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In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity conditions for POMDPs and their belief-MDP reductions, where…

Optimization and Control · Mathematics 2025-01-03 Ali Devran Kara , Serdar Yuksel

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown…

Machine Learning · Computer Science 2022-05-24 Xiaoyu Chen , Yao Mu , Ping Luo , Shengbo Li , Jianyu Chen

We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

Machine Learning · Computer Science 2013-05-17 Tor Lattimore , Marcus Hutter

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

Decentralized partially observable Markov decision processes (Dec-POMDPs) are rich models for cooperative decision-making under uncertainty, but are often intractable to solve optimally (NEXP-complete). The transition and observation…

Artificial Intelligence · Computer Science 2012-10-19 Jilles S. Dibangoye , Christopher Amato , Arnoud Doniec

We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the…

Machine Learning · Computer Science 2022-05-26 Qinghua Liu , Alan Chung , Csaba Szepesvári , Chi Jin

This paper studies the sample-efficiency of learning in Partially Observable Markov Decision Processes (POMDPs), a challenging problem in reinforcement learning that is known to be exponentially hard in the worst-case. Motivated by…

Machine Learning · Computer Science 2023-07-07 Jiacheng Guo , Minshuo Chen , Huan Wang , Caiming Xiong , Mengdi Wang , Yu Bai

Planning under uncertainty is critical to robotics. The Partially Observable Markov Decision Process (POMDP) is a mathematical framework for such planning problems. It is powerful due to its careful quantification of the non-deterministic…

Robotics · Computer Science 2021-07-19 Hanna Kurniawati

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

Low-Rank Markov Decision Processes (MDPs) have recently emerged as a promising framework within the domain of reinforcement learning (RL), as they allow for provably approximately correct (PAC) learning guarantees while also incorporating…

Machine Learning · Computer Science 2024-04-03 Andrew Bennett , Nathan Kallus , Miruna Oprescu

Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…

Artificial Intelligence · Computer Science 2024-06-18 Tom Yotam , Vadim Indelman
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