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Related papers: On the Detection of Markov Decision Processes

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Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Artificial Intelligence · Computer Science 2023-10-20 Michael H. Lim , Tyler J. Becker , Mykel J. Kochenderfer , Claire J. Tomlin , Zachary N. Sunberg

The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…

Logic in Computer Science · Computer Science 2025-11-18 Linus Heck , Filip Macák , Milan Češka , Sebastian Junges

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

Optimization and Control · Mathematics 2020-07-06 Li Xia , Xianping Guo , Xi-Ren Cao

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

Machine Learning · Computer Science 2023-07-20 Semih Cayci , Niao He , R. Srikant

The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…

Optimization and Control · Mathematics 2021-12-14 Dylan Solms

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

We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…

Optimization and Control · Mathematics 2025-09-30 Mengmeng Li , Daniel Kuhn , Tobias Sutter

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

We consider sensor scheduling as the optimal observability problem for partially observable Markov decision processes (POMDP). This model fits to the cases where a Markov process is observed by a single sensor which needs to be dynamically…

Information Theory · Computer Science 2016-11-15 Mohammad Rezaeian

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

Artificial Intelligence · Computer Science 2012-07-19 Carlos E. Guestrin , Milos Hauskrecht , Branislav Kveton

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

When humans are given a policy to execute, there can be policy execution errors and deviations in policy if there is uncertainty in identifying a state. This can happen due to the human agent's cognitive limitations and/or perceptual…

Artificial Intelligence · Computer Science 2022-03-07 Sriram Gopalakrishnan , Mudit Verma , Subbarao Kambhampati

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

Machine Learning · Computer Science 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor