Related papers: Entropy Maximization for Markov Decision Processes…

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

In this paper, we consider the problem of deploying a robot from a specification given as a temporal logic statement about some properties satisfied by the regions of a large, partitioned environment. We assume that the robot has noisy…

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

We propose to synthesize a control policy for a Markov decision process (MDP) such that the resulting traces of the MDP satisfy a linear temporal logic (LTL) property. We construct a product MDP that incorporates a deterministic Rabin…

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theory. The first part of the thesis is concerned with the…

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

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…

The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action spaces. Under the standard compactness and continuity…

In this paper, we consider multi-dimensional maximal cost-bounded reachability probability over continuous-time Markov decision processes (CTMDPs). Our major contributions are as follows. Firstly, we derive an integral characterization…

Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…

Robust Markov decision processes (MDPs) are used for applications of dynamic optimization in uncertain environments and have been studied extensively. Many of the main properties and algorithms of MDPs, such as value iteration and policy…

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…