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Markov decision processes (MDPs) provide a fundamental model for sequential decision making under process uncertainty. A classical synthesis task is to compute for a given MDP a winning policy that achieves a desired specification. However,…

Logic in Computer Science · Computer Science 2024-07-18 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…

Artificial Intelligence · Computer Science 2009-09-25 N. L. Zhang , W. Liu

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Giannis Delimpaltadakis , Morteza Lahijanian , Manuel Mazo , Luca Laurenti

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

Optimization and Control · Mathematics 2021-09-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai

In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state and action spaces in the quantum domain, quantum…

Quantum Physics · Physics 2024-09-19 Naci Saldi , Sina Sanjari , Serdar Yuksel

We study Markov decision processes (MDPs) with a countably infinite number of states. The $\limsup$ (resp. $\liminf$) threshold objective is to maximize the probability that the $\limsup$ (resp. $\liminf$) of the infinite sequence of…

Optimization and Control · Mathematics 2024-09-19 Richard Mayr , Eric Munday

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2010-06-14 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

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

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

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

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

We propose MDP-GapE, a new trajectory-based Monte-Carlo Tree Search algorithm for planning in a Markov Decision Process in which transitions have a finite support. We prove an upper bound on the number of calls to the generative models…

Machine Learning · Computer Science 2020-06-11 Anders Jonsson , Emilie Kaufmann , Pierre Ménard , Omar Darwiche Domingues , Edouard Leurent , Michal Valko

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…

Artificial Intelligence · Computer Science 2024-07-30 Eline M. Bovy , Marnix Suilen , Sebastian Junges , Nils Jansen

When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…

Artificial Intelligence · Computer Science 2024-11-22 Ofer Dagan , Tyler Becker , Zachary N. Sunberg

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang
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