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Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Machine Learning · Statistics 2015-02-10 Assaf Hallak , Dotan Di Castro , Shie Mannor

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

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

We study the sample complexity of the plug-in approach for learning $\varepsilon$-optimal policies in average-reward Markov decision processes (MDPs) with a generative model. The plug-in approach constructs a model estimate then computes an…

Machine Learning · Computer Science 2025-02-12 Matthew Zurek , Yudong Chen

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its utilities/costs. A new primal-dual approach is…

Optimization and Control · Mathematics 2021-10-22 Tianjiao Li , Ziwei Guan , Shaofeng Zou , Tengyu Xu , Yingbin Liang , Guanghui Lan

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…

Optimization and Control · Mathematics 2025-09-30 Mengmeng Li , Daniel Kuhn , Tobias Sutter

In this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same form of the expected total reward (ETR) criterion over the…

Probability · Mathematics 2019-05-10 F. Dufour , Alexandre Genadot

The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

Artificial Intelligence · Computer Science 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau

We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

Machine Learning · Computer Science 2024-05-13 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the…

Machine Learning · Computer Science 2024-02-14 Shengbo Wang , Jose Blanchet , Peter Glynn

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Finding different solutions to the same problem is a key aspect of intelligence associated with creativity and adaptation to novel situations. In reinforcement learning, a set of diverse policies can be useful for exploration, transfer,…

Artificial Intelligence · Computer Science 2022-01-05 Tom Zahavy , Brendan O'Donoghue , Andre Barreto , Volodymyr Mnih , Sebastian Flennerhag , Satinder Singh