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We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process $\mathcal{M}$ when we only have access to an approximate model $\hat{\mathcal{M}}$. How well does an optimal policy…

Optimization and Control · Mathematics 2024-02-15 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…

Probability · Mathematics 2026-03-18 Marco Sangalli , Erik Quaeghebeur , Thomas Krak

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

This paper provides conditions under which total-cost and average-cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total-cost MDPs with tran- sition rates whose values may be greater…

Optimization and Control · Mathematics 2017-05-04 Eugene A. Feinberg , Jefferson Huang

Inferring probabilistic networks from data is a notoriously difficult task. Under various goodness-of-fit measures, finding an optimal network is NP-hard, even if restricted to polytrees of bounded in-degree. Polynomial-time algorithms are…

Data Structures and Algorithms · Computer Science 2012-08-16 Serge Gaspers , Mikko Koivisto , Mathieu Liedloff , Sebastian Ordyniak , Stefan Szeider

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

We introduce a family of graph parameters, called induced multipartite graph parameters, and study their computational complexity. First, we consider the following decision problem: an instance is an induced multipartite graph parameter $p$…

Computational Complexity · Computer Science 2023-05-05 Ryan L. Mann , Luke Mathieson , Catherine Greenhill

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

We study computational and sample complexity of parameter and structure learning in graphical models. Our main result shows that the class of factor graphs with bounded factor size and bounded connectivity can be learned in polynomial time…

Machine Learning · Computer Science 2012-07-09 Pieter Abbeel , Daphne Koller , Andrew Y. Ng

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

General factors are a generalization of matchings. Given a graph $G$ with a set $\pi(v)$ of feasible degrees, called a degree constraint, for each vertex $v$ of $G$, the general factor problem is to find a (spanning) subgraph $F$ of $G$…

Discrete Mathematics · Computer Science 2024-05-24 Shuai Shao , Stanislav Živný

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…

Formal Languages and Automata Theory · Computer Science 2024-07-01 Stefan Kiefer , Qiyi Tang

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

Artificial Intelligence · Computer Science 2013-02-08 Thomas L. Dean , Robert Givan , Sonia Leach

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

In this paper we consider the problem of unambiguous discrimination between a set of linearly independent pure quantum states. We show that the design of the optimal measurement that minimizes the probability of an inconclusive result can…

Quantum Physics · Physics 2016-11-17 Yonina C. Eldar

We study countably infinite MDPs with parity objectives. Unlike in finite MDPs, optimal strategies need not exist, and may require infinite memory if they do. We provide a complete picture of the exact strategy complexity of…

Logic in Computer Science · Computer Science 2020-07-13 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Patrick Totzke

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas