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We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Robust Markov Decision Processes (RMDPs) generalize classical MDPs that consider uncertainties in transition probabilities by defining a set of possible transition functions. An objective is a set of runs (or infinite trajectories) of the…

Artificial Intelligence · Computer Science 2025-05-08 Ali Asadi , Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Ali Shafiee

Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

We present an optimization-based framework for robust permissive synthesis for Interval Markov Decision Processes (IMDPs), motivated by robotic decision-making under transition uncertainty. In many robotic systems, model inaccuracies and…

Robotics · Computer Science 2026-03-17 Khang Vo Huynh , David Parker , Lu Feng

In online reinforcement learning, data scarcity creates epistemic uncertainty that makes robustness important early in learning, whereas sufficient exploration is needed to learn the true-environment optimal policy. We study this…

Machine Learning · Computer Science 2026-05-26 Meichen Song , Yuhao Wang , Enlu Zhou

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…

Machine Learning · Computer Science 2023-04-10 Donghao Ying , Yuhao Ding , Javad Lavaei

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…

Machine Learning · Computer Science 2024-05-06 Xinyi Ni , Lifeng Lai

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…

Formal Languages and Automata Theory · Computer Science 2025-07-25 Yun Chen Tsai , Kittiphon Phalakarn , S. Akshay , Ichiro Hasuo

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

Logic in Computer Science · Computer Science 2014-12-04 Jean-François Raskin , Ocan Sankur

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements…

Optimization and Control · Mathematics 2024-05-07 Yan Li , Alexander Shapiro

Modified policy iteration (MPI) is a dynamic programming algorithm that combines elements of policy iteration and value iteration. The convergence of MPI has been well studied in the context of discounted and average-cost MDPs. In this…

Machine Learning · Computer Science 2024-02-16 Yashaswini Murthy , Mehrdad Moharrami , R. Srikant

We study the tradeoff between consistency and robustness in the context of a single-trajectory time-varying Markov Decision Process (MDP) with untrusted machine-learned advice. Our work departs from the typical approach of treating advice…

Machine Learning · Computer Science 2023-10-31 Tongxin Li , Yiheng Lin , Shaolei Ren , Adam Wierman

Recent years have seen a rise in interest in terms of using machine learning, particularly reinforcement learning (RL), for production scheduling problems of varying degrees of complexity. The general approach is to break down the…

Machine Learning · Computer Science 2023-02-16 Alexandru Rinciog , Anne Meyer

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa