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We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Optimization and Control · Mathematics 2012-05-07 Michael Ludkovski , Semih Sezer

Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive…

Artificial Intelligence · Computer Science 2014-01-03 Steve N'Guyen , Clément Moulin-Frier , Jacques Droulez

This paper investigates manipulation of multiple unknown objects in a crowded environment. Because of incomplete knowledge due to unknown objects and occlusions in visual observations, object observations are imperfect and action success is…

Robotics · Computer Science 2014-07-09 Joni Pajarinen , Ville Kyrki

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Neural networks (NNs) are now routinely implemented on systems that must operate in uncertain environments, but the tools for formally analyzing how this uncertainty propagates to NN outputs are not yet commonplace. Computing tight bounds…

Machine Learning · Computer Science 2020-12-08 Michael Everett , Golnaz Habibi , Jonathan P. How

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which…

Artificial Intelligence · Computer Science 2017-01-31 Krishnendu Chatterjee , Petr Novotný , Guillermo A. Pérez , Jean-François Raskin , Đorđe Žikelić

Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a…

Artificial Intelligence · Computer Science 2011-10-05 N. Roy , G. Gordon , S. Thrun

We propose a new point-based method for approximate planning in Dec-POMDP which outperforms the state-of-the-art approaches in terms of solution quality. It uses a heuristic estimation of the prior probability of beliefs to choose a bounded…

Artificial Intelligence · Computer Science 2012-03-19 Gabriel Corona , Francois Charpillet

We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…

Optimization and Control · Mathematics 2025-10-31 Jingyi Huang , Paul Goulart , Kostas Margellos

The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact solutions in this framework are typically computationally…

Artificial Intelligence · Computer Science 2011-10-05 J. Pineau , G. Gordon , S. Thrun

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP). The certainty equivalent…

Probability · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…

Optimization and Control · Mathematics 2024-12-04 Jing Lu , Tianli Zhou , Carolina Osorio

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

Partially observable Markov decision processes (POMDPs) form a prominent model for uncertainty in sequential decision making. We are interested in constructing algorithms with theoretical guarantees to determine whether the agent has a…

Artificial Intelligence · Computer Science 2024-12-17 Marius Belly , Nathanaël Fijalkow , Hugo Gimbert , Florian Horn , Guillermo A. Pérez , Pierre Vandenhove

We initiate a study of a query-driven approach to designing partition trees for range-searching problems. Our model assumes that a data structure is to be built for an unknown query distribution that we can access through a sampling oracle,…

Data Structures and Algorithms · Computer Science 2025-02-20 Dimitris Fotakis , Andreas Kalavas , Ioannis Psarros

This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…

Artificial Intelligence · Computer Science 2025-07-17 Edward Kim , Hanna Kurniawati
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