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Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…

Artificial Intelligence · Computer Science 2013-01-30 Jesse Hoey , Robert St-Aubin , Alan Hu , Craig Boutilier

We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…

Machine Learning · Computer Science 2024-10-01 Michael Lu , Matin Aghaei , Anant Raj , Sharan Vaswani

It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…

Machine Learning · Computer Science 2022-12-09 Tianjun Zhang , Tongzheng Ren , Mengjiao Yang , Joseph E. Gonzalez , Dale Schuurmans , Bo Dai

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

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

Bounded treewidth is one of the most cited combinatorial invariants, which was applied in the literature for solving several counting problems efficiently. A canonical counting problem is #SAT, which asks to count the satisfying assignments…

Artificial Intelligence · Computer Science 2023-06-22 Johannes K. Fichte , Markus Hecher , Patrick Thier , Stefan Woltran

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Optimization and Control · Mathematics 2021-08-30 Vineet Goyal , Julien Grand-Clement

The fundamental model-checking problem, given as input a model and a specification, asks for the algorithmic verification of whether the model satisfies the specification. Two classical models for reactive systems are graphs and Markov…

Computer Science and Game Theory · Computer Science 2019-09-13 Krishnendu Chatterjee , Wolfgang Dvorák , Monika Henzinger , Alexander Svozil

Motivated by the recent discovery of a statistical and computational reduction from contextual bandits to offline regression (Simchi-Levi and Xu, 2021), we address the general (stochastic) Contextual Markov Decision Process (CMDP) problem…

Machine Learning · Computer Science 2024-05-29 Jian Qian , Haichen Hu , David Simchi-Levi

Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…

Computer Science and Game Theory · Computer Science 2025-03-04 Michal Ajdarów , James C. A. Main , Petr Novotný , Mickael Randour

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

Artificial Intelligence · Computer Science 2013-01-07 Blai Bonet , Judea Pearl

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

We present a deterministic algorithm for solving a wide range of dynamic programming problems in trees in $O(\log D)$ rounds in the massively parallel computation model (MPC), with $O(n^\delta)$ words of local memory per machine, for any…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-08 Chetan Gupta , Rustam Latypov , Yannic Maus , Shreyas Pai , Simo Särkkä , Jan Studený , Jukka Suomela , Jara Uitto , Hossein Vahidi

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

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

Mixed Integer Programs (MIPs) model many optimization problems of interest in Computer Science, Operations Research, and Financial Engineering. Solving MIPs is NP-Hard in general, but several solvers have found success in obtaining…

Quantum Physics · Physics 2022-10-10 Shouvanik Chakrabarti , Pierre Minssen , Romina Yalovetzky , Marco Pistoia

In this paper, we study quantum algorithms for computing the exact value of the treewidth of a graph. Our algorithms are based on the classical algorithm by Fomin and Villanger (Combinatorica 32, 2012) that uses $O(2.616^n)$ time and…

Quantum Physics · Physics 2022-02-17 Vladislavs Kļevickis , Krišjānis Prūsis , Jevgēnijs Vihrovs

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang