Related papers: Value Iteration with Guessing for Markov Chains an…

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

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…

This work studies efficient solution methods for cluster-based control policies of transition-independent Markov decision processes (TI-MDPs). We focus on control of multi-agent systems, whereby a central planner (CP) influences agents to…

Motion planning under uncertainty for an autonomous system can be formulated as a Markov Decision Process with a continuous state space. In this paper, we propose a novel solution to this decision-theoretic planning problem that directly…

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Policy iteration and value iteration are at the core of many (approximate) dynamic programming methods. For Markov Decision Processes with finite state and action spaces, we show that they are instances of semismooth Newton-type methods to…

The Value Iteration (VI) algorithm is an iterative procedure to compute the value function of a Markov decision process, and is the basis of many reinforcement learning (RL) algorithms as well. As the error convergence rate of VI as a…

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

Solving stochastic games with the reachability objective is a fundamental problem, especially in quantitative verification and synthesis. For this purpose, bounded value iteration (BVI) attracts attention as an efficient iterative method.…

In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…

A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…

Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…