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Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

Artificial Intelligence · Computer Science 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

Machine Learning · Computer Science 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

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

Counterfactuals are widely used in AI to explain how minimal changes to a model's input can lead to a different output. However, established methods for computing counterfactuals typically focus on one-step decision-making, and are not…

Artificial Intelligence · Computer Science 2025-05-15 Paul Kobialka , Lina Gerlach , Francesco Leofante , Erika Ábrahám , Silvia Lizeth Tapia Tarifa , Einar Broch Johnsen

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

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…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the quantization of an underlying discrete-time Markov chain…

Probability · Mathematics 2011-08-31 Adrien Brandejsky , Benoîte de Saporta , François Dufour

We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any…

Artificial Intelligence · Computer Science 2013-01-18 Andrew Y. Ng , Michael I. Jordan

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker

We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by Davis (1984), are a very general class of Markov processes and are…

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 2014-07-29 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

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

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…

Probability · Mathematics 2014-12-24 Florent Malrieu

In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…

Analysis of PDEs · Mathematics 2018-10-25 Ludovic Goudenège

Partially Observable Markov Decision Processes (POMDPs) are rich environments often used in machine learning. But the issue of information and causal structures in POMDPs has been relatively little studied. This paper presents the concepts…

Artificial Intelligence · Computer Science 2018-01-16 Stuart Armstrong