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In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful…

Machine Learning · Computer Science 2025-12-08 Douglas Aberdeen , Jonathan Baxter

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

Solving partially observable Markov decision processes (POMDPs) remains a fundamental challenge in reinforcement learning (RL), primarily due to the curse of dimensionality induced by the non-stationarity of optimal policies. In this work,…

Optimization and Control · Mathematics 2025-10-20 Semih Cayci , Atilla Eryilmaz

To plan safely in uncertain environments, agents must balance utility with safety constraints. Safe planning problems can be modeled as a chance-constrained partially observable Markov decision process (CC-POMDP) and solutions often use…

Artificial Intelligence · Computer Science 2024-05-02 Robert J. Moss , Arec Jamgochian , Johannes Fischer , Anthony Corso , Mykel J. Kochenderfer

Solving partially observable Markov decision processes (POMDPs) requires computing policies under imperfect state information. Despite recent advances, the scalability of existing POMDP solvers remains limited. Moreover, many settings…

Artificial Intelligence · Computer Science 2026-04-02 David Hudák , Maris F. L. Galesloot , Martin Tappler , Martin Kurečka , Nils Jansen , Milan Češka

Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

This paper investigates stochastic invariance for control systems through probabilistic controlled invariant sets (PCISs). As a natural complement to robust controlled invariant sets~(RCISs), we propose finite- and infinite-horizon PCISs,…

Systems and Control · Computer Science 2021-07-06 Yulong Gao , Karl H. Johansson , Lihua Xie

Robust motion planning entails computing a global motion plan that is safe under all possible uncertainty realizations, be it in the system dynamics, the robot's initial position, or with respect to external disturbances. Current approaches…

Robotics · Computer Science 2022-11-02 Albert Wu , Thomas Lew , Kiril Solovey , Edward Schmerling , Marco Pavone

Projected subgradient descent (PSD) has gained popularity for solving robust Markov decision processes (RMDPs) because it applies to a broader class of uncertainty sets than traditional dynamic programming. Existing work claims that RMDPs…

Optimization and Control · Mathematics 2026-04-24 Toshinori Kitamura , Arnob Ghosh , Alex Ayoub , Thang D. Chu , Csaba Szepesvári

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Machine Learning · Computer Science 2025-05-26 Zhishuai Liu , Pan Xu

Belief compression improves the tractability of large-scale partially observable Markov decision processes (POMDPs) by finding projections from high-dimensional belief space onto low-dimensional approximations, where solving to obtain…

Artificial Intelligence · Computer Science 2015-08-06 Zhuoran Wang , Paul A. Crook , Wenshuo Tang , Oliver Lemon

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

Many real-world reinforcement learning problems have a hierarchical nature, and often exhibit some degree of partial observability. While hierarchy and partial observability are usually tackled separately (for instance by combining…

Artificial Intelligence · Computer Science 2017-09-13 Denis Steckelmacher , Diederik M. Roijers , Anna Harutyunyan , Peter Vrancx , Hélène Plisnier , Ann Nowé

This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multiplies the state and control variables. These classes of…

Optimization and Control · Mathematics 2024-10-04 Souvik Das , Siddhartha Ganguly , Ashwin Aravind , Debasish Chatterjee

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

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

Artificial Intelligence · Computer Science 2024-06-06 Qi Heng Ho , Martin S. Feather , Federico Rossi , Zachary N. Sunberg , Morteza Lahijanian