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In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

Machine Learning · Computer Science 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

We study inverse mechanism learning: recovering an unknown incentive-generating mechanism from observed strategic interaction traces of self-interested learning agents. Unlike inverse game theory and multi-agent inverse reinforcement…

Artificial Intelligence · Computer Science 2026-01-27 Zhiyu An , Wan Du

Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…

Artificial Intelligence · Computer Science 2009-09-25 N. L. Zhang , W. Liu

Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…

Machine Learning · Computer Science 2021-07-02 Andrew Warrington , J. Wilder Lavington , Adam Ścibior , Mark Schmidt , Frank Wood

Often adaptive, distributed control can be viewed as an iterated game between independent players. The coupling between the players' mixed strategies, arising as the system evolves from one instant to the next, is determined by the system…

Multiagent Systems · Computer Science 2007-05-23 David H. Wolpert , Stefan Bieniawski

Manipulating unknown objects in a cluttered environment is difficult because segmentation of the scene into objects, that is, object composition is uncertain. Due to this uncertainty, earlier work has concentrated on either identifying the…

Robotics · Computer Science 2020-10-27 Joni Pajarinen , Jens Lundell , Ville Kyrki

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…

Robotics · Computer Science 2021-05-14 Wilko Schwarting , Alyssa Pierson , Sertac Karaman , Daniela Rus

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewards, and probability transitions. When in a given state and…

We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…

Optimization and Control · Mathematics 2022-06-30 Magnus Perninge

Information design in an incomplete information game includes a designer with the goal of influencing players' actions through signals generated from a designed probability distribution so that its objective function is optimized. We…

Optimization and Control · Mathematics 2023-05-01 Furkan Sezer , Ceyhun Eksin

The framework of mixed observable Markov decision processes (MOMDP) models many robotic domains in which some state variables are fully observable while others are not. In this work, we identify a significant subclass of MOMDPs defined by…

Robotics · Computer Science 2022-06-07 Hai Nguyen , Zhihan Yang , Andrea Baisero , Xiao Ma , Robert Platt , Christopher Amato

In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 J. B. Satinover , D. Sornette

Commitment devices are powerful tools that can influence and incentivise certain behaviours by linking them to rewards or punishments. These devices are particularly useful in decision-making, as they can steer individuals towards specific…

Computer Science and Game Theory · Computer Science 2023-12-11 Maria Alejandra Ramirez , Yoav Kolumbus , Rosemarie Nagel , David Wolpert , Jürgen Jost

In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the…

Optimization and Control · Mathematics 2023-06-27 Jun Song , William Yang , Chaoyue Zhao
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