning under uncertainty assumes that an agent can stop and plan without incurring costs for the time spent planning. However, planning time is not free in most real-world settings. For example, an…

Artificial Intelligence · Computer Science 2015-05-05 Christopher H. Lin , Andrey Kolobov , Ece Kamar , Eric Horvitz

Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…

Artificial Intelligence · Computer Science 2012-02-20 Scott Sanner , Karina Valdivia Delgado , Leliane Nunes de Barros

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

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

We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become…

Machine Learning · Computer Science 2025-05-05 Xin Chen , Yuze Chen , Yuan Zhou

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman