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In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

Machine Learning · Computer Science 2020-06-18 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

We consider a class of partially observable Markov decision processes (POMDPs) with uncertain transition and/or observation probabilities. The uncertainty takes the form of probability intervals. Such uncertain POMDPs can be used, for…

Systems and Control · Computer Science 2018-07-12 Mohamadreza Ahmadi , Murat Cubuktepe , Nils Jansen , Ufuk Topcu

Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the…

Artificial Intelligence · Computer Science 2025-04-18 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose an algorithm to approximate causal states, which are the coarsest partition of the joint history of actions…

Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Computer Science and Game Theory · Computer Science 2024-07-02 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

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

Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…

Robotics · Computer Science 2021-05-14 Wilko Schwarting , Alyssa Pierson , Sertac Karaman , Daniela Rus

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

Artificial Intelligence · Computer Science 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

Robotics · Computer Science 2019-04-09 Sung-Kyun Kim , Rohan Thakker , Ali-akbar Agha-mohammadi

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2014-08-12 Krishnendu Chatterjee , Martin Chmelik

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

Potential games and decentralised partially observable MDPs (Dec-POMDPs) are two commonly used models of multi-agent interaction, for static optimisation and sequential decisionmaking settings, respectively. In this paper we introduce…

Computer Science and Game Theory · Computer Science 2012-02-20 Archie C. Chapman , Simon A. Williamson , Nicholas R. Jennings

Many medical decision-making tasks can be framed as partially observed Markov decision processes (POMDPs). However, prevailing two-stage approaches that first learn a POMDP and then solve it often fail because the model that best fits the…

Machine Learning · Statistics 2020-04-01 Joseph Futoma , Michael C. Hughes , Finale Doshi-Velez

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…

Artificial Intelligence · Computer Science 2023-03-13 Thom Badings , Thiago D. Simão , Marnix Suilen , Nils Jansen

Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…

A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…

Computational Complexity · Computer Science 2026-05-11 Ali Asadi , Krishnendu Chatterjee , Alipasha Montaseri , Ali Shafiee

We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…

Computer Science and Game Theory · Computer Science 2016-10-04 Nicolas Loizou

We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…

Optimization and Control · Mathematics 2026-03-11 Sivaramakrishnan Ramani