Related papers: Approximating Euclidean by Imprecise Markov Decisi…
Risk-bounded motion planning is an important yet difficult problem for safety-critical tasks. While existing mathematical programming methods offer theoretical guarantees in the context of constrained Markov decision processes, they either…
We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…
We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…
In this paper we study a class of risk-sensitive Markovian control problems in discrete time subject to model uncertainty. We consider a risk-sensitive discounted cost criterion with finite time horizon. The used methodology is the one of…
We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…
Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…
We present metrics for measuring state similarity in Markov decision processes (MDPs) with infinitely many states, including MDPs with continuous state spaces. Such metrics provide a stable quantitative analogue of the notion of…
We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…
Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical…
Our work aims at developing reinforcement learning algorithms that do not rely on the Markov assumption. We consider the class of Non-Markov Decision Processes where histories can be abstracted into a finite set of states while preserving…
We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…
We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…
Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…
We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…
Though reinforcement learning has greatly benefited from the incorporation of neural networks, the inability to verify the correctness of such systems limits their use. Current work in explainable deep learning focuses on explaining only a…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…
The general sequential decision-making problem, which includes Markov decision processes (MDPs) and partially observable MDPs (POMDPs) as special cases, aims at maximizing a cumulative reward by making a sequence of decisions based on a…