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Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum

This paper studies dynamic mechanism design in a quasilinear Markovian environment and analyzes a direct mechanism model of a principal-agent framework in which the agent is allowed to exit at any period. We consider that the agent's…

Dynamical Systems · Mathematics 2021-05-10 Tao Zhang , Quanyan Zhu

In centralized multi-agent systems, often modeled as multi-agent partially observable Markov decision processes (MPOMDPs), the action and observation spaces grow exponentially with the number of agents, making the value and belief…

Artificial Intelligence · Computer Science 2024-02-26 Maris F. L. Galesloot , Thiago D. Simão , Sebastian Junges , Nils Jansen

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

The low rank MDP has emerged as an important model for studying representation learning and exploration in reinforcement learning. With a known representation, several model-free exploration strategies exist. In contrast, all algorithms for…

Machine Learning · Computer Science 2022-06-23 Aditya Modi , Jinglin Chen , Akshay Krishnamurthy , Nan Jiang , Alekh Agarwal

Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) are known to be NEXP-Complete and intractable to solve. However, for problems such as cooperative navigation, obstacle avoidance, and formation control, basic…

Multiagent Systems · Computer Science 2025-06-05 Alex DeWeese , Guannan Qu

Fine-grained simulation of floor construction processes is essential for supporting lean management and the integration of information technology. However, existing research does not adequately address the on-site decision-making of…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Bin Yang , Boda Liu , Yilong Han , Xin Meng , Yifan Wang , Hansi Yang , Jianzhuang Xia

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

Consider a transmission scheme with a single transmitter and multiple receivers over a faulty broadcast channel. For each receiver, the transmitter has a unique infinite stream of packets, and its goal is to deliver them at the highest…

Information Theory · Computer Science 2015-10-27 Mark Shifrin , Asaf Cohen , Omer Gurewitz , Olga Weisman

General-purpose agents require fine-grained controls and rich sensory inputs to perform a wide range of tasks. However, this complexity often leads to intractable decision-making. Traditionally, agents are provided with task-specific action…

Machine Learning · Computer Science 2024-06-25 Rafael Rodriguez-Sanchez , George Konidaris

Transformer-based language models are widely deployed for reasoning, yet their behavior under inference-time stochasticity remains underexplored. While dropout is common during training, its inference-time effects via Monte Carlo sampling…

Machine Learning · Computer Science 2026-03-19 Antônio Junior Alves Caiado , Michael Hahsler

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

Machine Learning · Computer Science 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

We study the problem of learning policy of an infinite-horizon, discounted cost, Markov decision process (MDP) with a large number of states. We compute the actions of a policy that is nearly as good as a policy chosen by a suitable oracle…

Machine Learning · Computer Science 2019-09-02 Masoud Badiei Khuzani , Varun Vasudevan , Hongyi Ren , Lei Xing

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

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

We introduce a class of models for multidimensional control problems which we call skip-free Markov decision processes on trees. We describe and analyse an algorithm applicable to Markov decision processes of this type that are skip-free in…

Optimization and Control · Mathematics 2013-11-11 E. J. Collins

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

Many multi-agent systems in practice are decentralized and have dynamically varying dependencies. There has been a lack of attempts in the literature to analyze these systems theoretically. In this paper, we propose and theoretically…

Machine Learning · Computer Science 2024-06-12 Alex DeWeese , Guannan Qu

Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson