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Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

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

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

We study Markov decision processes (MDPs) with a countably infinite number of states. The $\limsup$ (resp. $\liminf$) threshold objective is to maximize the probability that the $\limsup$ (resp. $\liminf$) of the infinite sequence of…

Optimization and Control · Mathematics 2024-09-19 Richard Mayr , Eric Munday

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

A classical approach to studying Markov decision processes (MDPs) is to view them as state transformers. However, MDPs can also be viewed as distribution transformers, where an MDP under a strategy generates a sequence of probability…

Logic in Computer Science · Computer Science 2025-07-08 S. Akshay , Ouldouz Neysari , Đorđe Žikelić

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

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

Systems and Control · Computer Science 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there…

Data Structures and Algorithms · Computer Science 2020-04-21 Ali Asadi , Krishnendu Chatterjee , Amir Kafshdar Goharshady , Kiarash Mohammadi , Andreas Pavlogiannis

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…

Optimization and Control · Mathematics 2026-03-11 Sivaramakrishnan Ramani

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…

Programming Languages · Computer Science 2018-11-16 Toru Takisaka , Yuichiro Oyabu , Natsuki Urabe , Ichiro Hasuo

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

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

We derive an algorithm to compute satisfiability bounds for arbitrary {\omega}-regular properties in an Interval-valued Markov Chain (IMC) interpreted in the adversarial sense. IMCs generalize regular Markov Chains by assigning a range of…

Systems and Control · Computer Science 2018-09-18 Maxence Dutreix , Samuel Coogan

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

Machine Learning · Computer Science 2017-01-30 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

We consider reachability in dynamical systems with discrete linear updates, but with fixed digital precision, i.e., such that values of the system are rounded at each step. Given a matrix $M \in \mathbb{Q}^{d \times d}$, an initial vector…

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