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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

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

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

We introduce and analyze Markov Decision Process (MDP) machines to model individual devices which are expected to participate in future demand-response markets on distribution grids. We differentiate devices into the following four types:…

Systems and Control · Computer Science 2016-11-17 Konstantin Turitsyn , Scott Backhaus , Maxim Ananyev , Michael Chertkov

Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the…

Artificial Intelligence · Computer Science 2025-04-18 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

In this paper, building on the formulation of quantum Markov decision processes (q-MDPs) presented in our previous work [{\sc N.~Saldi, S.~Sanjari, and S.~Y\"{u}ksel}, {\em Quantum Markov Decision Processes: General Theory, Approximations,…

Quantum Physics · Physics 2025-02-24 Naci Saldi , Sina Sanjari , Serdar Yuksel

We propose a human-supervised control synthesis method for a stochastic Dubins vehicle such that the probability of satisfying a specification given as a formula in a fragment of Probabilistic Computational Tree Logic (PCTL) over a set of…

Robotics · Computer Science 2013-07-12 Igor Cizelj , Calin Belta

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

Optimization and Control · Mathematics 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon

Markov decision processes can be viewed as transformers of probability distributions. While this view is useful from a practical standpoint to reason about trajectories of distributions, basic reachability and safety problems are known to…

Logic in Computer Science · Computer Science 2023-05-29 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

We introduce a QPLEX Decision Process (QDP) as a model for dynamic control of queueing systems with non-stationary arrivals, general service distributions, and service-level chance constraints. QDPs integrate QPLEX, a computational modeling…

Optimization and Control · Mathematics 2026-05-19 Antonius B. Dieker , Steven T. Hackman , Zitong Wang , Yunhao Yan

We propose two scheduling algorithms that seek to optimize the quality of scalably coded videos that have been stored at a video server before transmission.} The first scheduling algorithm is derived from a Markov Decision Process (MDP)…

Multimedia · Computer Science 2013-11-26 Chao Chen , Robert W. Heath , Alan C. Bovik , Gustavo de Veciana

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

Optimization and Control · Mathematics 2021-09-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

Machine Learning · Computer Science 2025-03-06 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

Machine Learning · Statistics 2017-11-01 Taylor Killian , Samuel Daulton , George Konidaris , Finale Doshi-Velez

In many real-world problems, there is the possibility to configure, to a limited extent, some environmental parameters to improve the performance of a learning agent. In this paper, we propose a novel framework, Configurable Markov Decision…

Artificial Intelligence · Computer Science 2018-06-15 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mathijs Schuurmans , Alexander Katriniok , Christopher Meissen , H. Eric Tseng , Panagiotis Patrinos

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Optimization and Control · Mathematics 2025-05-20 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker