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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 consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…

Systems and Control · Computer Science 2017-05-18 Lorenzo Ferrari , Qing Zhao , Anna Scaglione

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

The question of how "smart" active agents, like insects, microorganisms, or future colloidal robots need to steer to optimally reach or discover a target, such as an odor source, food, or a cancer cell in a complex environment has recently…

Soft Condensed Matter · Physics 2023-04-05 Mahdi Nasiri , Hartmut Löwen , Benno Liebchen

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 introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

We theoretically address minimal search strategies of active, self-propelled particles towards hidden targets in three-dimensional space. The particles can sense if a target is close, e.g., by detecting signaling molecules released by a…

Soft Condensed Matter · Physics 2021-03-22 Justus A. Kromer , Andrea Auconi , Benjamin M. Friedrich

We show that the optimal decision policy for several types of Bayesian sequential detection problems has a threshold switching curve structure on the space of posterior distributions. This is established by using lattice programming and…

Information Theory · Computer Science 2015-03-17 Vikram Krishnamurthy

The olfactory system of male moths is exquisitely sensitive to pheromones emitted by females and transported in the environment by atmospheric turbulence. Moths respond to minute amounts of pheromones and their behavior is sensitive to the…

Quantitative Methods · Quantitative Biology 2014-11-14 Antonio Celani , Emmanuel Villermaux , Massimo Vergassola

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 consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

We present the first PAC optimal algorithm for Bayes-Adaptive Markov Decision Processes (BAMDPs) in continuous state and action spaces, to the best of our knowledge. The BAMDP framework elegantly addresses model uncertainty by incorporating…

Machine Learning · Computer Science 2018-10-09 Gilwoo Lee , Sanjiban Choudhury , Brian Hou , Siddhartha S. Srinivasa

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

In reinforcement learning, agents have successfully used environments modeled with Markov decision processes (MDPs). However, in many problem domains, an agent may suffer from noisy observations or random times until its subsequent…

Artificial Intelligence · Computer Science 2022-07-19 Richard Kohar , François Rivest , Alain Gosselin

Optimal random foraging strategy has gained increasing concentrations. It is shown that L\'evy flight is more efficient compared with the Brownian motion when the targets are sparse. However, standard L\'evy flight generally cannot be…

Statistical Mechanics · Physics 2018-06-05 Yuquan Chen , Derek Hollenbeck , Yong Wang , YangQuan Chen

We explore the question of how to learn an optimal search strategy within the example of a parking problem where parking opportunities arrive according to an unknown inhomogeneous Poisson process. The optimal policy is a threshold-type…

Machine Learning · Computer Science 2026-03-04 Stefan Ankirchner , Maximilian Philipp Thiel

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

User preference learning is generally a hard problem. Individual preferences are typically unknown even to users themselves, while the space of choices is infinite. Here we study user preference learning from information-theoretic…

Machine Learning · Computer Science 2023-11-27 Tanya Ignatenko , Kirill Kondrashov , Marco Cox , Bert de Vries

This paper considers a half-duplex scenario where an interferer behaves according to a parametric model but the values of the model parameters are unknown. We explore the necessary number of sensing steps to gather sufficient knowledge…

Information Theory · Computer Science 2024-10-11 Vincent Corlay , Jean-Christophe Sibel , Nicolas Gresset

We investigate the role of policy heterogeneity in enhancing the olfactory search capabilities of cooperative agent swarms operating in complex, real-world turbulent environments. Using odor fields from direct numerical simulations of the…

Fluid Dynamics · Physics 2026-04-06 Lorenzo Piro , Robin A. Heinonen , Maurizio Carbone , Luca Biferale , Massimo Cencini