Related papers: Robust Phi-Divergence MDPs

Model-based reinforcement learning is a widely accepted solution for solving excessive sample demands. However, the predictions of the dynamics models are often not accurate enough, and the resulting bias may incur catastrophic decisions…

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity…

Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…

Regular Decision Processes (RDPs) are a recently introduced model that extends MDPs with non-Markovian dynamics and rewards. The non-Markovian behavior is restricted to depend on regular properties of the history. These can be specified…

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

In this paper, we present a novel framework to synthesize robust strategies for discrete-time nonlinear systems with random disturbances that are unknown, against temporal logic specifications. The proposed framework is data-driven and…

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Partially Observable Markov Decision Processes (POMDPs) provide a principled mathematical framework for decision-making under uncertainty. However, the exact solution to POMDPs is computationally intractable. In this paper, we address the…

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

Collaborative Combat Aircraft (CCAs) are envisioned to enable autonomous Intelligence, Surveillance, and Reconnaissance (ISR) missions in contested environments, where adversaries may act strategically to deceive or evade detection. These…

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Recent work has led to the development of an elegant theory of Linearly Solvable Markov Decision Processes (LMDPs) and related Path-Integral Control Problems. Traditionally, MDPs have been formulated using stochastic policies and a control…