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We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Yifan Lin , Enlu Zhou

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Machine Learning · Computer Science 2025-03-11 Max Buckley , Konstantinos Papathanasiou , Andreas Spanopoulos

The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is…

Logic in Computer Science · Computer Science 2023-03-07 Christel Baier , Joachim Klein , Sascha Klüppelholz , Sascha Wunderlich

We study qualitative multi-objective reachability problems for Ordered Branching Markov Decision Processes (OBMDPs), or equivalently context-free MDPs, building on prior results for single-target reachability on Branching Markov Decision…

Computer Science and Game Theory · Computer Science 2020-08-25 Kousha Etessami , Emanuel Martinov

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

Artificial Intelligence · Computer Science 2024-06-06 Qi Heng Ho , Martin S. Feather , Federico Rossi , Zachary N. Sunberg , Morteza Lahijanian

Reach-avoid analysis combines the construction of safety and specific progress guarantees, and is able to formalize many important engineering problems. In this paper we study the reach-avoid verification problem of systems modelled by…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Bai Xue

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

We give polynomial time algorithms for quantitative (and qualitative) reachability analysis for Branching Markov Decision Processes (BMDPs). Specifically, given a BMDP, and given an initial population, where the objective of the controller…

Computational Complexity · Computer Science 2016-04-08 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

In this paper, we compare several representative barrier-like conditions from the literature for infinite-horizon reach-avoid verification of stochastic discrete-time systems. Our comparison examines both their theoretical properties and…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Zhipeng Cao , Peixin Wang , Luke Ong , Đorđe Žikelić , Dominik Wagner , Bai Xue

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…

Logic in Computer Science · Computer Science 2018-09-25 Jeremy Sproston

In a variety of applications, an agent's success depends on the knowledge that an adversarial observer has or can gather about the agent's decisions. It is therefore desirable for the agent to achieve a task while reducing the ability of an…

Optimization and Control · Mathematics 2018-09-19 Mustafa O. Karabag , Melkior Ornik , Ufuk Topcu

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…

Optimization and Control · Mathematics 2009-11-25 Kostas Margellos , John Lygeros

Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…

Machine Learning · Computer Science 2025-02-05 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor