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In safe MDP planning, a cost function based on the current state and action is often used to specify safety aspects. In the real world, often the state representation used may lack sufficient fidelity to specify such safety constraints.…

Machine Learning · Computer Science 2023-04-07 Siow Meng Low , Akshat Kumar , Scott Sanner

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

A diagnostic policy specifies what test to perform next, based on the results of previous tests, and when to stop and make a diagnosis. Cost-sensitive diagnostic policies perform tradeoffs between (a) the cost of tests and (b) the cost of…

Artificial Intelligence · Computer Science 2012-07-19 Valentina Bayer-Zubek

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

Risk-averse decision-making under uncertainty in partially observable domains is a central challenge in artificial intelligence and is essential for developing reliable autonomous agents. The formal framework for such problems is the…

Statistics Theory · Mathematics 2026-02-27 Yaacov Pariente , Vadim Indelman

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

Value-at-risk (VaR), also known as quantile, is a crucial risk measure in finance and other fields. However, optimizing VaR metrics in Markov decision processes (MDPs) is challenging because VaR is non-additive and the traditional dynamic…

Optimization and Control · Mathematics 2025-07-31 Li Xia , Jinyan Pan

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

Machine Learning · Computer Science 2017-01-30 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

Moving Target Defense (MTD) is an emerging game-changing defense strategy in cybersecurity with the goal of strengthening defenders and conversely puzzling adversaries in a network environment. The successful deployment of an MTD system can…

Systems and Control · Computer Science 2019-05-23 Jianjun Zheng , Akbar Siami Namin

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

Systems and Control · Computer Science 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

We study risk-sensitive RL where the goal is learn a history-dependent policy that optimizes some risk measure of cumulative rewards. We consider a family of risks called the optimized certainty equivalents (OCE), which captures important…

Machine Learning · Computer Science 2025-03-03 Kaiwen Wang , Dawen Liang , Nathan Kallus , Wen Sun

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

This paper studies the optimization of Markov decision processes (MDPs) from a risk-seeking perspective, where the risk is measured by conditional value-at-risk (CVaR). The objective is to find a policy that maximizes the long-run CVaR of…

Optimization and Control · Mathematics 2023-12-05 Li Xia , Zhihui Yu , Peter W. Glynn

To plan safely in uncertain environments, agents must balance utility with safety constraints. Safe planning problems can be modeled as a chance-constrained partially observable Markov decision process (CC-POMDP) and solutions often use…

Artificial Intelligence · Computer Science 2024-05-02 Robert J. Moss , Arec Jamgochian , Johannes Fischer , Anthony Corso , Mykel J. Kochenderfer

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Safe policy improvement (SPI) is an offline reinforcement learning problem in which a new policy that reliably outperforms the behavior policy with high confidence needs to be computed using only a dataset and the behavior policy. Markov…

Artificial Intelligence · Computer Science 2025-08-20 Kasper Engelen , Guillermo A. Pérez , Marnix Suilen