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We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Risk-averse decision-making under uncertainty in partially observable domains is a central challenge in artificial intelligence and is essential for developing reliable autonomous agents. The formal framework for such problems is the…

Statistics Theory · Mathematics 2026-02-27 Yaacov Pariente , Vadim Indelman

Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the problem. However, there have been limited attempts to extend…

Optimization and Control · Mathematics 2023-12-21 Egon Peršak , Miguel F. Anjos

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2014-08-12 Krishnendu Chatterjee , Martin Chmelik

Partially Observable Markov Decision Processes (POMDPs) provide an efficient way to model real-world sequential decision making processes. Motivated by the problem of maintenance and inspection of a group of infrastructure components with…

Optimization and Control · Mathematics 2024-08-15 Manav Vora , Pranay Thangeda , Michael N. Grussing , Melkior Ornik

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

Multi-environment POMDPs (ME-POMDPs) extend standard POMDPs with discrete model uncertainty. ME-POMDPs represent a finite set of POMDPs that share the same state, action, and observation spaces, but may arbitrarily vary in their transition,…

Artificial Intelligence · Computer Science 2025-10-29 Eline M. Bovy , Caleb Probine , Marnix Suilen , Ufuk Topcu , Nils Jansen

Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…

Optimization and Control · Mathematics 2021-07-13 Meysam Cheramin , Richard Li-Yang Chen , Jianqiang Cheng , Ali Pinar

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

In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…

Optimization and Control · Mathematics 2025-01-28 Arjun Ramachandra , Napat Rujeerapaiboon , Melvyn Sim

This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…

Systems and Control · Electrical Eng. & Systems 2022-06-30 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli , Majid Zamani

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

Online planning for partially observable Markov decision processes (POMDPs) provides efficient techniques for robot decision-making under uncertainty. However, existing methods fall short of preventing safety violations in dynamic…

Robotics · Computer Science 2024-09-10 Shili Sheng , Pian Yu , David Parker , Marta Kwiatkowska , Lu Feng

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

Optimization and Control · Mathematics 2024-09-09 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

Partially Observable Markov Decision Process (POMDP) is a framework applicable to many real world problems. In this work, we propose an approach to solve POMDPs with multimodal belief by relying on a policy that solves the fully observable…

Machine Learning · Computer Science 2022-07-26 András Attila Sulyok , Kristóf Karacs

Markov decision processes (MDPs) are widely used in modeling decision making problems in stochastic environments. However, precise specification of the reward functions in MDPs is often very difficult. Recent approaches have focused on…

Artificial Intelligence · Computer Science 2012-02-20 Eunsoo Oh , Kee-Eung Kim

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

Machine Learning · Statistics 2025-02-11 Muhammad Faaiz Taufiq
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