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Multi-agent systems (MAS) are central to applications such as swarm robotics and traffic routing, where agents must coordinate in a decentralized manner to achieve a common objective. Stochastic Shortest Path (SSP) problems provide a…

Machine Learning · Computer Science 2025-12-16 Utkarsh U. Chavan , Prashant Trivedi , Nandyala Hemachandra

We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

Autonomous vehicles face the problem of optimizing the expected performance of subsequent maneuvers while bounding the risk of collision with surrounding dynamic obstacles. These obstacles, such as agent vehicles, often exhibit stochastic…

Artificial Intelligence · Computer Science 2023-02-28 Rashid Alyassi , Majid Khonji

We introduce a generic template for developing regret minimization algorithms in the Stochastic Shortest Path (SSP) model, which achieves minimax optimal regret as long as certain properties are ensured. The key of our analysis is a new…

Machine Learning · Computer Science 2021-11-11 Liyu Chen , Mehdi Jafarnia-Jahromi , Rahul Jain , Haipeng Luo

We propose an algorithm that uses linear function approximation (LFA) for stochastic shortest path (SSP). Under minimal assumptions, it obtains sublinear regret, is computationally efficient, and uses stationary policies. To our knowledge,…

Machine Learning · Computer Science 2022-05-30 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price $\lambda$ every time it switches the arm being played. Our algorithm is based on adaptation of the Tsallis-INF…

Machine Learning · Computer Science 2021-02-22 Chloé Rouyer , Yevgeny Seldin , Nicolò Cesa-Bianchi

We study the sample complexity of learning an $\epsilon$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a…

Machine Learning · Computer Science 2022-10-12 Liyu Chen , Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We consider the problem of finding a control policy for a Markov Decision Process (MDP) to maximize the probability of reaching some states while avoiding some other states. This problem is motivated by applications in robotics, where such…

We present the Goal Uncertain Stochastic Shortest Path (GUSSP) problem -- a general framework to model path planning and decision making in stochastic environments with goal uncertainty. The framework extends the stochastic shortest path…

Artificial Intelligence · Computer Science 2020-04-07 Sandhya Saisubramanian , Kyle Hollins Wray , Luis Pineda , Shlomo Zilberstein

We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view,…

Systems and Control · Electrical Eng. & Systems 2022-03-04 Tobias Meggendorfer

We propose the k-Shortest-Path (k-SP) constraint: a novel constraint on the agent's trajectory that improves the sample efficiency in sparse-reward MDPs. We show that any optimal policy necessarily satisfies the k-SP constraint. Notably,…

Machine Learning · Computer Science 2021-07-15 Sungryull Sohn , Sungtae Lee , Jongwook Choi , Harm van Seijen , Mehdi Fatemi , Honglak Lee

In this paper we propose two algorithms in the tabular setting and an algorithm for the function approximation setting for the Stochastic Shortest Path (SSP) problem. SSP problems form an important class of problems in Reinforcement…

Machine Learning · Computer Science 2025-12-03 Soumyajit Guin , Shalabh Bhatnagar

We consider the adaptive shortest-path routing problem in wireless networks under unknown and stochastically varying link states. In this problem, we aim to optimize the quality of communication between a source and a destination through…

Networking and Internet Architecture · Computer Science 2012-01-25 Keqin Liu , Qing Zhao

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi

In this paper, we give a new framework for the stochastic shortest path problem in finite state and action spaces. Our framework generalizes both the frameworks proposed by Bertsekas and Tsitsikli and by Bertsekas and Yu. We prove that the…

Discrete Mathematics · Computer Science 2017-02-13 Matthieu Guillot , Gautier Stauffer

Stochastic sequential decision making often requires hierarchical structure in the problem where each high-level action should be further planned with primitive states and actions. In addition, many real-world applications require a plan…

Artificial Intelligence · Computer Science 2022-05-12 Sungkweon Hong , Brian C. Williams

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

Stochastic Shortest Path (SSP) MDPs is a problem class widely studied in AI, especially in probabilistic planning. They describe a wide range of scenarios but make the restrictive assumption that the goal is reachable from any state, i.e.,…

Artificial Intelligence · Computer Science 2012-10-19 Andrey Kolobov , Mausam , Daniel Weld

The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized. This paper addresses the…

Optimization and Control · Mathematics 2022-04-27 Jakob Piribauer , Ocan Sankur , Christel Baier

We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…

Machine Learning · Computer Science 2013-06-04 Nicolo Cesa-Bianchi , Ofer Dekel , Ohad Shamir