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Related papers: Simplification of Risk Averse POMDPs with Performa…

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Efficient integration of uncertain observations with decision-making optimization is key for prescribing informed intervention actions, able to preserve structural safety of deteriorating engineering systems. To this end, it is necessary…

Machine Learning · Computer Science 2020-07-21 C. P. Andriotis , K. G. Papakonstantinou , E. N. Chatzi

We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view,…

Systems and Control · Electrical Eng. & Systems 2022-03-04 Tobias Meggendorfer

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

Artificial Intelligence · Computer Science 2024-06-06 Qi Heng Ho , Martin S. Feather , Federico Rossi , Zachary N. Sunberg , Morteza Lahijanian

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…

Artificial Intelligence · Computer Science 2025-10-28 Moran Barenboim , Vadim Indelman

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

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…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four…

Machine Learning · Statistics 2018-10-23 Prashanth L. A.

Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

In this article, we are interested in planning problems where the agent is aware of the presence of an observer, and where this observer is in a partial observability situation. The agent has to choose its strategy so as to optimize the…

Artificial Intelligence · Computer Science 2025-11-24 Salomé Lepers , Vincent Thomas , Olivier Buffet

Partially Observable Markov Decision Process (POMDP) is widely used to model probabilistic behavior for complex systems. Compared with MDPs, POMDP models a system more accurate but solving a POMDP generally takes exponential time in the…

Logic in Computer Science · Computer Science 2017-03-13 Xiaobin Zhang , Bo Wu , Hai Lin

Belief compression improves the tractability of large-scale partially observable Markov decision processes (POMDPs) by finding projections from high-dimensional belief space onto low-dimensional approximations, where solving to obtain…

Artificial Intelligence · Computer Science 2015-08-06 Zhuoran Wang , Paul A. Crook , Wenshuo Tang , Oliver Lemon

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

Machine Learning · Computer Science 2022-06-17 Zifan Wang , Yi Shen , Michael M. Zavlanos

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

Robots often face challenges in domestic environments where visual feedback is ineffective, such as retrieving objects obstructed by occlusions or finding a light switch in the dark. In these cases, utilizing contacts to localize the target…

Robotics · Computer Science 2024-09-30 Muhammad Suhail Saleem , Rishi Veerapaneni , Maxim Likhachev

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Many safety-critical control systems must operate under latent uncertainty that sensors cannot directly resolve at decision time. Such uncertainty, arising from unknown physical properties, exogenous disturbances, or unobserved environment…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Clinton Enwerem , John S. Baras , Calin Belta

We consider the problem of designing policies for Markov decision processes (MDPs) with dynamic coherent risk objectives and constraints. We begin by formulating the problem in a Lagrangian framework. Under the assumption that the risk…

Artificial Intelligence · Computer Science 2021-03-30 Mohamadreza Ahmadi , Ugo Rosolia , Michel D. Ingham , Richard M. Murray , Aaron D. Ames