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POMDPs capture a broad class of decision making problems, but hardness results suggest that learning is intractable even in simple settings due to the inherent partial observability. However, in many realistic problems, more information is…

Machine Learning · Computer Science 2023-02-07 Jonathan N. Lee , Alekh Agarwal , Christoph Dann , Tong Zhang

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

Planning and learning in Partially Observable MDPs (POMDPs) are among the most challenging tasks in both the AI and Operation Research communities. Although solutions to these problems are intractable in general, there might be special…

Artificial Intelligence · Computer Science 2012-07-09 Eyal Even-Dar , Sham M. Kakade , Yishay Mansour

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…

Optimization and Control · Mathematics 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

The partially observable Markov decision process (POMDP) provides a principled general framework for planning under uncertainty, but solving POMDPs optimally is computationally intractable, due to the "curse of dimensionality" and the…

Artificial Intelligence · Computer Science 2017-09-20 Nan Ye , Adhiraj Somani , David Hsu , Wee Sun Lee

We consider sensor scheduling as the optimal observability problem for partially observable Markov decision processes (POMDP). This model fits to the cases where a Markov process is observed by a single sensor which needs to be dynamically…

Information Theory · Computer Science 2016-11-15 Mohammad Rezaeian

Partially observable Markov decision processes (POMDPs) are a fundamental model for sequential decision-making under uncertainty. However, many verification and synthesis problems for POMDPs are undecidable or intractable. Most prominently,…

Artificial Intelligence · Computer Science 2026-04-23 Nathanaël Fijalkow , Arka Ghosh , Roman Kniazev , Guillermo A. Pérez , Pierre Vandenhove

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…

Optimization and Control · Mathematics 2015-09-03 Daniel R. Jiang , Warren B. Powell

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

Machine Learning · Computer Science 2023-05-10 Yuchen Hu , Stefan Wager

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

Online solvers for partially observable Markov decision processes have been applied to problems with large discrete state spaces, but continuous state, action, and observation spaces remain a challenge. This paper begins by investigating…

Artificial Intelligence · Computer Science 2018-09-07 Zachary Sunberg , Mykel Kochenderfer

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

Robots operating in real-world environments must reason about possible outcomes of stochastic actions and make decisions based on partial observations of the true world state. A major challenge for making accurate and robust action…

Robotics · Computer Science 2023-07-28 Ricardo Cannizzaro , Lars Kunze

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

Representing and reasoning about uncertainty is crucial for autonomous agents acting in partially observable environments with noisy sensors. Partially observable Markov decision processes (POMDPs) serve as a general framework for…

Robotics · Computer Science 2022-12-12 Aidan Curtis , Leslie Kaelbling , Siddarth Jain

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

Lagrangian-guided Monte Carlo tree search with global dual ascent has been applied to solve large constrained partially observable Markov decision processes (CPOMDPs) online. In this work, we demonstrate that these global dual parameters…

Artificial Intelligence · Computer Science 2024-03-27 Paula Stocco , Suhas Chundi , Arec Jamgochian , Mykel J. Kochenderfer

Bounded policy iteration is an approach to solving infinite-horizon POMDPs that represents policies as stochastic finite-state controllers and iteratively improves a controller by adjusting the parameters of each node using linear…

Artificial Intelligence · Computer Science 2012-06-18 Eric A. Hansen
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