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During the development of autonomous systems such as driverless cars, it is important to characterize the scenarios that are most likely to result in failure. Adaptive Stress Testing (AST) provides a way to search for the most-likely…

Machine Learning · Computer Science 2019-07-17 Mark Koren , Mykel Kochenderfer

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

Machine Learning · Computer Science 2015-09-01 Peng Guan , Maxim Raginsky , Rebecca Willett

A decision process in which rewards depend on history rather than merely on the current state is called a decision process with non-Markovian rewards (NMRDP). In decision-theoretic planning, where many desirable behaviours are more…

Artificial Intelligence · Computer Science 2011-09-13 C. Gretton , F. Kabanza , D. Price , J. Slaney , S. Thiebaux

Robust Markov decision processes (MDPs) have attracted significant interest due to their ability to protect MDPs from poor out-of-sample performance in the presence of ambiguity. In contrast to classical MDPs, which account for…

Optimization and Control · Mathematics 2026-02-06 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

Deep Feedback Models (DFMs) are a new class of stateful neural networks that combine bottom up input with high level representations over time. This feedback mechanism introduces dynamics into otherwise static architectures, enabling DFMs…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 David Calhas , Arlindo L. Oliveira

Among approaches for provably safe reinforcement learning, Model Predictive Shielding (MPS) has proven effective at complex tasks in continuous, high-dimensional state spaces, by leveraging a backup policy to ensure safety when the learned…

Artificial Intelligence · Computer Science 2024-12-24 Arko Banerjee , Kia Rahmani , Joydeep Biswas , Isil Dillig

In recent years, robust Markov decision processes (MDPs) have emerged as a prominent modeling framework for dynamic decision problems affected by uncertainty. In contrast to classical MDPs, which only account for stochasticity by modeling…

Optimization and Control · Mathematics 2023-12-14 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

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

Conventional imitation learning assumes access to the actions of demonstrators, but these motor signals are often non-observable in naturalistic settings. Additionally, sequential decision-making behaviors in these settings can deviate from…

Machine Learning · Computer Science 2023-10-31 Aoyang Qin , Feng Gao , Qing Li , Song-Chun Zhu , Sirui Xie

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

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

We study reinforcement learning for the optimal control of Branching Markov Decision Processes (BMDPs), a natural extension of (multitype) Branching Markov Chains (BMCs). The state of a (discrete-time) BMCs is a collection of entities of…

Machine Learning · Computer Science 2021-06-15 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration…

Machine Learning · Statistics 2018-12-05 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

In company with the data explosion over the past decade, deep neural network (DNN) based software has experienced unprecedented leap and is becoming the key driving force of many novel industrial applications, including many safety-critical…

Software Engineering · Computer Science 2018-11-19 Xiaofei Xie , Lei Ma , Felix Juefei-Xu , Hongxu Chen , Minhui Xue , Bo Li , Yang Liu , Jianjun Zhao , Jianxiong Yin , Simon See

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below…

Machine Learning · Computer Science 2019-05-29 Nicolas Carrara , Edouard Leurent , Romain Laroche , Tanguy Urvoy , Odalric-Ambrym Maillard , Olivier Pietquin

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

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Carmel Fiscko , Soummya Kar , Bruno Sinopoli

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker