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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

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

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 we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

Optimization and Control · Mathematics 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

In this paper, we consider a continuous-time Markov decision process (CTMDP) in Borel spaces, where the certainty equivalent with respect to the exponential utility of the total undiscounted cost is to be minimized. The cost rate is…

Optimization and Control · Mathematics 2016-11-29 Yi Zhang

In this paper, we propose a model-free reinforcement learning method to synthesize control policies for motion planning problems with continuous states and actions. The robot is modelled as a labeled discrete-time Markov decision process…

Artificial Intelligence · Computer Science 2020-10-01 Chuanzheng Wang , Yinan Li , Stephen L. Smith , Jun Liu

Stochastic Optimal Control provides a unified mathematical framework for solving complex decision-making problems, encompassing paradigms such as maximum entropy reinforcement learning(RL) and imitation learning(IL). However, conventional…

Machine Learning · Computer Science 2026-02-23 Hang Liu , Sangli Teng , Maani Ghaffari

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Bhaskar Ramasubramanian , Luyao Niu , Andrew Clark , Linda Bushnell , Radha Poovendran

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

We present a data-driven framework for strategy synthesis for partially-known switched stochastic systems. The properties of the system are specified using linear temporal logic (LTL) over finite traces (LTLf), which is as expressive as LTL…

Systems and Control · Electrical Eng. & Systems 2022-03-10 John Jackson , Luca Laurenti , Eric Frew , Morteza Lahijanian

We study the minimization of a spectral risk measure of the total discounted cost generated by a Markov Decision Process (MDP) over a finite or infinite planning horizon. The MDP is assumed to have Borel state and action spaces and the cost…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

In this paper, we propose a max-min entropy framework for reinforcement learning (RL) to overcome the limitation of the soft actor-critic (SAC) algorithm implementing the maximum entropy RL in model-free sample-based learning. Whereas the…

Machine Learning · Computer Science 2021-12-21 Seungyul Han , Youngchul Sung

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra

We study multi-robot persistent monitoring on weighted graphs, where node weights encode monitoring priorities and edge weights encode travel distances. The goal is to design joint robot trajectories that minimize the worst-case weighted…

Robotics · Computer Science 2026-05-12 Weizhen Wang , Ziheng Wang , Jianping He , Xinping Guan , Xiaoming Duan