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Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2010-06-14 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

Artificial Intelligence · Computer Science 2022-09-16 Kyle Hollins Wray , Stas Tiomkin , Mykel J. Kochenderfer , Pieter Abbeel

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

Often one has a preference order among the different systems that satisfy a given specification. Under a probabilistic assumption about the possible inputs, such a preference order is naturally expressed by a weighted automaton, which…

Logic in Computer Science · Computer Science 2011-04-15 Krishnendu Chatterjee , Thomas A. Henzinger , Barbara Jobstmann , Rohit Singh

We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…

Robotics · Computer Science 2019-09-30 Mohamadreza Ahmadi , Masahiro Ono , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Partially Observable Markov Decision Processes (POMDPs) are systems in which one agent interacts with a stochastic environment, and receives only partial information about the current state. In a multi-environment POMDP (MEPOMDP), the…

Artificial Intelligence · Computer Science 2026-05-11 Léonard Brice , Filip Cano , Krishnendu Chatterjee , Thomas A. Henzinger , Stefanie Muroya

We study qualitative multi-objective reachability problems for Ordered Branching Markov Decision Processes (OBMDPs), or equivalently context-free MDPs, building on prior results for single-target reachability on Branching Markov Decision…

Computer Science and Game Theory · Computer Science 2020-08-25 Kousha Etessami , Emanuel Martinov

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty associated with unknown parameters, we take a Bayesian approach…

Machine Learning · Computer Science 2025-10-02 Xiaoshuang Wang , Yifan Lin , Enlu Zhou

We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

We consider imperative programs that involve both randomization and pure nondeterminism. The central question is how to find a strategy resolving the pure nondeterminism such that the so-obtained determinized program satisfies a given…

Logic in Computer Science · Computer Science 2023-11-15 Kevin Batz , Tom Jannik Biskup , Joost-Pieter Katoen , Tobias Winkler

We consider synchronizing properties of Markov decision processes (MDP), viewed as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in some…

Logic in Computer Science · Computer Science 2014-07-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Complex real-world applications of cyber-physical systems give rise to the need for multi-objective controller synthesis, which concerns the problem of computing an optimal controller subject to multiple (possibly conflicting) criteria. The…

Artificial Intelligence · Computer Science 2022-03-04 Shenghui Chen , Kayla Boggess , David Parker , Lu Feng

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei