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A popular approach to solving a decision process with non-Markovian rewards (NMRDP) is to exploit a compact representation of the reward function to automatically translate the NMRDP into an equivalent Markov decision process (MDP) amenable…

Artificial Intelligence · Computer Science 2013-01-07 Sylvie Thiebaux , Froduald Kabanza , John Slanley

We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…

Systems and Control · Computer Science 2018-07-26 Pranav Ashok , Yuliya Butkova , Holger Hermanns , Jan Křetínský

The maximum reachability probabilities in a Markov decision process can be computed using value iteration (VI). Recently, simulation-based heuristic extensions of VI have been introduced, such as bounded real-time dynamic programming…

Logic in Computer Science · Computer Science 2018-09-11 Pranav Ashok , Tomáš Brázdil , Jan Křetínský , Ondřej Slámečka

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

Because failures in distribution systems caused by extreme weather events directly result in consumers' outages, this paper proposes a state-based decision-making model with the objective of mitigating loss of load to improve the…

Optimization and Control · Mathematics 2019-04-02 Chong Wang , Ping Ju , Shunbo Lei , Zhaoyu Wang , Yunhe Hou

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

Machine Learning · Computer Science 2020-06-18 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

Markov decision processes (MDP) are finite-state systems with both strategic and probabilistic choices. After fixing a strategy, an MDP produces a sequence of probability distributions over states. The sequence is eventually synchronizing…

Computer Science and Game Theory · Computer Science 2013-11-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

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

Spatial puzzles composed of rigid objects, flexible strings and holes offer interesting domains for reasoning about spatial entities that are common in the human daily-life's activities. The goal of this work is to investigate the automated…

Artificial Intelligence · Computer Science 2019-03-11 Thiago Freitas dos Santos , Paulo E. Santos , Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Pedro Cabalar

The general sequential decision-making problem, which includes Markov decision processes (MDPs) and partially observable MDPs (POMDPs) as special cases, aims at maximizing a cumulative reward by making a sequence of decisions based on a…

Machine Learning · Computer Science 2024-02-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

We investigate the use of temporally abstract actions, or macro-actions, in the solution of Markov decision processes. Unlike current models that combine both primitive actions and macro-actions and leave the state space unchanged, we…

Artificial Intelligence · Computer Science 2013-02-01 Milos Hauskrecht , Nicolas Meuleau , Leslie Pack Kaelbling , Thomas L. Dean , Craig Boutilier

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) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…

Systems and Control · Computer Science 2017-05-17 Pengqian Yu , William B. Haskell , Huan Xu

Value iteration is a commonly used and empirically competitive method in solving many Markov decision process problems. However, it is known that value iteration has only pseudo-polynomial complexity in general. We establish a somewhat…

Artificial Intelligence · Computer Science 2013-01-07 Omid Madani