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We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

We tackle average-reward infinite-horizon POMDPs with an unknown transition model but a known observation model, a setting that has been previously addressed in two limiting ways: (i) frequentist methods relying on suboptimal stochastic…

Machine Learning · Computer Science 2025-09-09 Alessio Russo , Alberto Maria Metelli , Marcello Restelli

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

Risk-averse decision-making under uncertainty in partially observable domains is a central challenge in artificial intelligence and is essential for developing reliable autonomous agents. The formal framework for such problems is the…

Statistics Theory · Mathematics 2026-02-27 Yaacov Pariente , Vadim Indelman

This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…

Optimization and Control · Mathematics 2017-11-23 William Pettersson , Melih Ozlen

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…

Machine Learning · Computer Science 2023-06-23 Yining Li , Peizhong Ju , Ness Shroff

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

Artificial Intelligence · Computer Science 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

In recent years several learning approaches to point goal navigation in previously unseen environments have been proposed. They vary in the representations of the environments, problem decomposition, and experimental evaluation. In this…

Robotics · Computer Science 2022-12-20 Yimeng Li , Arnab Debnath , Gregory J. Stein , Jana Kosecka

Autonomous systems that rely on learned perception can make unsafe decisions when sensor readings are misclassified. We study shielding for this setting: given a proposed action, a shield blocks actions that could violate safety. We…

Artificial Intelligence · Computer Science 2026-04-23 William Scarbro , Ravi Mangal

In many practical applications, decision-making processes must balance the costs of acquiring information with the benefits it provides. Traditional control systems often assume full observability, an unrealistic assumption when…

Artificial Intelligence · Computer Science 2025-01-24 Taiyi Wang , Jianheng Liu , Bryan Lee , Zhihao Wu , Yu Wu

We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is…

Optimization and Control · Mathematics 2026-05-05 Wei-Ting Tang , Akshay Kudva , Calvin Tsay , Joel A. Paulson

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Planning in environments with other agents whose future actions are uncertain often requires compromise between safety and performance. Here our goal is to design efficient planning algorithms with guaranteed bounds on the probability of…

Robotics · Computer Science 2021-06-18 Hung-Jui Huang , Kai-Chi Huang , Michal Čáp , Yibiao Zhao , Ying Nian Wu , Chris L. Baker

This paper focuses on the privacy paradigm of providing access to researchers to remotely carry out analyses on sensitive data stored behind firewalls. We address the situation where the analysis demands data from multiple physically…

Methodology · Statistics 2017-10-20 Joshua Snoke , Timothy R. Brick , Aleksandra Slavkovic , Michael D. Hunter

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu