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Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

Artificial Intelligence · Computer Science 2012-07-19 Carlos E. Guestrin , Milos Hauskrecht , Branislav Kveton

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

This note provides upper bounds on the number of operations required to compute by value iterations a nearly optimal policy for an infinite-horizon discounted Markov decision process with a finite number of states and actions. For a given…

Optimization and Control · Mathematics 2020-01-29 Eugene A. Feinberg , Gaojin He

One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…

Systems and Control · Computer Science 2011-08-17 Myoungkuk Park , Krishnamoorthy Kalyanam , Swaroop Darbha , Phil Chandler , Meir Pachter

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

We consider infinite-horizon $\gamma$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Given…

Machine Learning · Computer Science 2025-10-29 Xingtu Liu , Lin F. Yang , Sharan Vaswani

We consider offline reinforcement learning (RL) in $H$-horizon Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where the action-value function of every policy is linear with respect to a given…

Machine Learning · Computer Science 2024-05-28 Volodymyr Tkachuk , Gellért Weisz , Csaba Szepesvári

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

Decision-theoretic planning is a popular approach to sequential decision making problems, because it treats uncertainty in sensing and acting in a principled way. In single-agent frameworks like MDPs and POMDPs, planning can be carried out…

Artificial Intelligence · Computer Science 2011-11-02 Frans A. Oliehoek , Matthijs T. J. Spaan , Nikos Vlassis

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide…

Artificial Intelligence · Computer Science 2015-07-21 Frans A. Oliehoek , Matthijs T. J. Spaan , Stefan Witwicki

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 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

In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…

Machine Learning · Computer Science 2024-05-01 Lakshmi Mandal , Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

Computer Science and Game Theory · Computer Science 2022-05-17 Hanrui Zhang , Yu Cheng , Vincent Conitzer

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra