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This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…

Optimization and Control · Mathematics 2020-06-15 Xin Guo , Yi Zhang

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 prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

Machine Learning · Computer Science 2021-06-15 Yujia Jin , Aaron Sidford

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

Policy iteration enjoys a local quadratic rate of contraction, but its iterations are computationally expensive for Markov decision processes (MDPs) with a large number of states. In light of the connection between policy iteration and the…

Optimization and Control · Mathematics 2022-11-09 Matilde Gargiani , Dominic Liao-McPherson , Andrea Zanelli , John Lygeros

Markov decision processes (MDP) are useful to model concurrent process optimisation problems, but verifying them with numerical methods is often intractable. Existing approximative approaches do not scale well and are limited to memoryless…

Data Structures and Algorithms · Computer Science 2014-09-18 Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

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

We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

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

This paper studies the policy mirror descent (PMD) method, which is a general policy optimization framework in reinforcement learning and can cover a wide range of policy gradient methods by specifying difference mirror maps. Existing…

Optimization and Control · Mathematics 2026-01-01 Wenye Li , Hongxu Chen , Jiacai Liu , Ke Wei

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

Partially Observable Markov Decision Processes (POMDPs) are a fundamental framework for decision-making under uncertainty and partial observability. Since in general optimal policies may require infinite memory, they are hard to implement…

Artificial Intelligence · Computer Science 2026-04-30 Muqsit Azeem , Debraj Chakraborty , Sudeep Kanav , Jan Kretinsky

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

Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking…

Artificial Intelligence · Computer Science 2016-10-25 Himabindu Lakkaraju , Cynthia Rudin

In this paper, we study Markov Decision Processes (MDPs) with self-triggered strategies, where the idea of self-triggered control is extended to more generic MDP models. This extension broadens the application of self-triggering policies to…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Yunhan Huang , Quanyan Zhu

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári