Related papers: Mixing Probabilistic and non-Probabilistic Objecti…
Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…
This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…
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…
We give polynomial-time algorithms for computing the values of Markov decision processes (MDPs) with limsup and liminf objectives. A real-valued reward is assigned to each state, and the value of an infinite path in the MDP is the limsup…
In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…
We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…
Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…
Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…
We study finite-memory (FM) determinacy in games on finite graphs, a central question for applications in controller synthesis, as FM strategies correspond to implementable controllers. We establish general conditions under which FM…
We study infinite-horizon Markov decision processes (MDPs) where the decision maker evaluates each of her strategies by aggregating the infinite stream of expected stage-rewards. The crucial feature of our approach is that the aggregation…
Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…
We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…
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…
We study a novel setting in Online Markov Decision Processes (OMDPs) where the loss function is chosen by a non-oblivious strategic adversary who follows a no-external regret algorithm. In this setting, we first demonstrate that MDP-Expert,…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…
Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…
We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…
In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…
Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…