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Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks. In this paper we focus on the numerical solution of a subclass of…

Statistics Theory · Mathematics 2025-11-07 Alice Cleynen , Benoîte de Saporta

In many real-world planning tasks, agents must tackle uncertainty about the environment's state and variability in the outcomes induced by stochastic dynamics and rewards. Motivated by recent progress in world model approaches, where latent…

Artificial Intelligence · Computer Science 2026-05-07 Larry Preuett , Qiuyi Zhang , Muhammad Aurangzeb Ahmad

Distributed stochastic optimization, arising in the crossing and integration of traditional stochastic optimization, distributed computing and storage, and network science, has advantages of high efficiency and a low per-iteration…

Optimization and Control · Mathematics 2025-05-20 Jinhui Hu , Guo Chen , Huaqing Li , Zixiang Shen , Weidong Zhang

We study the problem of decentralized constrained POMDPs in a team-setting where the multiple non-strategic agents have asymmetric information. Strong duality is established for the setting of infinite-horizon expected total discounted…

Optimization and Control · Mathematics 2023-08-01 Nouman Khan , Vijay Subramanian

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

Agentic AI aims to create systems that set their own goals, adapt proactively to change, and refine behavior through continuous experience. Recent advances suggest that, when facing multiple and unforeseen tasks, agents could benefit from…

Risk averse decision making under uncertainty in partially observable domains is a fundamental problem in AI and essential for reliable autonomous agents. In our case, the problem is modeled using partially observable Markov decision…

Artificial Intelligence · Computer Science 2024-06-11 Yaacov Pariente , Vadim Indelman

Sensor management in multi-object stochastic systems is a theoretically and computationally challenging problem. This paper presents a novel approach to the multi-target multi-sensor control problem within the partially observed Markov…

Systems and Control · Computer Science 2017-09-18 Xiaoying Wang , Reza Hoseinnezhad , Amirali K. Gostar , Tharindu Rathnayake , Benlian Xu , Alireza Bab-Hadiashar

The Partially Observable Markov Decision Process (POMDP) provides a principled framework for decision making in stochastic partially observable environments. However, computing good solutions for problems with continuous action spaces…

Artificial Intelligence · Computer Science 2023-12-19 Marcus Hoerger , Hanna Kurniawati , Dirk Kroese , Nan Ye

This paper presents a hybrid online Partially Observable Markov Decision Process (POMDP) planning system that addresses the problem of autonomous navigation in the presence of multi-modal uncertainty introduced by other agents in the…

Robotics · Computer Science 2022-06-22 Himanshu Gupta , Bradley Hayes , Zachary Sunberg

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

Machine Learning · Computer Science 2023-07-20 Semih Cayci , Niao He , R. Srikant

Cooperative multi-agent reinforcement learning agents that act on partial local observations face a fundamental information bottleneck: the knowledge needed to select jointly optimal actions is scattered across the team, yet each agent must…

Machine Learning · Computer Science 2026-05-20 Nikunj Gupta , James Zachary Hare , Jesse Milzman , Rajgopal Kannan , Viktor Prasanna

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

This paper focuses on a distributed coupled constrained convex optimization problem over directed unbalanced and time-varying multi-agent networks, where the global objective function is the sum of all agents' private local objective…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

A key challenge in non-cooperative multi-agent systems is that of developing efficient planning algorithms for intelligent agents to interact and perform effectively among boundedly rational, self-interested agents (e.g., humans). The…

Artificial Intelligence · Computer Science 2013-04-19 Trong Nghia Hoang , Kian Hsiang Low

The design of autonomous agents that can interact effectively with other agents without prior coordination is a core problem in multi-agent systems. Type-based reasoning methods achieve this by maintaining a belief over a set of potential…

Artificial Intelligence · Computer Science 2023-06-12 Jonathon Schwartz , Hanna Kurniawati , Marcus Hutter

This paper investigates the problem of cooperative tuning of multi-agent optimal control systems, where a network of agents (i.e. multiple coupled optimal control systems) adjusts parameters in their dynamics, objective functions, or…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Zehui Lu , Wanxin Jin , Shaoshuai Mou , Brian D. O. Anderson

A distributed stochastic optimal control solution is presented for cooperative multi-agent systems. The network of agents is partitioned into multiple factorial subsystems, each of which consists of a central agent and neighboring agents.…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

In POMDPs, information about the hidden state, delivered through observations, is both valuable to the agent, allowing it to base its actions on better informed internal states, and a "curse", exploding the size and diversity of the…

Machine Learning · Computer Science 2015-12-31 Roy Fox , Naftali Tishby