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We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Partially observable Markov decision processes (POMDPs) are a fundamental model for sequential decision-making under uncertainty. However, many verification and synthesis problems for POMDPs are undecidable or intractable. Most prominently,…

Artificial Intelligence · Computer Science 2026-04-23 Nathanaël Fijalkow , Arka Ghosh , Roman Kniazev , Guillermo A. Pérez , Pierre Vandenhove

Markov chains and Markov decision processes (MDPs) are well-established probabilistic models. While finite Markov models are well-understood, analysing their infinite counterparts remains a significant challenge. Decisiveness has proven to…

Logic in Computer Science · Computer Science 2025-04-23 Nathalie Bertrand , Patricia Bouyer , Thomas Brihaye , Paulin Fournier , Pierre Vandenhove

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

Artificial Intelligence · Computer Science 2024-06-06 Qi Heng Ho , Martin S. Feather , Federico Rossi , Zachary N. Sunberg , Morteza Lahijanian

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Artificial Intelligence · Computer Science 2023-10-20 Michael H. Lim , Tyler J. Becker , Mykel J. Kochenderfer , Claire J. Tomlin , Zachary N. Sunberg

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

Robotics · Computer Science 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

Reachability analysis is a formal method to guarantee safety of dynamical systems under the influence of uncertainties. A substantial bottleneck of all reachability algorithms is the necessity to adequately tune specific algorithm…

Numerical Analysis · Mathematics 2024-02-23 Mark Wetzlinger , Niklas Kochdumper , Stanley Bak , Matthias Althoff

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

Machine Learning · Computer Science 2017-01-30 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

Robust Markov Decision Processes (RMDPs) generalize classical MDPs that consider uncertainties in transition probabilities by defining a set of possible transition functions. An objective is a set of runs (or infinite trajectories) of the…

Artificial Intelligence · Computer Science 2025-05-08 Ali Asadi , Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Ali Shafiee

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…

Computer Science and Game Theory · Computer Science 2024-08-05 Raphaël Berthon , Joost-Pieter Katoen , Tobias Winkler

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros