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Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

We consider a stochastic game with partial, asymmetric and non-classical information, where the agents are trying to acquire as many available opportunities/locks as possible. Agents have access only to local information, the information…

Optimization and Control · Mathematics 2020-09-07 Vartika Singh , Veeraruna Kavitha

We propose a theoretical framework for approximate planning and learning in partially observed systems. Our framework is based on the fundamental notion of information state. We provide two equivalent definitions of information state -- i)…

Machine Learning · Computer Science 2021-09-07 Jayakumar Subramanian , Amit Sinha , Raihan Seraj , Aditya Mahajan

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

Planning in adversarial and uncertain environments can be modeled as the problem of devising strategies in stochastic perfect information games. These games are generalizations of Markov decision processes (MDPs): there are two…

Artificial Intelligence · Computer Science 2012-07-09 Krishnendu Chatterjee , Thomas A. Henzinger , Ranjit Jhala , Rupak Majumdar

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

Logic in Computer Science · Computer Science 2016-04-22 Krishnendu Chatterjee , Laurent Doyen

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

Logic in Computer Science · Computer Science 2013-01-14 Patricia Bouyer , Nicolas Markey , Jörg Olschewski , Michael Ummels

We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…

Computer Science and Game Theory · Computer Science 2023-04-05 Nikolaj I. Schwartzbach

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. In this paper, we study the expected value of bounded quantitative prefix-independent objectives in the context of stochastic games. We…

Computer Science and Game Theory · Computer Science 2025-08-01 Laurent Doyen , Pranshu Gaba , Shibashis Guha

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

In this paper, we extend the Descent framework, which enables learning and planning in the context of two-player games with perfect information, to the framework of stochastic games. We propose two ways of doing this, the first way…

Artificial Intelligence · Computer Science 2023-02-10 Quentin Cohen-Solal , Tristan Cazenave

Partially Observable Markov Decision Processes (POMDPs) are systems in which one agent interacts with a stochastic environment, and receives only partial information about the current state. In a multi-environment POMDP (MEPOMDP), the…

Artificial Intelligence · Computer Science 2026-05-11 Léonard Brice , Filip Cano , Krishnendu Chatterjee , Thomas A. Henzinger , Stefanie Muroya

We examine perfect information stochastic mean-payoff games - a class of games containing as special sub-classes the usual mean-payoff games and parity games. We show that deterministic memoryless strategies that are optimal for discounted…

Computer Science and Game Theory · Computer Science 2010-06-09 Hugo Gimbert , Wiesław Zielonka

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

Optimization and Control · Mathematics 2025-09-09 Yuanhanqing Huang , Jianghai Hu

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues