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Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

Optimization and Control · Mathematics 2021-05-07 Mathijs Schuurmans , Panagiotis Patrinos

Robust Markov Decision Processes (MDPs) address environmental shift through distributionally robust optimization (DRO) by finding an optimal worst-case policy within an uncertainty set of transition kernels. However, standard DRO approaches…

Machine Learning · Statistics 2026-03-10 Akram S. Awad , Shihab Ahmed , Yue Wang , George K. Atia

This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial state distribution is considered to be fixed. We show that for…

Optimization and Control · Mathematics 2018-10-26 Eugene A. Feinberg , Aleksey B. Piunovskiy

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

We consider sensor scheduling as the optimal observability problem for partially observable Markov decision processes (POMDP). This model fits to the cases where a Markov process is observed by a single sensor which needs to be dynamically…

Information Theory · Computer Science 2016-11-15 Mohammad Rezaeian

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

The partially observable Markov decision process (POMDP) provides a principled general framework for planning under uncertainty, but solving POMDPs optimally is computationally intractable, due to the "curse of dimensionality" and the…

Artificial Intelligence · Computer Science 2017-09-20 Nan Ye , Adhiraj Somani , David Hsu , Wee Sun Lee

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

In many real-world planning tasks, agents must tackle uncertainty about the environment's state and variability in the outcomes induced by stochastic dynamics and rewards. Motivated by recent progress in world model approaches, where latent…

Artificial Intelligence · Computer Science 2026-05-07 Larry Preuett , Qiuyi Zhang , Muhammad Aurangzeb Ahmad

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Recent work has considered trust-aware decision making for human-robot collaboration (HRC) with a focus on model learning. In this paper, we are interested in enabling the HRC system to complete complex tasks specified using temporal logic…

Robotics · Computer Science 2023-10-03 Pian Yu , Shuyang Dong , Shili Sheng , Lu Feng , Marta Kwiatkowska

Managing announced task completion times is a fundamental control problem in project management. While extensive research exists on estimating task durations and task scheduling, the problem of when and how to update completion times…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Duncan Eddy , Esen Yel , Emma Passmore , Niles Egan , Grayson Armour , Dylan M. Asmar , Mykel J. Kochenderfer

Partially Observable Markov Decision Processes (POMDPs) are fundamental to many real-world applications. Although reinforcement learning (RL) has shown success in fully observable domains, learning policies from traces in partially…

Machine Learning · Computer Science 2025-08-05 Yuly Wu , Jiamou Liu , Libo Zhang

Partially observable Markov decision processes (POMDPs) with continuous state and observation spaces have powerful flexibility for representing real-world decision and control problems but are notoriously difficult to solve. Recent online…

Machine Learning · Computer Science 2023-06-06 Michael H. Lim , Claire J. Tomlin , Zachary N. Sunberg

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

Partially Observable Markov Decision Processes (POMDPs) provide a principled mathematical framework for decision-making under uncertainty. However, the exact solution to POMDPs is computationally intractable. In this paper, we address the…

Robotics · Computer Science 2026-04-03 Da Kong , Vadim Indelman

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