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Planning and learning in Partially Observable MDPs (POMDPs) are among the most challenging tasks in both the AI and Operation Research communities. Although solutions to these problems are intractable in general, there might be special…

Artificial Intelligence · Computer Science 2012-07-09 Eyal Even-Dar , Sham M. Kakade , Yishay Mansour

In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

Machine Learning · Computer Science 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

A state space representation of an environment is a classic and yet powerful tool used by many autonomous robotic systems for efficient and often optimal solution planning. However, designing these representations with high performance is…

Machine Learning · Computer Science 2020-12-23 Andrew Wilhelm , Aaron Wilhelm , Garrett Fosdick

We propose to control handoffs (HOs) in user-centric cell-free massive MIMO networks through a partially observable Markov decision process (POMDP) with the state space representing the discrete versions of the large-scale fading (LSF) and…

Information Theory · Computer Science 2022-08-09 Hussein A. Ammar , Raviraj Adve , Shahram Shahbazpanahi , Gary Boudreau , Kothapalli Venkata Srinivas

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

Many real-world decision problems involve the interaction of multiple self-interested agents with limited sensing ability. The partially observable stochastic game (POSG) provides a mathematical framework for modeling these problems,…

Computer Science and Game Theory · Computer Science 2024-10-30 Tyler Becker , Zachary Sunberg

This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…

Optimization and Control · Mathematics 2014-08-26 Qingda Wei , Xian Chen

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

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Optimization and Control · Mathematics 2019-12-05 Wenjie Huang , William B. Haskell

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

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

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Optimization and Control · Mathematics 2012-05-07 Michael Ludkovski , Semih Sezer

Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…

Artificial Intelligence · Computer Science 2023-04-20 Soichiro Nishimori , Sotetsu Koyamada , Shin Ishii

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

Partially Observable Markov Decision Processes (POMDPs) are a general and principled framework for motion planning under uncertainty. Despite tremendous improvement in the scalability of POMDP solvers, long-horizon POMDPs (e.g., $\geq15$…

Robotics · Computer Science 2024-11-12 Yuanchu Liang , Edward Kim , Wil Thomason , Zachary Kingston , Hanna Kurniawati , Lydia E. Kavraki

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal
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