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

A multi-agent partially observable Markov decision process (MPOMDP) is a modeling paradigm used for high-level planning of heterogeneous autonomous agents subject to uncertainty and partial observation. Despite their modeling efficiency,…

Robotics · Computer Science 2019-09-13 Mohamadreza Ahmadi , Andrew Singletary , Joel W. Burdick , Aaron D. Ames

In this manuscript, we introduce a novel Decision Flow (DF) framework for sampling decisions from a target distribution while incorporating additional guidance from a prior sampler. DF can be viewed as an AI-driven algorithmic reincarnation…

Machine Learning · Computer Science 2025-07-22 Michael Chertkov , Sungsoo Ahn , Hamidreza Behjoo

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

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

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Giannis Delimpaltadakis , Morteza Lahijanian , Manuel Mazo , Luca Laurenti

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

We present a reinforcement learning (RL) framework to synthesize a control policy from a given linear temporal logic (LTL) specification in an unknown stochastic environment that can be modeled as a Markov Decision Process (MDP).…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Michael M. Zavlanos , Miroslav Pajic

This paper marries two state-of-the-art controller synthesis methods for partially observable Markov decision processes (POMDPs), a prominent model in sequential decision making under uncertainty. A central issue is to find a POMDP…

Logic in Computer Science · Computer Science 2023-05-30 Roman Andriushchenko , Alexander Bork , Milan Češka , Sebastian Junges , Joost-Pieter Katoen , Filip Macák

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

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Machine Learning · Statistics 2015-06-04 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

Machine Learning · Computer Science 2014-09-16 Ronald Ortner , Odalric-Ambrym Maillard , Daniil Ryabko

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala
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