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In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state and action spaces in the quantum domain, quantum…

Quantum Physics · Physics 2024-09-19 Naci Saldi , Sina Sanjari , Serdar Yuksel

A labelled Markov decision process is a labelled Markov chain with nondeterminism, i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by applications of…

Formal Languages and Automata Theory · Computer Science 2020-09-25 Stefan Kiefer , Qiyi Tang

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…

Formal Languages and Automata Theory · Computer Science 2024-07-01 Stefan Kiefer , Qiyi Tang

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Typical Recommender systems adopt a static view of the recommendation process and treat it as a prediction problem. We argue that it is more appropriate to view the problem of generating recommendations as a sequential decision problem and,…

Machine Learning · Computer Science 2015-05-19 Guy Shani , Ronen I. Brafman , David Heckerman

Given Markov chains and Markov decision processes (MDPs) whose transitions are labelled with non-negative integer costs, we study the computational complexity of deciding whether the probability of paths whose accumulated cost satisfies a…

Computational Complexity · Computer Science 2015-04-22 Christoph Haase , Stefan Kiefer

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

We study countably infinite MDPs with parity objectives. Unlike in finite MDPs, optimal strategies need not exist, and may require infinite memory if they do. We provide a complete picture of the exact strategy complexity of…

Logic in Computer Science · Computer Science 2020-07-13 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Patrick Totzke

This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial state distribution is considered to be fixed. We show that for…

Optimization and Control · Mathematics 2018-10-26 Eugene A. Feinberg , Aleksey B. Piunovskiy

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific…

Optimization and Control · Mathematics 2024-05-27 Runyu Zhang , Yang Hu , Na Li

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

In adaptive systems, predictors are used to anticipate changes in the systems state or behavior that may require system adaption, e.g., changing its configuration or adjusting resource allocation. Therefore, the quality of predictors is…

Logic in Computer Science · Computer Science 2024-12-17 Christel Baier , Sascha Klüppelholz , Jakob Piribauer , Robin Ziemek

Planning under uncertainty is critical to robotics. The Partially Observable Markov Decision Process (POMDP) is a mathematical framework for such planning problems. It is powerful due to its careful quantification of the non-deterministic…

Robotics · Computer Science 2021-07-19 Hanna Kurniawati