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We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

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

This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Junya Ikemoto

Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each…

Machine Learning · Computer Science 2023-08-16 Lucas N. Alegre , Ana L. C. Bazzan , Diederik M. Roijers , Ann Nowé , Bruno C. da Silva

Risk-bounded motion planning is an important yet difficult problem for safety-critical tasks. While existing mathematical programming methods offer theoretical guarantees in the context of constrained Markov decision processes, they either…

Machine Learning · Computer Science 2021-08-05 Xin Huang , Meng Feng , Ashkan Jasour , Guy Rosman , Brian Williams

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

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

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

In environments with uncertain dynamics exploration is necessary to learn how to perform well. Existing reinforcement learning algorithms provide strong exploration guarantees, but they tend to rely on an ergodicity assumption. The essence…

Machine Learning · Computer Science 2012-07-10 Teodor Mihai Moldovan , Pieter Abbeel

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

In this paper, we consider the problem of safety assessment for Markov decision processes without explicit knowledge of the model. We aim to learn probabilistic safety specifications associated with a given policy without compromising the…

Systems and Control · Electrical Eng. & Systems 2023-12-11 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

End-to-end autonomous driving has substantially progressed by directly predicting future trajectories from raw perception inputs, which bypasses traditional modular pipelines. However, mainstream methods trained via imitation learning…

Robotics · Computer Science 2025-09-23 Shuyao Shang , Yuntao Chen , Yuqi Wang , Yingyan Li , Zhaoxiang Zhang

We study the problem of offline imitation learning in Markov decision processes (MDPs), where the goal is to learn a well-performing policy given a dataset of state-action pairs generated by an expert policy. Complementing a recent line of…

Machine Learning · Computer Science 2026-01-09 Antoine Moulin , Gergely Neu , Luca Viano

Pure exploration in episodic Reinforcement Learning has primarily focused on Best Policy Identification (BPI), which seeks to identify a (near)-optimal policy with high confidence. Motivated by practical settings where a ``good enough''…

Machine Learning · Computer Science 2026-05-25 Zitian Li , Wang Chi Cheung

The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…

Systems and Control · Electrical Eng. & Systems 2023-03-03 Jared J. Beard , Ali Baheri

In this paper we propose an on-line policy iteration (PI) algorithm for finite-state infinite horizon discounted dynamic programming, whereby the policy improvement operation is done on-line, only for the states that are encountered during…

Optimization and Control · Mathematics 2021-06-03 Dimitri Bertsekas