Related papers: Bridging the Gap between Partially Observable Stoc…
Planning under process and measurement uncertainties is a challenging problem. In its most general form it can be modeled as a Partially Observed Markov Decision Process (POMDP) problem. However POMDPs are generally difficult to solve when…
In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…
This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…
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…
When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…
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…
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…
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…
In the real world, planning is often challenged by distribution shifts. As such, a model of the environment obtained under one set of conditions may no longer remain valid as the distribution of states or the environment dynamics change,…
Autonomous agents that drive on roads shared with human drivers must reason about the nuanced interactions among traffic participants. This poses a highly challenging decision making problem since human behavior is influenced by a multitude…
Online decision making under uncertainty in partially observable domains, also known as Belief Space Planning, is a fundamental problem in robotics and Artificial Intelligence. Due to an abundance of plausible future unravelings,…
Partially Observable Markov Decision Processes (POMDPs) model decision making under uncertainty. While there are many approaches to approximately solving POMDPs, we aim to address the problem of learning such models. In particular, we are…
Game theoretic methods have become popular for planning and prediction in situations involving rich multi-agent interactions. However, these methods often assume the existence of a single local Nash equilibria and are hence unable to handle…
Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…
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…
Planning in real-world settings often entails addressing partial observability while aligning with users' requirements. We present a novel framework for expressing users' constraints and preferences about agent behavior in a partially…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
Robots operating in real-world environments must reason about possible outcomes of stochastic actions and make decisions based on partial observations of the true world state. A major challenge for making accurate and robust action…
Decision-making under uncertainty is a critical aspect of many practical autonomous systems due to incomplete information. Partially Observable Markov Decision Processes (POMDPs) offer a mathematically principled framework for formulating…
Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…