Related papers: Controlling a Markov Decision Process with an Abru…
Risk-averse model predictive control (MPC) offers a control framework that allows one to account for ambiguity in the knowledge of the underlying probability distribution and unifies stochastic and worst-case MPC. In this paper we study…
Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…
We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…
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…
Moving Target Defense (MTD) is an emerging game-changing defense strategy in cybersecurity with the goal of strengthening defenders and conversely puzzling adversaries in a network environment. The successful deployment of an MTD system can…
In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
A discrete-time method for solving problems in optimal quantum control is presented. Controlling the time discretized markovian dynamics of a quantum system can be reduced to a Markov-decision process. We demonstrate this method in this…
In this paper, we propose an approximate dynamic programming (ADP) algorithm to solve a Markov decision process (MDP) formulation for the admission control of elective patients. To manage the elective patients from multiple specialties…
This paper considers a cross-layer adaptive modulation system that is modeled as a Markov decision process (MDP). We study how to utilize the monotonicity of the optimal transmission policy to relieve the computational complexity of dynamic…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
This paper deals with the infinite-horizon optimal control problem for Boolean control networks (BCNs) with a discounted-cost criterion. This problem has been investigated in existing studies with algorithms characterized by high…
We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…
The Transience objective is not to visit any state infinitely often. While this is not possible in finite Markov Decision Process (MDP), it can be satisfied in countably infinite ones, e.g., if the transition graph is acyclic. We prove the…
We address the problem of quickest change detection in Markov processes with unknown transition kernels. The key idea is to learn the conditional score $\nabla_{\mathbf{y}} \log p(\mathbf{y}|\mathbf{x})$ directly from sample pairs $(…
The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…
Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…
Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…
We consider a Markov decision process (MDP) in which actions prescribed by the controller are executed by a separate actuator, which may behave adversarially. At each time step, the controller selects and transmits an action to the…