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We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

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…

We introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass. In particular, it…

Logic in Computer Science · Computer Science 2011-02-22 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Autonomous agents are often required to plan under multiple objectives whose preference ordering varies based on context. The agent may encounter multiple contexts during its course of operation, each imposing a distinct lexicographic…

Artificial Intelligence · Computer Science 2025-11-06 Pulkit Rustagi , Yashwanthi Anand , Sandhya Saisubramanian

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

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…

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Logic in Computer Science · Computer Science 2026-05-14 Milan Češka , Sebastian Junges , Luko van der Maas , Filip Macák , Tim Quatmann

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

Artificial Intelligence · Computer Science 2022-09-16 Kyle Hollins Wray , Stas Tiomkin , Mykel J. Kochenderfer , Pieter Abbeel

We consider the verification of multiple expected reward objectives at once on Markov decision processes (MDPs). This enables a trade-off analysis among multiple objectives by obtaining the Pareto front. We focus on strategies that are easy…

Logic in Computer Science · Computer Science 2020-02-18 Florent Delgrange , Joost-Pieter Katoen , Tim Quatmann , Mickael Randour

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

We study Markov decision processes (MDPs) with a countably infinite number of states. The $\limsup$ (resp. $\liminf$) threshold objective is to maximize the probability that the $\limsup$ (resp. $\liminf$) of the infinite sequence of…

Optimization and Control · Mathematics 2024-09-19 Richard Mayr , Eric Munday

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 investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere
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