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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

Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits…

Optimization and Control · Mathematics 2019-05-06 Dario Piga , Marco Forgione , Simone Formentin , Alberto Bemporad

This paper considers the problem of sensory data scheduling of multiple processes. There are $n$ independent linear time-invariant processes and a remote estimator monitoring all the processes. Each process is measured by a sensor, which…

Systems and Control · Computer Science 2017-03-28 Shuang Wu , Xiaoqiang Ren , Subhrakanti Dey , Ling Shi

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Machine Learning · Computer Science 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Before delegating a task to an autonomous system, a human operator may want a guarantee about the behavior of the system. This paper extends previous work on conformal prediction for functional data and conformalized quantile regression to…

Machine Learning · Computer Science 2022-06-23 Thomas G. Dietterich , Jesse Hostetler

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state and action spaces in the quantum domain, quantum…

Quantum Physics · Physics 2024-09-19 Naci Saldi , Sina Sanjari , Serdar Yuksel

The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

Artificial Intelligence · Computer Science 2023-02-14 Marc Rigter , Bruno Lacerda , Nick Hawes

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 design scheduling policies that minimize a risk-sensitive cost criterion for a remote estimation setup. Since risk-sensitive cost objective takes into account not just the mean value of the cost, but also higher order moments of its…

Optimization and Control · Mathematics 2024-03-22 Manali Dutta , Rahul Singh

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

In this paper, we develop a rigorous optimal control-theoretic approach to Transformer training that respects key structural constraints such as (i) realized-input-independence during execution, (ii) the ensemble control nature of the…

Machine Learning · Computer Science 2026-03-11 Kağan Akman , Naci Saldı , Serdar Yüksel

We consider a dynamic server control problem for two parallel queues with randomly varying connectivity and server switchover time between the queues. At each time slot the server decides either to stay with the current queue or switch to…

Optimization and Control · Mathematics 2010-08-16 Guner D. Celik , Long B. Le , Eytan Modiano

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

In this paper, we consider the problem of deploying a robot from a specification given as a temporal logic statement about some properties satisfied by the regions of a large, partitioned environment. We assume that the robot has noisy…

Robotics · Computer Science 2012-02-24 Xu Chu Ding , Jing Wang , Morteza Lahijanian , Ioannis Ch. Paschalidis , Calin A. Belta

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao
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