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We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

Optimization and Control · Mathematics 2021-09-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Statistics Theory · Mathematics 2021-11-12 Augustin Chevallier , Sam Power , Andi Q. Wang , Paul Fearnhead

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

Attribution techniques explain the outcome of an AI model by assigning a numerical score to its inputs. So far, these techniques have mainly focused on attributing importance to static input features at a single point in time, and thus fail…

Artificial Intelligence · Computer Science 2026-05-13 Paul Kobialka , Andrea Pferscher , Francesco Leofante , Erika Ábrahám , Silvia Lizeth Tapia Tarifa , Einar Broch Johnsen

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm…

Artificial Intelligence · Computer Science 2025-03-26 Yunuo Zhang , Baiting Luo , Ayan Mukhopadhyay , Abhishek Dubey

Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the…

Machine Learning · Computer Science 2025-10-02 Alperen Tercan , Necmiye Ozay

In this article we propose a qualitative (ordinal) counterpart for the Partially Observable Markov Decision Processes model (POMDP) in which the uncertainty, as well as the preferences of the agent, are modeled by possibility distributions.…

Artificial Intelligence · Computer Science 2013-01-30 Regis Sabbadin

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…

Computation · Statistics 2023-09-07 Ajay Jasra , Kengo Kamatani , Mohamed Maama

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…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

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

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…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…

Artificial Intelligence · Computer Science 2013-02-08 Craig Boutilier

We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…

Probability · Mathematics 2019-01-30 Stephan Knapp