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Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

This paper investigates backdoor attack planning in stochastic control systems modeled as Markov Decision Processes (MDPs). A backdoor attack involves an adversary deploying a policy that performs well in the original MDP to pass testing,…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Xinyi Wei , Shuo Han , Ahmed H. Hemida , Charles A. Kamhoua , Jie Fu

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optimal critical threshold is found, the set of non-stopping…

Optimization and Control · Mathematics 2014-05-30 Fabián Crocce , Ernesto Mordecki

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

When reasoning about the strategic capabilities of an agent, it is important to consider the nature of its adversaries. In the particular context of controller synthesis for quantitative specifications, the usual problem is to devise a…

Computer Science and Game Theory · Computer Science 2014-04-04 Véronique Bruyère , Emmanuel Filiot , Mickael Randour , Jean-François Raskin

Owning up to the authors' occasional mixed performances when playing darts we follow up on the ingenious work to determine the optimal aim to score high by Tibshirani et. al [JRS A 174, 213 (2011)] and expand on maximal expected reward…

Popular Physics · Physics 2024-04-30 Merlin Füllgraf , Jochen Gemmer

We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk , Akimichi Takemura , Glenn Shafer

There are 134,459 distinct initial hands at the video poker game Jacks or Better, taking suit exchangeability into account. A computer program can determine the optimal strategy (i.e., which cards to hold) for each such hand, but a complete…

Optimization and Control · Mathematics 2020-02-24 S. N. Ethier , John Jungtae Kim , Jiyeon Lee

In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jiachen Shen , Jian Shi , Lei Fan , Chenye Wu , Dan Wang , Choong Seon Hong , Zhu Han

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

We investigate the problem of synthesizing optimal control policies for Markov decision processes (MDPs) with both qualitative and quantitative objectives. Specifically, our goal is to achieve a given linear temporal logic (LTL) task with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yu Chen , Shaoyuan Li , Xiang Yin

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

Computer Science and Game Theory · Computer Science 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

We study the problem of learning a most biased coin among a set of coins by tossing the coins adaptively. The goal is to minimize the number of tosses until we identify a coin i* whose posterior probability of being most biased is at least…

Data Structures and Algorithms · Computer Science 2013-09-10 Karthekeyan Chandrasekaran , Richard Karp

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

Bidding and acceptance strategies have a substantial impact on the outcome of negotiations in scenarios with linear additive and nonlinear utility functions. Over the years, it has become clear that there is no single best strategy for all…

Multiagent Systems · Computer Science 2020-09-15 Bram M. Renting , Holger H. Hoos , Catholijn M. Jonker

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

Machine Learning · Computer Science 2023-06-09 Han Zhong , Tong Zhang