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Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Machine Learning · Computer Science 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

Monte Carlo Tree Search (MCTS) is particularly adapted to domains where the potential actions can be represented as a tree of sequential decisions. For an effective action selection, MCTS performs many simulations to build a reliable tree…

Artificial Intelligence · Computer Science 2018-09-10 Seydou Ba , Takuya Hiraoka , Takashi Onishi , Toru Nakata , Yoshimasa Tsuruoka

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

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

In this paper, we address the problem of stochastic motion planning under partial observability, more specifically, how to navigate a mobile robot equipped with continuous range sensors such as LIDAR. In contrast to many existing robotic…

Robotics · Computer Science 2020-12-03 Ke Sun , Brent Schlotfeldt , George Pappas , Vijay Kumar

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

High-dimensional design spaces underpin a wide range of physics-based modeling and computational design tasks in science and engineering. These problems are commonly formulated as constrained black-box searches over rugged objective…

Machine Learning · Computer Science 2026-01-13 Suvo Banik , Troy D. Loeffler , Henry Chan , Sukriti Manna , Orcun Yildiz , Tom Peterka , Subramanian Sankaranarayanan

This paper provides a relaxation of the sufficient conditions, and also an extension of the structural results for Partially Observed Markov Decision Processes (POMDPs) given in Lovejoy (1987). Sufficient conditions are provided so that the…

Optimization and Control · Mathematics 2015-11-17 Vikram Krishnamurthy , Udit Pareek

The design of autonomous agents that can interact effectively with other agents without prior coordination is a core problem in multi-agent systems. Type-based reasoning methods achieve this by maintaining a belief over a set of potential…

Artificial Intelligence · Computer Science 2023-06-12 Jonathon Schwartz , Hanna Kurniawati , Marcus Hutter

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling…

Artificial Intelligence · Computer Science 2024-03-01 Daniele Meli , Alberto Castellini , Alessandro Farinelli

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…

Artificial Intelligence · Computer Science 2020-11-05 Marcus Hoerger , Hanna Kurniawati

The partially observable Markov decision process (POMDP) is a principled general framework for robot decision making under uncertainty, but POMDP planning suffers from high computational complexity, when long-term planning is required.…

Robotics · Computer Science 2021-07-02 Yiyuan Lee , Panpan Cai , David Hsu

Partially observable Markov decision processes (POMDPs) with continuous state and observation spaces have powerful flexibility for representing real-world decision and control problems but are notoriously difficult to solve. Recent online…

Machine Learning · Computer Science 2023-06-06 Michael H. Lim , Claire J. Tomlin , Zachary N. Sunberg

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$…

Machine Learning · Computer Science 2022-02-07 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian
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