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Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…

Multiagent Systems · Computer Science 2023-12-20 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Mean…

Computational Complexity · Computer Science 2023-06-22 Richard Mayr , Eric Munday

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

The partially observable Markov decision process (POMDP) provides a principled general model for planning under uncertainty. However, solving a general POMDP is computationally intractable in the worst case. This paper introduces…

Artificial Intelligence · Computer Science 2016-02-24 Min Chen , Emilio Frazzoli , David Hsu , Wee Sun Lee

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

Machine Learning · Computer Science 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

This paper introduces algorithms for problems where a decision maker has to control a system composed of several components and has access to only partial information on the state of each component. Such problems are difficult because of…

Optimization and Control · Mathematics 2020-12-25 Victor Cohen , Axel Parmentier

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov…

Artificial Intelligence · Computer Science 2013-01-30 Nevin Lianwen Zhang , Stephen S. Lee , Weihong Zhang

Reactive (memoryless) policies are sufficient in completely observable Markov decision processes (MDPs), but some kind of memory is usually necessary for optimal control of a partially observable MDP. Policies with finite memory can be…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Leonid Peshkin , Kee-Eung Kim , Leslie Pack Kaelbling

We consider a partially observable Markov decision problem (POMDP) that models a class of sequencing problems. Although POMDPs are typically intractable, our formulation admits tractable solution. Instead of maintaining a value function…

Artificial Intelligence · Computer Science 2013-01-14 Paat Rusmevichientong , Benjamin van Roy

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

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown…

Machine Learning · Computer Science 2022-05-24 Xiaoyu Chen , Yao Mu , Ping Luo , Shengbo Li , Jianyu Chen

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

In real-world reinforcement learning (RL) scenarios, agents often encounter partial observability, where incomplete or noisy information obscures the true state of the environment. Partially Observable Markov Decision Processes (POMDPs) are…

Machine Learning · Computer Science 2025-05-19 Ashok Arora , Neetesh Kumar

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick
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