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We propose a dual dynamic integer programming (DDIP) framework for solving multi-scale mixed-integer model predictive control (MPC) problems. Such problems arise in applications that involve long horizons and/or fine temporal…

Optimization and Control · Mathematics 2020-07-21 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

Recent decision-making systems are increasingly complicated, making it crucial to verify and understand their behavior for a given specification. A promising approach is to comprehensively explain undesired behavior in the systems modeled…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Ryohei Oura , Yuji Ito

The combination of policy search and deep neural networks holds the promise of automating a variety of decision-making tasks. Model Predictive Control (MPC) provides robust solutions to robot control tasks by making use of a dynamical model…

Robotics · Computer Science 2021-05-11 Yunlong Song , Davide Scaramuzza

In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…

Machine Learning · Computer Science 2024-11-01 Jia Lin Hau , Erick Delage , Esther Derman , Mohammad Ghavamzadeh , Marek Petrik

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

Heterogeneity poses a fundamental challenge for many real-world large-scale decision-making problems but remains largely understudied. In this paper, we study the fully heterogeneous setting of a prominent class of such problems, known as…

Machine Learning · Computer Science 2026-01-16 Xiangcheng Zhang , Yige Hong , Weina Wang

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

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

Machine Learning · Computer Science 2020-06-18 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…

Machine Learning · Computer Science 2026-03-11 Sichen Yang , Mauro Maggioni

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

In this paper, building on the formulation of quantum Markov decision processes (q-MDPs) presented in our previous work [{\sc N.~Saldi, S.~Sanjari, and S.~Y\"{u}ksel}, {\em Quantum Markov Decision Processes: General Theory, Approximations,…

Quantum Physics · Physics 2025-02-24 Naci Saldi , Sina Sanjari , Serdar Yuksel

Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Krishna C. Kalagarla , Matthew Low , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo