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Related papers: Risk-Averse Planning Under Uncertainty

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We study strategy synthesis for partially observable Markov decision processes (POMDPs). The particular problem is to determine strategies that provably adhere to (probabilistic) temporal logic constraints. This problem is computationally…

Artificial Intelligence · Computer Science 2019-03-22 Steven Carr , Nils Jansen , Ralf Wimmer , Alexandru C. Serban , Bernd Becker , Ufuk Topcu

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…

Machine Learning · Statistics 2025-07-09 Alexandre Marthe , Samuel Bounan , Aurélien Garivier , Claire Vernade

Monotonic Partially Observable Markov Decision Processes (POMDPs), where the system state progressively decreases until a restorative action is performed, can be used to model sequential repair problems effectively. This paper considers the…

Machine Learning · Computer Science 2025-09-17 Manav Vora , Jonas Liang , Michael N. Grussing , Melkior Ornik

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

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

Optimization and Control · Mathematics 2023-03-14 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

This paper is concerned with planning in stochastic domains by means of partially observable Markov decision processes (POMDPs). POMDPs are difficult to solve. This paper identifies a subclass of POMDPs called region observable POMDPs,…

Artificial Intelligence · Computer Science 2013-02-08 Nevin Lianwen Zhang , Wenju Liu

In this article we propose a qualitative (ordinal) counterpart for the Partially Observable Markov Decision Processes model (POMDP) in which the uncertainty, as well as the preferences of the agent, are modeled by possibility distributions.…

Artificial Intelligence · Computer Science 2013-01-30 Regis Sabbadin

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…

Artificial Intelligence · Computer Science 2025-07-17 Edward Kim , Hanna Kurniawati

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

Portfolio Management · Quantitative Finance 2012-10-19 Marek Petrik , Dharmashankar Subramanian

We study safe policy improvement (SPI) for partially observable Markov decision processes (POMDPs). SPI is an offline reinforcement learning (RL) problem that assumes access to (1) historical data about an environment, and (2) the so-called…

Artificial Intelligence · Computer Science 2023-01-13 Thiago D. Simão , Marnix Suilen , Nils Jansen

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

Recent benchmarks for memory-augmented reinforcement learning (RL) have introduced partially observable Markov decision process (POMDP) environments in which agents must use historical observations to make decisions. However, these…

Artificial Intelligence · Computer Science 2026-04-15 Yongyi Wang , Lingfeng Li , Bozhou Chen , Ang Li , Hanyu Liu , Qirui Zheng , Xionghui Yang , Wenxin Li

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

Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum
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