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This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

Optimization and Control · Mathematics 2021-09-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Solving partially observable Markov decision processes (POMDPs) typically requires reasoning about the values of exponentially many state beliefs. Towards practical performance, state-of-the-art solvers use value bounds to guide this…

Artificial Intelligence · Computer Science 2025-02-11 Merlijn Krale , Wietze Koops , Sebastian Junges , Thiago D. Simão , Nils Jansen

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

The main goal in task planning is to build a sequence of actions that takes an agent from an initial state to a goal state. In robotics, this is particularly difficult because actions usually have several possible results, and sensors are…

Artificial Intelligence · Computer Science 2021-04-12 Sergio A. Serrano , Elizabeth Santiago , Jose Martinez-Carranza , Eduardo Morales , L. Enrique Sucar

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker

In this paper, we expand the Bayesian persuasion framework to account for unobserved confounding variables in sender-receiver interactions. While traditional models assume that belief updates follow Bayesian principles, real-world scenarios…

Artificial Intelligence · Computer Science 2025-08-11 Nishanth Venkatesh S. , Heeseung Bang , Andreas A. Malikopoulos

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Optimizing a partially observable Markov decision process (POMDP) policy is challenging. The policy graph improvement (PGI) algorithm for POMDPs represents the policy as a fixed size policy graph and improves the policy monotonically. Due…

Artificial Intelligence · Computer Science 2020-09-07 Joni Pajarinen

With the ability to learn from static datasets, Offline Reinforcement Learning (RL) emerges as a compelling avenue for real-world applications. However, state-of-the-art offline RL algorithms perform sub-optimally when confronted with…

Machine Learning · Computer Science 2024-06-12 Briti Gangopadhyay , Zhao Wang , Jia-Fong Yeh , Shingo Takamatsu

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

Partially Observable Monte-Carlo Planning (POMCP) is a powerful online algorithm able to generate approximate policies for large Partially Observable Markov Decision Processes. The online nature of this method supports scalability by…

Artificial Intelligence · Computer Science 2021-04-29 Giulio Mazzi , Alberto Castellini , Alessandro Farinelli

In partial multi-label learning (PML), the true labels are unobserved, which makes label disambiguation important but difficult. A key challenge is that ambiguous candidate labels can propagate errors into downstream tasks such as feature…

Machine Learning · Computer Science 2026-02-05 Hanlin Pan , Yuhao Tang , Wanfu Gao

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

We study safe policy improvement (SPI) for partially observable Markov decision processes (POMDPs). SPI is an offline reinforcement learning (RL) problem that assumes access to (1) historical data about an environment, and (2) the so-called…

Artificial Intelligence · Computer Science 2023-01-13 Thiago D. Simão , Marnix Suilen , Nils Jansen

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…