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Two adaptive relaxation strategies are proposed for Anderson acceleration. They are specifically designed for applications in which mappings converge to a fixed point. Their superiority over alternative Anderson acceleration is demonstrated…

Numerical Analysis · Mathematics 2024-09-02 Nicolas Lepage-Saucier

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

The focus of this paper is on solving multi-robot planning problems in continuous spaces with partial observability. Decentralized partially observable Markov decision processes (Dec-POMDPs) are general models for multi-robot coordination…

Multiagent Systems · Computer Science 2015-02-24 Shayegan Omidshafiei , Ali-akbar Agha-mohammadi , Christopher Amato , Jonathan P. How

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Zixuan He , Charalambos D. Charalambous , Photios A. Stavrou

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

Anderson acceleration (AA) is an extrapolation technique designed to speed-up fixed-point iterations like those arising from the iterative training of DL models. Training DL models requires large datasets processed in randomly sampled…

Machine Learning · Computer Science 2021-10-29 Massimiliano Lupo Pasini , Junqi Yin , Viktor Reshniak , Miroslav Stoyanov

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

Online solvers for partially observable Markov decision processes have difficulty scaling to problems with large action spaces. This paper proposes a method called PA-POMCPOW to sample a subset of the action space that provides varying…

Machine Learning · Computer Science 2021-11-04 John Mern , Anil Yildiz , Larry Bush , Tapan Mukerji , Mykel J. Kochenderfer

Autonomous agents that drive on roads shared with human drivers must reason about the nuanced interactions among traffic participants. This poses a highly challenging decision making problem since human behavior is influenced by a multitude…

Robotics · Computer Science 2023-03-30 Salar Arbabi , Davide Tavernini , Saber Fallah , Richard Bowden

Belief compression improves the tractability of large-scale partially observable Markov decision processes (POMDPs) by finding projections from high-dimensional belief space onto low-dimensional approximations, where solving to obtain…

Artificial Intelligence · Computer Science 2015-08-06 Zhuoran Wang , Paul A. Crook , Wenshuo Tang , Oliver Lemon

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

In this paper, we consider online planning in partially observable domains. Solving the corresponding POMDP problem is a very challenging task, particularly in an online setting. Our key contribution is a novel algorithmic approach,…

Artificial Intelligence · Computer Science 2021-05-13 Ori Sztyglic , Vadim Indelman

Decentralized partially observable Markov decision process (DEC-POMDP) models sequential decision making problems by a team of agents. Since the planning of DEC-POMDP can be interpreted as the maximum likelihood estimation for the latent…

Machine Learning · Computer Science 2021-05-07 Takehiro Tottori , Tetsuya J. Kobayashi

This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…

Optimization and Control · Mathematics 2021-03-25 Donghwan Kim

Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…

Computation · Statistics 2024-08-08 Charly Andral , Kengo Kamatani

In this paper we derive an efficient method for computing the indices associated with an asymptotically optimal upper confidence bound algorithm (MDP-UCB) of Burnetas and Katehakis (1997) that only requires solving a system of two…

Machine Learning · Computer Science 2019-10-01 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

We investigate partially observed Markov decision processes (POMDPs) with cost functions regularized by entropy terms describing state, observation, and control uncertainty. Standard POMDP techniques are shown to offer bounded-error…

Systems and Control · Electrical Eng. & Systems 2023-05-10 Timothy L. Molloy , Girish N. Nair
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