English
Related papers

Related papers: Solving infinite-horizon Dec-POMDPs using Finite S…

200 papers

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

Optimization and Control · Mathematics 2024-09-09 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel

The centralized training for decentralized execution paradigm emerged as the state-of-the-art approach to $\epsilon$-optimally solving decentralized partially observable Markov decision processes. However, scalability remains a significant…

Machine Learning · Computer Science 2025-01-14 Johan Peralez , Aurèlien Delage , Jacopo Castellini , Rafael F. Cunha , Jilles S. Dibangoye

We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…

Optimization and Control · Mathematics 2021-07-08 Sina Sanjari , Naci Saldi , Serdar Yüksel

Constraint Programming (CP) is a declarative programming paradigm that allows for modeling and solving combinatorial optimization problems, such as the Job-Shop Scheduling Problem (JSSP). While CP solvers manage to find optimal or…

Artificial Intelligence · Computer Science 2023-06-12 Pierre Tassel , Martin Gebser , Konstantin Schekotihin

In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…

Machine Learning · Computer Science 2022-10-27 Ali Devran Kara , Serdar Yuksel

The development of extremum seeking (ES) has progressed, over the past hundred years, from static maps, to finite-dimensional dynamic systems, to networks of static and dynamic agents. Extensions from ODE dynamics to maps and agents that…

Optimization and Control · Mathematics 2024-11-21 Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

This paper addresses the design and analysis of an extremum-seeking (ES) controller for scalar static maps in the context of infinite-dimensional dynamics governed by complex-valued partial differential equations (PDEs) of Schrodinger type.…

Optimization and Control · Mathematics 2025-11-18 Paulo Henrique Foganholo Biazetto , Gustavo Artur de Andrade , Tiago Roux Oliveira , Miroslav Krstic

With the continuous growth of the global economy and markets, resource imbalance has risen to be one of the central issues in real logistic scenarios. In marine transportation, this trade imbalance leads to Empty Container Repositioning…

Machine Learning · Computer Science 2022-07-27 Riccardo Poiani , Ciprian Stirbu , Alberto Maria Metelli , Marcello Restelli

There is much interest in using partially observable Markov decision processes (POMDPs) as a formal model for planning in stochastic domains. This paper is concerned with finding optimal policies for POMDPs. We propose several improvements…

Artificial Intelligence · Computer Science 2013-02-01 Nevin Lianwen Zhang , Stephen S. Lee

The Job-Shop Scheduling Problem (JSSP) and its variant, the Flexible Job-Shop Scheduling Problem (FJSSP), are combinatorial optimization problems studied thoroughly in the literature. Generally, the aim is to reduce the makespan of a…

Data Structures and Algorithms · Computer Science 2025-04-24 Marc-Emmanuel Coupvent des Graviers , Lotfi Kobrosly , Christophe Guettier , Tristan Cazenave

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

The work studies the problem of decentralized constrained POMDPs in a team-setting where multiple nonstrategic agents have asymmetric information. Using an extension of Sion's Minimax theorem for functions with positive infinity and results…

Optimization and Control · Mathematics 2025-04-29 Nouman Khan , Vijay Subramanian

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…

Optimization and Control · Mathematics 2021-04-14 Mathias Oster , Leon Sallandt , Reinhold Schneider

This paper introduces a two-timescale hierarchical decentralized control architecture for Cyber-Physical Systems (CPS). The system consists of a global controller (GC), and N local controllers (LCs). The GC operates at a slower timescale,…

Systems and Control · Electrical Eng. & Systems 2025-08-28 Kesav Kaza , Ramachandran Anantharaman , Rahul Meshram

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…

Optimization and Control · Mathematics 2021-03-24 Shuai Yuan , Filippo Fabiani , Simone Baldi

This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…

Optimization and Control · Mathematics 2024-12-10 Erhan Bayraktar , Yu-Jui Huang , Zhenhua Wang , Zhou Zhou

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

Optimization and Control · Mathematics 2017-10-13 Victor Magron , Christophe Prieur