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We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

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

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

Machine Learning · Computer Science 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

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

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov…

Artificial Intelligence · Computer Science 2013-01-30 Nevin Lianwen Zhang , Stephen S. Lee , Weihong Zhang

This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is computationally intractable. We use lattice program- ming…

Optimization and Control · Mathematics 2015-12-15 Vikram Krishnamurthy

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

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy. This is…

Artificial Intelligence · Computer Science 2024-11-05 Andrew Bennett , Nathan Kallus , Miruna Oprescu , Wen Sun , Kaiwen Wang