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Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…
Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…
We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…
Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…
Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and Bound (B&B). A key factor influencing the performance of B&B solvers is…
Solving Markov Decision Processes (MDPs) remains a central challenge in sequential decision-making, especially when dealing with large state spaces and long-term optimization criteria. A key step in Bellman dynamic programming algorithms is…
In this work, a novel digital channelizer design is developed through the use of a compact, system-level modeling approach. The model efficiently captures key properties of a digital channelizer system and its time-varying operation. The…
Markov decision processes (MDPs) provide a fundamental model for sequential decision making under process uncertainty. A classical synthesis task is to compute for a given MDP a winning policy that achieves a desired specification. However,…
In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where states are probability measures on the original state space,…
We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…
In this work we investigate an importance sampling approach for evaluating policies for a structurally time-varying factored Markov decision process (MDP), i.e. the policy's value is estimated with a high-probability confidence interval. In…
It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…
Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…
In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…
The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…
Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…
In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…