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Related papers: Comparing Labelled Markov Decision Processes

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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…

Artificial Intelligence · Computer Science 2012-07-09 Norman Ferns , Prakash Panangaden , Doina Precup

This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of…

Formal Languages and Automata Theory · Computer Science 2023-04-25 Lening Li , Hazhar Rahmani , Jie Fu

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

Logic in Computer Science · Computer Science 2025-05-15 Thomas Brihaye , Krishnendu Chatterjee , Stefanie Mohr , Maximilian Weininger

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…

Systems and Control · Computer Science 2017-05-17 Pengqian Yu , William B. Haskell , Huan Xu

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

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

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

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

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Computation · Statistics 2024-09-09 Adrien Corenflos , Matthew Sutton , Nicolas Chopin

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

We study Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) functions. We consider two different objectives, namely, expectation and satisfaction objectives. Given an MDP with k limit-average functions, in the…

Computer Science and Game Theory · Computer Science 2015-07-01 Tomáš Brázdil , Václav Brožek , Krishnendu Chatterjee , Vojtěch Forejt , Antonín Kučera

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

We study strategy synthesis for partially observable Markov decision processes (POMDPs). The particular problem is to determine strategies that provably adhere to (probabilistic) temporal logic constraints. This problem is computationally…

Artificial Intelligence · Computer Science 2019-03-22 Steven Carr , Nils Jansen , Ralf Wimmer , Alexandru C. Serban , Bernd Becker , Ufuk Topcu
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