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General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

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…

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Timothy L. Molloy , Girish N. Nair

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

We investigate partially observed Markov decision processes (POMDPs) with cost functions regularized by entropy terms describing state, observation, and control uncertainty. Standard POMDP techniques are shown to offer bounded-error…

Systems and Control · Electrical Eng. & Systems 2023-05-10 Timothy L. Molloy , Girish N. Nair

We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…

Statistical Mechanics · Physics 2016-05-18 Peter G. Hufton , Yen Ting Lin , Tobias Galla , Alan J. McKane

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 study the detection problem for a finite set of Markov decision processes (MDPs) where the MDPs have the same state and action spaces but possibly different probabilistic transition functions. Any one of these MDPs could be the model for…

Optimization and Control · Mathematics 2021-12-24 Xiaoming Duan , Yagiz Savas , Rui Yan , Zhe Xu , Ufuk Topcu

Studying the development of malignant tumours, it is important to know and predict the proportions of different cell types in tissue samples. Knowing the expected temporal evolution of the proportion of normal tissue cells, compared to…

Cell Behavior · Quantitative Biology 2015-11-24 Siavash Ghavami , Olaf Wolkenhauer , Farshad Lahouti , Mukhtar Ullah , Michael Linnebacher

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

Logic in Computer Science · Computer Science 2014-12-04 Jean-François Raskin , Ocan Sankur

A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…

Machine Learning · Computer Science 2024-03-18 Cameron Allen , Neev Parikh , Omer Gottesman , George Konidaris

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Given a set of human's decisions that are observed, inverse optimization has been developed and utilized to infer the underlying decision making problem. The majority of existing studies assumes that the decision making problem is with a…

Machine Learning · Statistics 2018-08-03 Chaosheng Dong , Bo Zeng

Opacity, or non-interference, is a property ensuring that an external observer cannot infer confidential information (the "secret") from system observations. We introduce an information-theoretic measure of opacity, which quantifies…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Chongyang Shi , Sumukha Udupa , Michael R. Dorothy , Shuo Han , Jie Fu

Leveraging autonomous systems in safety-critical scenarios requires verifying their behaviors in the presence of uncertainties and black-box components that influence the system dynamics. In this work, we develop a framework for verifying…

Systems and Control · Electrical Eng. & Systems 2024-07-17 John Skovbekk , Luca Laurenti , Eric Frew , Morteza Lahijanian

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…

Optimization and Control · Mathematics 2012-08-17 Vikram Krishnamurthy

We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy. This is…

Artificial Intelligence · Computer Science 2024-11-05 Andrew Bennett , Nathan Kallus , Miruna Oprescu , Wen Sun , Kaiwen Wang