Related papers: Approximate Dec-POMDP Solving Using Multi-Agent A*
We present a finite-horizon optimization algorithm that extends the established concept of Dual Dynamic Programming (DDP) in two ways. First, in contrast to the linear costs, dynamics, and constraints of standard DDP, we consider problems…
This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…
In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…
We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…
We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…
We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…
We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…
Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a…
Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…
We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with carefully designed action-value estimator and bonus term,…
We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…
In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…
Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…
Partially Observable Markov Decision Processes (POMDPs) offer a promising world representation for autonomous agents, as they can model both transitional and perceptual uncertainties. Calculating the optimal solution to POMDP problems can…
The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…
We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…
Decentralized partially observable Markov decision process (DEC-POMDP) models sequential decision making problems by a team of agents. Since the planning of DEC-POMDP can be interpreted as the maximum likelihood estimation for the latent…
We consider local planning in fixed-horizon MDPs with a generative model under the assumption that the optimal value function lies close to the span of a feature map. The generative model provides a local access to the MDP: The planner can…
We describe a probabilistic framework for synthesizing control policies for general multi-robot systems, given environment and sensor models and a cost function. Decentralized, partially observable Markov decision processes (Dec-POMDPs) are…
We introduce an expressive framework and algorithms for the semi-decentralized control of cooperative agents in environments with communication uncertainty. Whereas semi-Markov control admits a distribution over time for agent actions,…