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Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…

Quantum Physics · Physics 2014-07-10 Shenggang Ying , Mingsheng Ying

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality…

Optimization and Control · Mathematics 2025-01-28 Eugene A. Feinberg , Pavlo O. Kasyanov , Liliia S. Paliichuk

We present an executable formally verified SAT encoding of classical AI planning. We use the theorem prover Isabelle/HOL to perform the verification. We experimentally test the verified encoding and show that it can be used for reasonably…

Artificial Intelligence · Computer Science 2023-03-09 Mohammad Abdulaziz , Friedrich Kurz

The verification problem in MDPs asks whether, for any policy resolving the nondeterminism, the probability that something bad happens is bounded by some given threshold. This verification problem is often overly pessimistic, as the…

Artificial Intelligence · Computer Science 2020-07-02 Alexander Bork , Sebastian Junges , Joost-Pieter Katoen , Tim Quatmann

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

Artificial Intelligence · Computer Science 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

Systems and Control · Computer Science 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

Machine Learning · Computer Science 2021-12-13 Ruiyang Xu , Zhengxing Chen

Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…

Artificial Intelligence · Computer Science 2011-10-04 C. Guestrin , M. Hauskrecht , B. Kveton

We present the first verified implementation of a decision procedure for the quantifier-free theory of partial and linear orders. We formalise the procedure in Isabelle/HOL and provide a specification that is made executable using…

Logic in Computer Science · Computer Science 2021-11-25 Lukas Stevens , Tobias Nipkow

We propose a principled kernel-based policy iteration algorithm to solve the continuous-state Markov Decision Processes (MDPs). In contrast to most decision-theoretic planning frameworks, which assume fully known state transition models, we…

Robotics · Computer Science 2020-06-04 Junhong Xu , Kai Yin , Lantao Liu

We present an optimization-based framework for robust permissive synthesis for Interval Markov Decision Processes (IMDPs), motivated by robotic decision-making under transition uncertainty. In many robotic systems, model inaccuracies and…

Robotics · Computer Science 2026-03-17 Khang Vo Huynh , David Parker , Lu Feng

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata