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Related papers: On State Variables, Bandit Problems and POMDPs

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We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…

Systems and Control · Computer Science 2017-05-18 Lorenzo Ferrari , Qing Zhao , Anna Scaglione

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…

Machine Learning · Statistics 2024-05-06 Patrick Saux

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

Partially observable Markov decision processes (POMDPs) are a powerful abstraction for tasks that require decision making under uncertainty, and capture a wide range of real world tasks. Today, effective planning approaches exist that…

Machine Learning · Statistics 2018-05-24 Sebastian Tschiatschek , Kai Arulkumaran , Jan Stühmer , Katja Hofmann

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

This paper proposes a new sequential model learning architecture to solve partially observable Markov decision problems. Rather than compressing sequential information at every timestep as in conventional recurrent neural network-based…

Machine Learning · Computer Science 2021-12-13 Giseung Park , Sungho Choi , Youngchul Sung

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Artificial Intelligence · Computer Science 2025-10-28 Yijia Wang , Daniel R. Jiang

We consider the expressivity of Markov rewards in sequential decision making under uncertainty. We view reward functions in Markov Decision Processes (MDPs) as a means to characterize desired behaviors of agents. Assuming desired behaviors…

Artificial Intelligence · Computer Science 2023-07-25 Shuwa Miura

We study stochastic delayed feedback in general multi-agent sequential decision making, which includes bandits, single-agent Markov decision processes (MDPs), and Markov games (MGs). We propose a novel reduction-based framework, which turns…

Machine Learning · Computer Science 2024-03-07 Yunchang Yang , Han Zhong , Tianhao Wu , Bin Liu , Liwei Wang , Simon S. Du

Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…

Optimization and Control · Mathematics 2025-02-13 Marissa Gee , Alexander Vladimirsky

Navigating in environments alongside humans requires agents to reason under uncertainty and account for the beliefs and intentions of those around them. Under a sequential decision-making framework, egocentric navigation can naturally be…

Artificial Intelligence · Computer Science 2025-09-03 Kevin Alcedo , Pedro U. Lima , Rachid Alami

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the…

Machine Learning · Computer Science 2022-05-26 Qinghua Liu , Alan Chung , Csaba Szepesvári , Chi Jin

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

Machine Learning · Computer Science 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor

Blame attribution is one of the key aspects of accountable decision making, as it provides means to quantify the responsibility of an agent for a decision making outcome. In this paper, we study blame attribution in the context of…

Artificial Intelligence · Computer Science 2022-01-26 Stelios Triantafyllou , Adish Singla , Goran Radanovic

We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. The player receives a state-dependent reward each time it…

Optimization and Control · Mathematics 2022-11-15 Cem Tekin , Mingyan Liu

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang
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