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Dynamic programming algorithms have been successfully applied to propositional stochastic planning problems by using compact representations, in particular algebraic decision diagrams, to capture domain dynamics and value functions. Work on…

Artificial Intelligence · Computer Science 2014-01-17 Saket Joshi , Roni Khardon

When allowing concurrent actions in Markov Decision Processes, whose state and action spaces grow exponentially in the number of objects, computing a policy becomes highly inefficient, as it requires enumerating the joint of the two spaces.…

Artificial Intelligence · Computer Science 2026-02-24 Florian Andreas Marwitz , Tanya Braun , Ralf Möller , Marcel Gehrke

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…

Optimization and Control · Mathematics 2026-04-30 Simon Thomä , Maximilian Schiffer , Wolfram Wiesemann

Robustness is important for sequential decision making in a stochastic dynamic environment with uncertain probabilistic parameters. We address the problem of using robust MDPs (RMDPs) to compute policies with provable worst-case guarantees…

Machine Learning · Computer Science 2018-11-16 Reazul Hasan Russel , Marek Petrik

Markov decision models (MDM) used in practical applications are most often less complex than the underlying `true' MDM. The reduction of model complexity is performed for several reasons. However, it is obviously of interest to know what…

Optimization and Control · Mathematics 2019-09-18 Patrick Kern , Axel Simroth , Henryk Zähle

Large language models are commonly trained through multi-stage post-training: first via RLHF, then fine-tuned for other downstream objectives. Yet even small downstream updates can compromise earlier learned behaviors (e.g., safety),…

Machine Learning · Computer Science 2026-05-13 Mahdi Sabbaghi , George Pappas , Adel Javanmard , Hamed Hassani

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

Machine Learning · Computer Science 2021-11-30 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard…

Machine Learning · Computer Science 2022-10-19 Ruida Zhou , Tao Liu , Dileep Kalathil , P. R. Kumar , Chao Tian

This paper develops a model-based framework for continuous-time policy evaluation (CTPE) in reinforcement learning, incorporating both Brownian and L\'evy noise to model stochastic dynamics influenced by rare and extreme events. Our…

Numerical Analysis · Mathematics 2026-02-11 Qihao Ye , Xiaochuan Tian , Yuhua Zhu

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

Optimization and Control · Mathematics 2021-06-15 Mengmeng Li , Tobias Sutter , Daniel Kuhn

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably…

Machine Learning · Computer Science 2024-04-02 Qi Cai , Zhuoran Yang , Chi Jin , Zhaoran Wang

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

Machine Learning · Computer Science 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi Wang

In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…

Machine Learning · Computer Science 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

In this paper, we study the non-asymptotic and asymptotic performances of the optimal robust policy and value function of robust Markov Decision Processes(MDPs), where the optimal robust policy and value function are solved only from a…

Machine Learning · Statistics 2022-08-16 Wenhao Yang , Liangyu Zhang , Zhihua Zhang

The MPE (Most Probable Explanation) query plays an important role in probabilistic inference. MPE solution algorithms for probabilistic relational models essentially adapt existing belief assessment method, replacing summation with…

Artificial Intelligence · Computer Science 2012-10-19 Udi Apsel , Ronen I. Brafman

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik