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The partially observable Markov decision process (POMDP) provides a principled general model for planning under uncertainty. However, solving a general POMDP is computationally intractable in the worst case. This paper introduces…

Artificial Intelligence · Computer Science 2016-02-24 Min Chen , Emilio Frazzoli , David Hsu , Wee Sun Lee

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…

Artificial Intelligence · Computer Science 2009-09-25 N. L. Zhang , W. Liu

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…

Machine Learning · Computer Science 2025-10-17 Daiqi Gao , Ziping Xu , Aseel Rawashdeh , Predrag Klasnja , Susan A. Murphy

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

Partially observable Markov decision processes (POMDPs) model specific environments in sequential decision-making under uncertainty. Critically, optimal policies for POMDPs may not be robust against perturbations in the environment.…

Artificial Intelligence · Computer Science 2025-08-21 Maris F. L. Galesloot , Roman Andriushchenko , Milan Češka , Sebastian Junges , Nils Jansen

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

Partially Observable Markov Decision Processes (POMDPs) are systems in which one agent interacts with a stochastic environment, and receives only partial information about the current state. In a multi-environment POMDP (MEPOMDP), the…

Artificial Intelligence · Computer Science 2026-05-11 Léonard Brice , Filip Cano , Krishnendu Chatterjee , Thomas A. Henzinger , Stefanie Muroya

Given a Markov decision process (MDP), we seek to learn representations for a range of policies to facilitate behavior steering at test time. As policies of an MDP are uniquely determined by their occupancy measures, we propose modeling…

Machine Learning · Computer Science 2026-02-02 Beiming Li , Sergio Rozada , Alejandro Ribeiro

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

In real-world reinforcement learning (RL) scenarios, agents often encounter partial observability, where incomplete or noisy information obscures the true state of the environment. Partially Observable Markov Decision Processes (POMDPs) are…

Machine Learning · Computer Science 2025-05-19 Ashok Arora , Neetesh Kumar

Many reinforcement learning (RL) tasks provide the agent with high-dimensional observations that can be simplified into low-dimensional continuous states. To formalize this process, we introduce the concept of a DeepMDP, a parameterized…

Machine Learning · Computer Science 2019-06-07 Carles Gelada , Saurabh Kumar , Jacob Buckman , Ofir Nachum , Marc G. Bellemare
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