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We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

In this article we propose a qualitative (ordinal) counterpart for the Partially Observable Markov Decision Processes model (POMDP) in which the uncertainty, as well as the preferences of the agent, are modeled by possibility distributions.…

Artificial Intelligence · Computer Science 2013-01-30 Regis Sabbadin

The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…

Systems and Control · Electrical Eng. & Systems 2023-03-03 Jared J. Beard , Ali Baheri

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

Information Theory · Computer Science 2025-04-29 George Vershinin , Asaf Cohen , Omer Gurewitz

We introduce a model of probabilistic verification in mechanism design. The principal elicits a message from the agent and then selects a test to give the agent. The agent's true type determines the probability with which he can pass each…

Theoretical Economics · Economics 2025-01-16 Ian Ball , Deniz Kattwinkel

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…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

The problem of quickest detection of an anomalous process among M processes is considered. At each time, a subset of the processes can be observed, and the observations from each chosen process follow two different distributions, depending…

Information Theory · Computer Science 2014-10-09 Kobi Cohen , Qing Zhao

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

Machine Learning · Computer Science 2021-12-13 Ruiyang Xu , Zhengxing Chen

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and…

Computational Physics · Physics 2018-01-08 Markus Wallerberger , Emanuel Gull

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

The Markov assumption in Markov Decision Processes (MDPs) is fundamental in reinforcement learning, influencing both theoretical research and practical applications. Existing methods that rely on the Bellman equation benefit tremendously…

Methodology · Statistics 2024-09-24 Chuyun Ye , Lixing Zhu , Ruoqing Zhu

Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling…

Artificial Intelligence · Computer Science 2024-03-01 Daniele Meli , Alberto Castellini , Alessandro Farinelli

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Partially observable Markov decision processes (POMDPs) are a central model for uncertainty in sequential decision making. The most basic objective is the reachability objective, where a target set must be eventually visited, and the more…

Computational Complexity · Computer Science 2025-12-09 Ali Asadi , Krishnendu Chatterjee , David Lurie , Raimundo Saona