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We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

Online decision making under uncertainty in partially observable domains, also known as Belief Space Planning, is a fundamental problem in robotics and Artificial Intelligence. Due to an abundance of plausible future unravelings,…

Artificial Intelligence · Computer Science 2023-02-15 Andrey Zhitnikov , Vadim Indelman

This work introduces a novel deep learning-based architecture, termed the Deep Belief Markov Model (DBMM), which provides efficient, model-formulation agnostic inference in Partially Observable Markov Decision Process (POMDP) problems. The…

Machine Learning · Computer Science 2025-03-18 Giacomo Arcieri , Konstantinos G. Papakonstantinou , Daniel Straub , Eleni Chatzi

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

We consider the problem of approximate belief-state monitoring using particle filtering for the purposes of implementing a policy for a partially-observable Markov decision process (POMDP). While particle filtering has become a widely-used…

Artificial Intelligence · Computer Science 2013-01-14 Pascal Poupart , Luis E. Ortiz , Craig Boutilier

In this paper we derive an efficient method for computing the indices associated with an asymptotically optimal upper confidence bound algorithm (MDP-UCB) of Burnetas and Katehakis (1997) that only requires solving a system of two…

Machine Learning · Computer Science 2019-10-01 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Gaussian process upper confidence bound (GP-UCB) is a theoretically promising approach for black-box optimization; however, the confidence parameter $\beta$ is considerably large in the theorem and chosen heuristically in practice. Then,…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Yu Inatsu , Masayuki Karasuyama

In this paper, we consider online planning in partially observable domains. Solving the corresponding POMDP problem is a very challenging task, particularly in an online setting. Our key contribution is a novel algorithmic approach,…

Artificial Intelligence · Computer Science 2021-05-13 Ori Sztyglic , Vadim Indelman

We introduce a class of partially observed Markov decision processes (POMDPs) with costs that can depend on both the value and (future) uncertainty associated with the initial state. These Initial-State Cost POMDPs (ISC-POMDPs) enable the…

Systems and Control · Electrical Eng. & Systems 2025-03-10 Timothy L. Molloy

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP). The certainty equivalent…

Probability · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

Partially Observable Markov Decision Processes (POMDPs) are used to model environments where the full state cannot be perceived by an agent. As such the agent needs to reason taking into account the past observations and actions. However,…

Machine Learning · Computer Science 2023-10-27 Raphael Avalos , Florent Delgrange , Ann Nowé , Guillermo A. Pérez , Diederik M. Roijers

Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown…

Machine Learning · Computer Science 2022-05-24 Xiaoyu Chen , Yao Mu , Ping Luo , Shengbo Li , Jianyu Chen

Planning under process and measurement uncertainties is a challenging problem. In its most general form it can be modeled as a Partially Observed Markov Decision Process (POMDP) problem. However POMDPs are generally difficult to solve when…

Robotics · Computer Science 2016-11-15 Mohammadhussein Rafieisakhaei , Amirhossein Tamjidi , Suman Chakravorty , P. R. Kumar

We present a novel POMDP planning algorithm called heuristic search value iteration (HSVI).HSVI is an anytime algorithm that returns a policy and a provable bound on its regret with respect to the optimal policy. HSVI gets its power by…

Artificial Intelligence · Computer Science 2012-07-19 Trey Smith , Reid Simmons

Existing complexity bounds for point-based POMDP value iteration algorithms focus either on the curse of dimensionality or the curse of history. We derive a new bound that relies on both and uses the concept of discounted reachability; our…

Artificial Intelligence · Computer Science 2012-07-09 Trey Smith , Reid Simmons

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Machine Learning · Computer Science 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Timothy L. Molloy , Girish N. Nair

This paper addresses the Bayesian optimization problem (also referred to as the Bayesian setting of the Gaussian process bandit), where the learner seeks to minimize the regret under a function drawn from a known Gaussian process (GP).…

Machine Learning · Computer Science 2025-12-12 Shogo Iwazaki