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Related papers: Scenario-Based Verification of Uncertain MDPs

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We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

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

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

Optimization and Control · Mathematics 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

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…

Logic in Computer Science · Computer Science 2024-08-07 Jakob Piribauer , Christel Baier

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

Logic in Computer Science · Computer Science 2025-05-26 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

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

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

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2010-06-14 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…

Machine Learning · Computer Science 2024-06-05 Filippo Valdettaro , A. Aldo Faisal
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