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Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

We study time-bounded reachability in continuous-time Markov decision processes for time-abstract scheduler classes. Such reachability problems play a paramount role in dependability analysis and the modelling of manufacturing and queueing…

Formal Languages and Automata Theory · Computer Science 2010-06-29 Markus Rabe , Sven Schewe

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

Robotics · Computer Science 2019-05-28 Junhong Xu , Kai Yin , Lantao Liu

Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…

Computer Science and Game Theory · Computer Science 2025-03-04 Michal Ajdarów , James C. A. Main , Petr Novotný , Mickael Randour

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

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…

Logic in Computer Science · Computer Science 2025-09-08 Mayuko Kori , Kazuki Watanabe , Jurriaan Rot

This paper investigates a series of optimization problems for one-counter Markov decision processes (MDPs) and integer-weighted MDPs with finite state space. Specifically, it considers problems addressing termination probabilities and…

Logic in Computer Science · Computer Science 2024-08-07 Jakob Piribauer , Christel Baier

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

Computing tight over-approximation of reach sets of a controlled uncertain dynamical system is a common practice in verification of safety-critical cyber-physical systems (CPS). While several algorithms are available for this purpose, they…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Shadi Haddad , Abhishek Halder

We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming…

Artificial Intelligence · Computer Science 2018-08-24 Jan Křetínský , Guillermo A. Pérez , Jean-François Raskin

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Machine Learning · Computer Science 2025-03-11 Max Buckley , Konstantinos Papathanasiou , Andreas Spanopoulos

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Jan Křetínský , Tobias Meggendorfer

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári