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Robust Markov decision processes (MDPs) are used for applications of dynamic optimization in uncertain environments and have been studied extensively. Many of the main properties and algorithms of MDPs, such as value iteration and policy…

Optimization and Control · Mathematics 2023-12-14 Julien Grand-Clément , Marek Petrik

We study countably infinite MDPs with parity objectives. Unlike in finite MDPs, optimal strategies need not exist, and may require infinite memory if they do. We provide a complete picture of the exact strategy complexity of…

Logic in Computer Science · Computer Science 2020-07-13 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Patrick Totzke

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…

Machine Learning · Computer Science 2025-03-25 Yannik Schnitzer , Alessandro Abate , David Parker

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We study policy optimization problems for deterministic Markov decision processes (MDPs) with metric state and action spaces, which we refer to as Metric Policy Optimization Problems (MPOPs). Our goal is to establish theoretical results on…

Optimization and Control · Mathematics 2022-07-14 Victor D. Dorobantu , Kamyar Azizzadenesheli , Yisong Yue

We describe a probabilistic framework for synthesizing control policies for general multi-robot systems, given environment and sensor models and a cost function. Decentralized, partially observable Markov decision processes (Dec-POMDPs) are…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…

Machine Learning · Computer Science 2025-06-05 Matthieu Meunier , Christoph Reisinger , Yufei Zhang

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Logic in Computer Science · Computer Science 2026-05-14 Milan Češka , Sebastian Junges , Luko van der Maas , Filip Macák , Tim Quatmann

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

Markov decision processes (MDPs) with multi-dimensional weights are useful to analyze systems with multiple objectives that may be conflicting and require the analysis of trade-offs. We study the complexity of percentile queries in such…

Logic in Computer Science · Computer Science 2016-12-08 Mickael Randour , Jean-François Raskin , Ocan Sankur

We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…

Quantum Physics · Physics 2014-07-10 Shenggang Ying , Mingsheng Ying

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

In this paper, we prove the following assertion for an absorbing Markov decision process (MDP) with the given initial distribution, which is also assumed to be semi-continuous: the continuity of the projection mapping from the space of…

Optimization and Control · Mathematics 2023-11-27 Alexey Piunovskiy , Yi Zhang