Related papers: An Overview for Markov Decision Processes in Queue…
This paper is dedicated to the numerical study of the optimization of an industrial launcher integration process. It is an original case of inventory-production system where a calendar plays a crucial role. The process is modeled using the…
Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…
This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty…
A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…
This paper investigates a series of optimization problems for one-counter Markov decision processes (MDPs) and integer-weighted MDPs with finite state space. Specifically, it considers problems addressing termination probabilities and…
Attribution techniques explain the outcome of an AI model by assigning a numerical score to its inputs. So far, these techniques have mainly focused on attributing importance to static input features at a single point in time, and thus fail…
The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…
This paper proposes a comprehensive hierarchical control framework for autonomous decision-making arising in robotics and autonomous systems. In a typical hierarchical control architecture, high-level decision making is often characterised…
In this paper, we investigate the concentration properties of cumulative reward in Markov Decision Processes (MDPs), focusing on both asymptotic and non-asymptotic settings. We introduce a unified approach to characterize reward…
We formalize decision-making problems in robotics and automated control using continuous MDPs and actions that take place over continuous time intervals. We then approximate the continuous MDP using finer and finer discretizations. Doing…
Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…
Markov decision processes capture sequential decision making under uncertainty, where an agent must choose actions so as to optimize long term reward. The paper studies efficient reasoning mechanisms for Relational Markov Decision Processes…
This paper studies multi-agent systems that involve networks of self-interested agents. We propose a Markov Decision Process-derived framework, called RepNet-MDP, tailored to domains in which agent reputation is a key driver of the…
We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become…
Transaction processing has been an active area of research for several decades. A fundamental characteristic of classical transaction processing protocols is non-determinism, which causes them to suffer from performance issues on modern…
Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…
Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…
It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…