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Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Optimization and Control · Mathematics 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

Solving partially observable Markov decision processes (POMDPs) with high dimensional and continuous observations, such as camera images, is required for many real life robotics and planning problems. Recent researches suggested machine…

Artificial Intelligence · Computer Science 2025-05-27 Idan Lev-Yehudi , Moran Barenboim , Vadim Indelman

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…

Artificial Intelligence · Computer Science 2024-07-30 Eline M. Bovy , Marnix Suilen , Sebastian Junges , Nils Jansen

We consider Markov decision processes (MDPs) with \omega-regular specifications given as parity objectives. We consider the problem of computing the set of almost-sure winning states from where the objective can be ensured with probability…

Computer Science and Game Theory · Computer Science 2014-11-20 Krishnendu Chatterjee , Monika Henzinger , Manas Joglekar , Nisarg Shah

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…

Machine Learning · Computer Science 2022-12-09 Tianjun Zhang , Tongzheng Ren , Mengjiao Yang , Joseph E. Gonzalez , Dale Schuurmans , Bo Dai

We introduce stochastic decision Petri nets (SDPNs), which are a form of stochastic Petri nets equipped with rewards and a control mechanism via the deactivation of controllable transitions. Such nets can be translated into Markov decision…

Logic in Computer Science · Computer Science 2023-03-24 Florian Wittbold , Rebecca Bernemann , Reiko Heckel , Tobias Heindel , Barbara König

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…

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

POMDPs are useful models for systems where the true underlying state is not known completely to an outside observer; the outside observer incompletely knows the true state of the system, and observes a noisy version of the true system…

Machine Learning · Computer Science 2021-09-01 Caleb M. Bowyer

We introduce a framework for analyzing ordinary differential equation (ODE) models of biological networks using statistical model checking (SMC). A key aspect of our work is the modeling of single-cell variability by assigning a probability…

Quantitative Methods · Quantitative Biology 2018-12-05 Bing Liu , Benjamin M. Gyori , P. S. Thiagarajan

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

Markov Decision Processes (MDPs) are a classical model for decision making in the presence of uncertainty. Often they are viewed as state transformers with planning objectives defined with respect to paths over MDP states. An increasingly…

Artificial Intelligence · Computer Science 2024-05-08 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

This paper investigates a series of optimization problems for one-counter Markov decision processes (MDPs) and integer-weighted MDPs with finite state space. Specifically, it considers problems addressing termination probabilities and…

Logic in Computer Science · Computer Science 2024-08-07 Jakob Piribauer , Christel Baier

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

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

We present a compositional model checking algorithm for Markov decision processes, in which they are composed in the categorical graphical language of string diagrams. The algorithm computes optimal expected rewards. Our theoretical…

Logic in Computer Science · Computer Science 2023-07-19 Kazuki Watanabe , Clovis Eberhart , Kazuyuki Asada , Ichiro Hasuo