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We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

We study the vehicle routing problem with time windows (VRPTW) and stochastic travel times, in which the decision-maker observes related contextual information, represented as feature variables, before making routing decisions. Despite the…

Machine Learning · Computer Science 2024-02-13 Breno Serrano , Alexandre M. Florio , Stefan Minner , Maximilian Schiffer , Thibaut Vidal

We introduce the notion of fault tolerant mechanism design, which extends the standard game theoretic framework of mechanism design to allow for uncertainty about execution. Specifically, we define the problem of task allocation in which…

Computer Science and Game Theory · Computer Science 2013-01-07 Ryan Porter , Amir Ronen , Yoav Shoham , Moshe Tennenholtz

We introduce a new unified framework for modelling both decision problems and finite games based on quantifiers and selection functions. We show that the canonical utility maximisation is one special case of a quantifier and that our more…

Logic in Computer Science · Computer Science 2014-09-29 Jules Hedges , Paulo Oliva , Evguenia Winschel , Viktor Winschel , Philipp Zahn

Pareto optimization using evolutionary multi-objective algorithms has been widely applied to solve constrained submodular optimization problems. A crucial factor determining the runtime of the used evolutionary algorithms to obtain good…

Neural and Evolutionary Computing · Computer Science 2023-05-15 Frank Neumann , Carsten Witt

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

In this paper, we study planning in stochastic systems, modeled as Markov decision processes (MDPs), with preferences over temporally extended goals. Prior work on temporal planning with preferences assumes that the user preferences form a…

Robotics · Computer Science 2023-03-09 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

This paper addresses a mathematically tractable model of the Prisoner's Dilemma using the framework of active inference. In this work, we design pairs of Bayesian agents that are tracking the joint game state of their and their opponent's…

Physics and Society · Physics 2023-08-31 Daphne Demekas , Conor Heins , Brennan Klein

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

Rational verification is the problem of determining which temporal logic properties will hold in a multi-agent system, under the assumption that agents in the system act rationally, by choosing strategies that collectively form a…

Multiagent Systems · Computer Science 2021-07-27 Julian Gutierrez , Lewis Hammond , Anthony W. Lin , Muhammad Najib , Michael Wooldridge

Weighted timed games are two-player zero-sum games played in a timed automaton equipped with integer weights. We consider optimal reachability objectives, in which one of the players, that we call Min, wants to reach a target location while…

Computer Science and Game Theory · Computer Science 2025-03-05 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

Driven by the need to capture users' evolving interests and optimize their long-term experiences, more and more recommender systems have started to model recommendation as a Markov decision process and employ reinforcement learning to…

Information Retrieval · Computer Science 2021-11-02 Dell Zhang , Jun Wang

Individuals are often faced with temptations that can lead them astray from long-term goals. We're interested in developing interventions that steer individuals toward making good initial decisions and then maintaining those decisions over…

Machine Learning · Computer Science 2022-03-15 Shruthi Sukumar , Adrian F. Ward , Camden Elliott-Williams , Shabnam Hakimi , Michael C. Mozer

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

A renewal system divides the slotted timeline into back to back time periods called renewal frames. At the beginning of each frame, it chooses a policy from a set of options for that frame. The policy determines the duration of the frame,…

Optimization and Control · Mathematics 2021-02-02 Xiaohan Wei

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We show a methodology for the computation of the probability of deadline miss for a periodic real-time task scheduled by a resource reservation algorithm. We propose a modelling technique for the system that reduces the computation of such…

Performance · Computer Science 2016-04-28 Luigi Palopoli , Daniele Fontanelli , Luca Abeni , Bernardo Villalba Frías