Related papers: Decision-Dependent Distributionally Robust Markov …
We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity. The proposed model optimizes the weighted average of mean and percentile performances, and it covers the…
In this paper, we investigate the distributed link removal strategy for networked meta-population epidemics. In particular, a deterministic networked susceptible-infected-recovered (SIR) model is considered to describe the epidemic evolving…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
Repeated decision-making problems under uncertainty may arise in the health policy context, such as infectious disease control for COVID-19 and other epidemics. These problems may sometimes be effectively solved using Markov decision…
We review the literature on individual patient organ acceptance decision making by presenting a Markov Decision Process (MDP) model to formulate the organ acceptance decision process as a stochastic control problem. Under the umbrella of…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…
We present a distributed resource allocation strategy to control an epidemic outbreak in a networked population based on a Distributed Alternating Direction Method of Multipliers (D-ADMM) algorithm. We consider a linearized Susceptible-…
We present and compare two different optimal control approaches applied to SEIR models in epidemiology, which allow us to obtain some policies for controlling the spread of an epidemic. The first approach uses Dynamic Programming to…
Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…
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…
We consider a multi-source relaying system where independent sources randomly generate status update packets which are sent to the destination with the aid of a relay through unreliable links. We develop transmission scheduling policies to…
In this paper, we propose an approximate dynamic programming (ADP) algorithm to solve a Markov decision process (MDP) formulation for the admission control of elective patients. To manage the elective patients from multiple specialties…
A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…
A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…
A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…
This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…