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This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…

Optimization and Control · Mathematics 2026-02-17 David Ohlin , Anders Rantzer , Emma Tegling

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

Machine Learning · Computer Science 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis

We consider the problem where an active Decision-Maker (DM) is tasked to identify the true hypothesis using as few samples as possible while maintaining accuracy. The DM collects samples according to its determined actions and knows the…

Information Theory · Computer Science 2025-10-01 George Vershinin , Asaf Cohen , Omer Gurewitz

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

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

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa

We consider a settings of hierarchical reinforcement learning, in which the reward is a sum of components. For each component we are given a policy that maximizes it and our goal is to assemble a policy from the individual policies that…

Machine Learning · Computer Science 2020-01-06 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

Reliability of sequential hypothesis testing can be greatly improved when the decision maker is given the freedom to adaptively take an action that determines the distribution of the current collected sample. Such advantage of sampling…

Information Theory · Computer Science 2025-07-11 Chia-Yu Hsu , I-Hsiang Wang

The combination of policy search and deep neural networks holds the promise of automating a variety of decision-making tasks. Model Predictive Control (MPC) provides robust solutions to robot control tasks by making use of a dynamical model…

Robotics · Computer Science 2021-05-11 Yunlong Song , Davide Scaramuzza

Reinforcement learning is generally difficult for partially observable Markov decision processes (POMDPs), which occurs when the agent's observation is partial or noisy. To seek good performance in POMDPs, one strategy is to endow the agent…

Machine Learning · Computer Science 2021-11-19 Mario Geiger , Christophe Eloy , Matthieu Wyart

The objective is to study an on-line Hidden Markov model (HMM) estimation-based Q-learning algorithm for partially observable Markov decision process (POMDP) on finite state and action sets. When the full state observation is available,…

Machine Learning · Computer Science 2018-09-25 Hyung-Jin Yoon , Donghwan Lee , Naira Hovakimyan

We present a new approach to learning for planning, where knowledge acquired while solving a given set of planning problems is used to plan faster in related, but new problem instances. We show that a deep neural network can be used to…

Artificial Intelligence · Computer Science 2018-07-26 Edward Groshev , Maxwell Goldstein , Aviv Tamar , Siddharth Srivastava , Pieter Abbeel

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Domain-Independent Dynamic Programming (DIDP) is a state-space search paradigm based on dynamic programming for combinatorial optimization. In its current implementation, DIDP guides the search using user-defined dual bounds. Reinforcement…

Artificial Intelligence · Computer Science 2025-05-15 Minori Narita , Ryo Kuroiwa , J. Christopher Beck

Planning in partially observable Markov decision processes (POMDPs) remains a challenging topic in the artificial intelligence community, in spite of recent impressive progress in approximation techniques. Previous research has indicated…

Artificial Intelligence · Computer Science 2012-10-19 Zhongzhang Zhang , Xiaoping Chen

The incorporation of macro-actions (temporally extended actions) into multi-agent decision problems has the potential to address the curse of dimensionality associated with such decision problems. Since macro-actions last for stochastic…

Artificial Intelligence · Computer Science 2019-05-30 Kunal Menda , Yi-Chun Chen , Justin Grana , James W. Bono , Brendan D. Tracey , Mykel J. Kochenderfer , David Wolpert

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known…

Robotics · Computer Science 2020-02-12 Sushmita Bhattacharya , Sahil Badyal , Thomas Wheeler , Stephanie Gil , Dimitri Bertsekas

Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…

Robotics · Computer Science 2021-05-14 Wilko Schwarting , Alyssa Pierson , Sertac Karaman , Daniela Rus
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