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Optimal control in non-stationary Markov decision processes (MDP) is a challenging problem. The aim in such a control problem is to maximize the long-term discounted reward when the transition dynamics or the reward function can change over…

Applications · Statistics 2017-03-03 Taposh Banerjee , Miao Liu , Jonathan P. How

Effective vaccine prioritization is critical for epidemic control, yet real outbreaks exhibit memory effects that inflate state space and make long-term prediction and optimization challenging. As a result, many strategies are tuned to…

Biological Physics · Physics 2025-11-11 Mi Feng , Liang Tian , Changsong Zhou

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

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

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…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

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…

Optimization and Control · Mathematics 2025-08-04 Youssef Ait El Mahjoub , Jean-Michel Fourneau , Salma Alouah

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

Recent shifts in global health priorities have positioned Population Health Management (PHM) as a central area of focus. However, optimizing PHM strategies presents several challenges: managing high-dimensional patient covariates, tracking…

Optimization and Control · Mathematics 2026-04-10 Daniel Adelman , Alba V Olivares-Nadal , Miaolan Xie

We investigate adaptive strategies to robustly and optimally control the COVID-19 pandemic via social distancing measures based on the example of Germany. Our goal is to minimize the number of fatalities over the course of two years without…

Populations and Evolution · Quantitative Biology 2021-02-09 Johannes Köhler , Lukas Schwenkel , Anne Koch , Julian Berberich , Patricia Pauli , Frank Allgöwer

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

In this study, we present a new epidemiological model, with contamination from confirmed and unreported. We also compute equilibria and study their stability without intervention strategies. Optimal control theory has proven to be a…

Populations and Evolution · Quantitative Biology 2020-08-14 Fulgence Mansal , Mouhamadou A. M. T. Baldé , Alpha O. Bah

In the Staged Progression (SP) epidemic models, infected individuals are classified into a suitable number of states. The goal of these models is to describe as closely as possible the effect of differences in infectiousness exhibited by…

Dynamical Systems · Mathematics 2024-02-08 Luis Sanz-Lorenzo , Rafael Bravo de la Parra

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization…

Machine Learning · Computer Science 2023-10-02 Darko Drakulic , Sofia Michel , Florian Mai , Arnaud Sors , Jean-Marc Andreoli

Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…

Computer Science and Game Theory · Computer Science 2012-07-02 Ruggiero Cavallo , David C. Parkes , Satinder Singh

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Nathan Dahlin , Subhonmesh Bose , Venugopal V. Veeravalli