Related papers: A Contracting Dynamical System Perspective toward …

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

This paper discusses the functional stability of closed-loop Markov Chains under optimal policies resulting from a discounted optimality criterion, forming Markov Decision Processes (MDPs). We investigate the stability of MDPs in the sense…

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the…

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)…

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

We consider Markov Decision Processes (MDPs) in which every stationary policy induces the same graph structure for the underlying Markov chain and further, the graph has the following property: if we replace each recurrent class by a node,…

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

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…

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

In this paper, we develop a Markov decision process (MDP) formulation for the low--temperature metastable Ising model evolving according to Kawasaki dynamics in a finite box of the two--dimensional square lattice. We analyze how an external…

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…