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We propose to synthesize a control policy for a Markov decision process (MDP) such that the resulting traces of the MDP satisfy a linear temporal logic (LTL) property. We construct a product MDP that incorporates a deterministic Rabin…

Systems and Control · Computer Science 2014-09-22 Dorsa Sadigh , Eric S. Kim , Samuel Coogan , S. Shankar Sastry , Sanjit A. Seshia

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Markov decision processes (MDPs) are the standard formalism for modelling sequential decision making in stochastic environments. Policy synthesis addresses the problem of how to control or limit the decisions an agent makes so that a given…

Logic in Computer Science · Computer Science 2017-10-09 Peter Baumgartner , Sylvie Thiébaux , Felipe Trevizan

Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is…

Systems and Control · Electrical Eng. & Systems 2024-04-09 İlker Işık , Onur Yigit Arpali , Ebru Aydin Gol

We introduce consumption games, a model for discrete interactive system with multiple resources that are consumed or reloaded independently. More precisely, a consumption game is a finite-state graph where each transition is labeled by a…

Computer Science and Game Theory · Computer Science 2012-06-01 Tomáš Brázdil , Krishnendu Chatterjee , Antonín Kučera , Petr Novotný

Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

In this paper, we focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

We study finite-state controllers (FSCs) for partially observable Markov decision processes (POMDPs) that are provably correct with respect to given specifications. The key insight is that computing (randomised) FSCs on POMDPs is equivalent…

Logic in Computer Science · Computer Science 2018-07-18 Sebastian Junges , Nils Jansen , Ralf Wimmer , Tim Quatmann , Leonore Winterer , Joost-Pieter Katoen , Bernd Becker

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Machine Learning · Computer Science 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…

Machine Learning · Computer Science 2020-09-25 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

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…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

Logic in Computer Science · Computer Science 2025-05-15 Thomas Brihaye , Krishnendu Chatterjee , Stefanie Mohr , Maximilian Weininger

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Optimization and Control · Mathematics 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…

Systems and Control · Computer Science 2017-07-07 Ernst Moritz Hahn , Vahid Hashemi , Holger Hermanns , Morteza Lahijanian , Andrea Turrini
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