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Partially Observable Markov Decision Processes (POMDPs) provide a robust framework for decision-making under uncertainty in applications such as autonomous driving and robotic exploration. Their extension, $\rho$POMDPs, introduces…

Artificial Intelligence · Computer Science 2025-02-05 Ron Benchetrit , Idan Lev-Yehudi , Andrey Zhitnikov , Vadim Indelman

In this article, we discuss how to solve information-gathering problems expressed as rho-POMDPs, an extension of Partially Observable Markov Decision Processes (POMDPs) whose reward rho depends on the belief state. Point-based approaches…

Artificial Intelligence · Computer Science 2021-03-23 Vincent Thomas , Gérémy Hutin , Olivier Buffet

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…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu

Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…

Machine Learning · Computer Science 2025-02-05 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

Planning in partially observable Markov decision processes (POMDPs) remains a challenging topic in the artificial intelligence community, in spite of recent impressive progress in approximation techniques. Previous research has indicated…

Artificial Intelligence · Computer Science 2012-10-19 Zhongzhang Zhang , Xiaoping Chen

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…

Machine Learning · Computer Science 2020-09-25 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Solving Partially Observable Markov Decision Processes (POMDPs) is hard. Learning optimal controllers for POMDPs when the model is unknown is harder. Online learning of optimal controllers for unknown POMDPs, which requires efficient…

Machine Learning · Computer Science 2021-06-16 Mehdi Jafarnia-Jahromi , Rahul Jain , Ashutosh Nayyar

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Machine Learning · Computer Science 2025-03-11 Max Buckley , Konstantinos Papathanasiou , Andreas Spanopoulos

Partially observable Markov decision processes (POMDPs) are widely used in probabilistic planning problems in which an agent interacts with an environment using noisy and imprecise sensors. We study a setting in which the sensors are only…

Artificial Intelligence · Computer Science 2017-10-03 Krishnendu Chatterjee , Martin Chmelik , Ufuk Topcu

We consider partially observable Markov decision processes (POMDPs) modeling an agent that needs a supply of a certain resource (e.g., electricity stored in batteries) to operate correctly. The resource is consumed by agent's actions and…

Artificial Intelligence · Computer Science 2022-11-29 Michal Ajdarów , Šimon Brlej , Petr Novotný

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact solutions in this framework are typically computationally…

Artificial Intelligence · Computer Science 2011-10-05 J. Pineau , G. Gordon , S. Thrun

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

Systems and Control · Computer Science 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan