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This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Zixuan He , Charalambos D. Charalambous , Photios A. Stavrou

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Solving general Markov decision processes (MDPs) is a computationally hard problem. Solving finite-horizon MDPs, on the other hand, is highly tractable with well known polynomial-time algorithms. What drives this extreme disparity, and do…

Artificial Intelligence · Computer Science 2022-05-17 Thomas Spooner , Rui Silva , Joshua Lockhart , Jason Long , Vacslav Glukhov

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes

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…

Optimization and Control · Mathematics 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

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

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

Optimization and Control · Mathematics 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

Artificial Intelligence · Computer Science 2014-01-16 Daniel S. Bernstein , Christopher Amato , Eric A. Hansen , Shlomo Zilberstein

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Jiping Luo , Nikolaos Pappas

We consider the problem of long term power allocation in dense wireless networks. The framework considered in this paper is of interest for machine-type communications (MTC). In order to guarantee an optimal operation of the system while…

Information Theory · Computer Science 2018-01-16 Maialen Larranaga , Mohamad Assaad , Koen De Turck

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…

Robotics · Computer Science 2019-09-30 Mohamadreza Ahmadi , Masahiro Ono , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Policies of Markov Decision Processes (MDPs) determine the next action to execute from the current state and, possibly, the history (the past states). When the number of states is large, succinct representations are often used to compactly…

Artificial Intelligence · Computer Science 2011-06-27 P. Liberatore

The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected…

Logic in Computer Science · Computer Science 2019-05-01 Jakob Piribauer , Christel Baier
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