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A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…

Artificial Intelligence · Computer Science 2013-01-30 Jesse Hoey , Robert St-Aubin , Alan Hu , Craig Boutilier

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

Optimization and Control · Mathematics 2024-07-02 Denis Belomestny , John Schoenmakers

How can a scientist use a Reinforcement Learning (RL) algorithm to design experiments over a dynamical system's state space? In the case of finite and Markovian systems, an area called Active Exploration (AE) relaxes the optimization…

Machine Learning · Computer Science 2024-07-19 Riccardo De Santi , Federico Arangath Joseph , Noah Liniger , Mirco Mutti , Andreas Krause

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

In this paper, we propose an approximate dynamic programming (ADP) algorithm to solve a Markov decision process (MDP) formulation for the admission control of elective patients. To manage the elective patients from multiple specialties…

Optimization and Control · Mathematics 2021-03-10 Jian Zhang , Mahjoub Dridi , Abdellah El Moudni

We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…

Artificial Intelligence · Computer Science 2012-07-19 Norman Ferns , Prakash Panangaden , Doina Precup

Abstraction has been widely studied as a way to improve the efficiency and generalization of reinforcement learning algorithms. In this paper, we study abstraction in the continuous-control setting. We extend the definition of MDP…

Machine Learning · Computer Science 2022-09-16 Sahand Rezaei-Shoshtari , Rosie Zhao , Prakash Panangaden , David Meger , Doina Precup

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

Generating an abstraction of a dynamic domain that aligns with a given purpose remains a significant challenge given that the choice of such an abstraction can impact an agent's ability to plan, reason, and provide explanations effectively.…

Artificial Intelligence · Computer Science 2025-10-24 Bita Banihashemi , Megh Patel , Yves Lespérance

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm…

Artificial Intelligence · Computer Science 2025-03-26 Yunuo Zhang , Baiting Luo , Ayan Mukhopadhyay , Abhishek Dubey

Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…

Systems and Control · Electrical Eng. & Systems 2024-06-21 S. R. Eshwar , Lucas Lopes Felipe , Alexandre Reiffers-Masson , Daniel Sadoc Menasché , Gugan Thoppe

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

Systems and Control · Computer Science 2014-05-29 M. Prandini , S. Garatti , R. Vignali

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

In many real-world problems, the learning agent needs to learn a problem's abstractions and solution simultaneously. However, most such abstractions need to be designed and refined by hand for different problems and domains of application.…

Machine Learning · Computer Science 2022-12-09 Mehdi Dadvar , Rashmeet Kaur Nayyar , Siddharth Srivastava

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar
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