Related papers: Approximate Dec-POMDP Solving Using Multi-Agent A*
Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…
This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…
We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…
Modern policy optimization methods roughly follow the policy mirror descent (PMD) algorithmic template, for which there are by now numerous theoretical convergence results. However, most of these either target tabular environments, or can…
A standard way of finding a feedback law that stabilizes a control system to an operating point is to recast the problem as an infinite horizon optimal control problem. If the optimal cost and the optmal feedback can be found on a large…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
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…
Parameterized Sequential Decision Making (Para-SDM) framework models a wide array of network design applications spanning supply-chain, transportation, and sensor networks. These problems entail sequential multi-stage optimization…
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 present DAMPC, a distributed, adaptive-horizon and adaptive-neighborhood algorithm for solving the stochastic reachability problem in multi-agent systems, in particular flocking modeled as a Markov decision process. At each time step,…
Although risk awareness is fundamental to an online operating agent, it has received less attention in the challenging continuous domain and under partial observability. This paper presents a novel formulation and solution for risk-averse…
We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…
We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…
We consider the problem of optimal planning in stochastic domains with resource constraints, where the resources are continuous and the choice of action at each step depends on resource availability. We introduce the HAO* algorithm, a…
While agent evaluation has shifted toward long-horizon tasks, most benchmarks still emphasize local, step-level reasoning rather than the global constrained optimization (e.g., time and financial budgets) that demands genuine planning…
Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…
We study the problem of jointly selecting sensing agents and synthesizing decentralized active perception policies for the chosen subset of agents within a Decentralized Partially Observable Markov Decision Process (Dec-POMDP) framework.…