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Related papers: OCMDP: Observation-Constrained Markov Decision Pro…

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In real-world reinforcement learning applications the learner's observation space is ubiquitously high-dimensional with both relevant and irrelevant information about the task at hand. Learning from high-dimensional observations has been…

Machine Learning · Computer Science 2022-06-10 Yonathan Efroni , Dylan J. Foster , Dipendra Misra , Akshay Krishnamurthy , John Langford

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

Decentralized partially observable Markov decision processes (Dec-POMDPs) are rich models for cooperative decision-making under uncertainty, but are often intractable to solve optimally (NEXP-complete). The transition and observation…

Artificial Intelligence · Computer Science 2012-10-19 Jilles S. Dibangoye , Christopher Amato , Arnoud Doniec

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

This paper proposes a method for learning continuous control policies for active landmark localization and exploration using an information-theoretic cost. We consider a mobile robot detecting landmarks within a limited sensing range, and…

Robotics · Computer Science 2023-05-18 Pengzhi Yang , Yuhan Liu , Shumon Koga , Arash Asgharivaskasi , Nikolay Atanasov

Sequential incentive marketing is an important approach for online businesses to acquire customers, increase loyalty and boost sales. How to effectively allocate the incentives so as to maximize the return (e.g., business objectives) under…

Artificial Intelligence · Computer Science 2023-03-03 Shuai Xiao , Le Guo , Zaifan Jiang , Lei Lv , Yuanbo Chen , Jun Zhu , Shuang Yang

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

This paper studies maintenance optimization for a two-component system under mixed observability. Component~$U_1$ is fully monitored, whereas component~$U_2$ is only partially observable due to sensing limitations. The system exhibits…

Optimization and Control · Mathematics 2026-03-05 Nan Zhang , Inmaculada T. Castro , M. L. Gamiz

This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…

Machine Learning · Computer Science 2024-03-01 Yannick Eich , Bastian Alt , Heinz Koeppl

This paper is on decision making of autonomous vehicles for handling roundabouts. The round intersection is introduced first followed by the Markov Decision Processes (MDP), the Partially Observable Markov Decision Processes (POMDP) and the…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Xinchen Li , Levent Guvenc , Bilin Aksun-Guvenc

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

Dealing with Partially Observable Markov Decision Processes is notably a challenging task. We face an average-reward infinite-horizon POMDP setting with an unknown transition model, where we assume the knowledge of the observation model.…

Machine Learning · Computer Science 2024-10-03 Alessio Russo , Alberto Maria Metelli , Marcello Restelli

Partially Observable Markov Decision Processes (POMDPs) are the standard framework for decision-making under uncertainty. While sampling-based methods scale well, they lack formal correctness guarantees, making them unsuitable for…

Artificial Intelligence · Computer Science 2026-05-15 Debraj Chakraborty , Anirban Majumdar , Prince Mathew , Sayan Mukherjee , Jean-François Raskin

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

POMDPs are useful models for systems where the true underlying state is not known completely to an outside observer; the outside observer incompletely knows the true state of the system, and observes a noisy version of the true system…

Machine Learning · Computer Science 2021-09-01 Caleb M. Bowyer