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Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

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

Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

In this paper, we consider the online computation of a strategy that aims at optimizing the expected average reward in a Markov decision process. The strategy is computed with a receding horizon and using Monte Carlo tree search (MCTS). We…

Computer Science and Game Theory · Computer Science 2020-07-17 Damien Busatto-Gaston , Debraj Chakraborty , Jean-Francois Raskin

In multiplayer games with sequential decision-making, self-interested players form dynamic coalitions to achieve most-preferred temporal goals beyond their individual capabilities. We introduce a novel procedure to synthesize strategies…

Computer Science and Game Theory · Computer Science 2025-01-31 A. Kaan Ata Yilmaz , Abhishek Kulkarni , Ufuk Topcu

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…

Machine Learning · Computer Science 2022-11-01 Chengzhuo Ni , Yuda Song , Xuezhou Zhang , Chi Jin , Mengdi Wang

Staged trees are probabilistic graphical models capable of representing any class of non-symmetric independence via a coloring of its vertices. Several structural learning routines have been defined and implemented to learn staged trees…

Machine Learning · Statistics 2024-05-29 Jack Storror Carter , Manuele Leonelli , Eva Riccomagno , Gherardo Varando

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

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

Markov chains and Markov decision processes (MDPs) are well-established probabilistic models. While finite Markov models are well-understood, analysing their infinite counterparts remains a significant challenge. Decisiveness has proven to…

Logic in Computer Science · Computer Science 2025-04-23 Nathalie Bertrand , Patricia Bouyer , Thomas Brihaye , Paulin Fournier , Pierre Vandenhove

We study deterministic games of infinite duration played on graphs and focus on the strategy complexity of quantitative objectives. Such games are known to admit optimal memoryless strategies over finite graphs, but require infinite-memory…

Computer Science and Game Theory · Computer Science 2024-06-26 Sougata Bose , Rasmus Ibsen-Jensen , David Purser , Patrick Totzke , Pierre Vandenhove

Interpretability of AI models allows for user safety checks to build trust in these models. In particular, decision trees (DTs) provide a global view on the learned model and clearly outlines the role of the features that are critical to…

Machine Learning · Computer Science 2023-04-13 Hector Kohler , Riad Akrour , Philippe Preux

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

Recently, decision trees (DT) have been used as an explainable representation of controllers (a.k.a. strategies, policies, schedulers). Although they are often very efficient and produce small and understandable controllers for discrete…

Machine Learning · Computer Science 2022-08-30 Florian Jüngermann , Jan Křetínský , Maximilian Weininger

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

We propose MDP-GapE, a new trajectory-based Monte-Carlo Tree Search algorithm for planning in a Markov Decision Process in which transitions have a finite support. We prove an upper bound on the number of calls to the generative models…

Machine Learning · Computer Science 2020-06-11 Anders Jonsson , Emilie Kaufmann , Pierre Ménard , Omar Darwiche Domingues , Edouard Leurent , Michal Valko

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

Reinforcement learning (RL) is empirically successful in complex nonlinear Markov decision processes (MDPs) with continuous state spaces. By contrast, the majority of theoretical RL literature requires the MDP to satisfy some form of linear…

Machine Learning · Computer Science 2021-06-16 Dhruv Malik , Aldo Pacchiano , Vishwak Srinivasan , Yuanzhi Li

Human preferences are not always represented via complete linear orders: It is natural to employ partially-ordered preferences for expressing incomparable outcomes. In this work, we consider decision-making and probabilistic planning in…

Robotics · Computer Science 2024-10-21 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu
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