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Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection…

Machine Learning · Computer Science 2021-02-26 Nicholay Topin , Stephanie Milani , Fei Fang , Manuela Veloso

Optimal policies in Markov decision processes (MDPs) are very sensitive to model misspecification. This raises serious concerns about deploying them in high-stake domains. Robust MDPs (RMDP) provide a promising framework to mitigate…

Machine Learning · Computer Science 2019-12-06 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

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

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

In this paper, we present a tube-based framework for robust adaptive model predictive control (RAMPC) for nonlinear systems subject to parametric uncertainty and additive disturbances. Set-membership estimation is used to provide accurate…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Peter Kötting , Raffaele Soloperto , Frank Allgöwer , Matthias A. Müller

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for…

Artificial Intelligence · Computer Science 2017-03-08 Shirli Di-Castro Shashua , Shie Mannor

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…

Logic in Computer Science · Computer Science 2024-01-30 Thom Badings , Matthias Volk , Sebastian Junges , Marielle Stoelinga , Nils Jansen

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

We study robust Markov decision processes (RMDPs) with general policy parameterization under s-rectangular and non-rectangular uncertainty sets. Prior work is largely limited to tabular policies, and hence either lacks sample complexity…

Machine Learning · Computer Science 2026-02-13 Anirudh Satheesh , Ziyi Chen , Furong Huang , Heng Huang

Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Maryam Ghasemzadeh , H M Dilshad Alam Digonta , Anand Balu Nellippallil , Anton van Beek

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via…

Optimization and Control · Mathematics 2018-08-28 Pier Giuseppe Sessa , Damian Frick , Tony A. Wood , Maryam Kamgarpour

Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific…

Optimization and Control · Mathematics 2024-05-27 Runyu Zhang , Yang Hu , Na Li

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai