Related papers: Robust Active Measuring under Model Uncertainty
Active statistical inference is a new method for inference with AI-assisted data collection. Given a budget on the number of labeled data points that can be collected and assuming access to an AI predictive model, the basic idea is to…
Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
Using a novel toy nautical navigation environment, we show that dynamic programming can be used when only incomplete information about a partially observed Markov decision process (POMDP) is known. By incorporating uncertainty into our…
Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…
Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…
In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…
Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…
Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…
Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…
We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applications. Most prior works consider the case where the uncertainty…
Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…
This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…
This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…
Multi-environment POMDPs (ME-POMDPs) extend standard POMDPs with discrete model uncertainty. ME-POMDPs represent a finite set of POMDPs that share the same state, action, and observation spaces, but may arbitrarily vary in their transition,…
We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…
Assessing the systemic effects of uncertainty that arises from agents' partial observation of the true states of the world is critical for understanding a wide range of scenarios. Yet, previous modeling work on agent learning and…
This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty…
Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…