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Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

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

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

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

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

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2014-08-12 Krishnendu Chatterjee , Martin Chmelik

We consider the problem of finding a control policy for a Markov Decision Process (MDP) to maximize the probability of reaching some states while avoiding some other states. This problem is motivated by applications in robotics, where such…

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…

Quantum Physics · Physics 2014-07-10 Shenggang Ying , Mingsheng Ying

In this paper, we are interested in the synthesis of schedulers in double-weighted Markov decision processes, which satisfy both a percentile constraint over a weighted reachability condition, and a quantitative constraint on the expected…

Logic in Computer Science · Computer Science 2018-09-11 Patricia Bouyer , Mauricio González , Nicolas Markey , Mickael Randour

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

Optimization and Control · Mathematics 2012-06-21 William B. Haskell , Rahul Jain

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra

We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…

Optimization and Control · Mathematics 2011-07-29 Michael J. Neely

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

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

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

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

A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…

Artificial Intelligence · Computer Science 2019-01-10 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme