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We present a method for pursuit/evasion that is highly efficient and and scales to large teams of aircraft. The underlying algorithm is an efficient algorithm for solving Markov Decision Processes (MDPs) that supports fully continuous state…

Artificial Intelligence · Computer Science 2019-09-11 Joshua R. Bertram , Peng Wei

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

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

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

Computation of optimal recovery decisions for community resilience assurance post-hazard is a combinatorial decision-making problem under uncertainty. It involves solving a large-scale optimization problem, which is significantly aggravated…

Optimization and Control · Mathematics 2018-12-19 Yugandhar Sarkale , Saeed Nozhati , Edwin K. P. Chong , Bruce Ellingwood , Hussam Mahmoud

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…

Machine Learning · Computer Science 2025-06-05 Matthieu Meunier , Christoph Reisinger , Yufei Zhang

Robotic manipulation stands as a largely unsolved problem despite significant advances in robotics and machine learning in recent years. One of the key challenges in manipulation is the exploration of the dynamics of the environment when…

Robotics · Computer Science 2022-10-25 Tim Schneider , Boris Belousov , Georgia Chalvatzaki , Diego Romeres , Devesh K. Jha , Jan Peters

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

Contextual MDPs are powerful tools with wide applicability in areas from biostatistics to machine learning. However, specializing them to offline datasets has been challenging due to a lack of robust, theoretically backed methods. Our work…

Machine Learning · Statistics 2026-05-06 Riddhiman Bhattacharyya , Sayak Chakrabarty , Imon Banerjee

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

Machine Learning · Computer Science 2015-09-01 Peng Guan , Maxim Raginsky , Rebecca Willett

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

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

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Exploration is critical for solving real-world decision-making problems such as scientific discovery, where the objective is to generate truly novel designs rather than mimic existing data distributions. In this work, we address the…

Machine Learning · Computer Science 2025-06-19 Riccardo De Santi , Marin Vlastelica , Ya-Ping Hsieh , Zebang Shen , Niao He , Andreas Krause

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Saber Jafarpour , Samuel Coogan

We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

Machine Learning · Computer Science 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton
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