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In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

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 the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling…

Artificial Intelligence · Computer Science 2024-03-01 Daniele Meli , Alberto Castellini , Alessandro Farinelli

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

Robotics · Computer Science 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki

Noisy sensing, imperfect control, and environment changes are defining characteristics of many real-world robot tasks. The partially observable Markov decision process (POMDP) provides a principled mathematical framework for modeling and…

Robotics · Computer Science 2022-09-22 Mikko Lauri , David Hsu , Joni Pajarinen

Partially observable Markov decision processes (POMDPs) are a powerful abstraction for tasks that require decision making under uncertainty, and capture a wide range of real world tasks. Today, effective planning approaches exist that…

Machine Learning · Statistics 2018-05-24 Sebastian Tschiatschek , Kai Arulkumaran , Jan Stühmer , Katja Hofmann

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

Partially Observable Markov Decision Processes (POMDP) is a widely used model to represent the interaction of an environment and an agent, under state uncertainty. Since the agent does not observe the environment state, its uncertainty is…

Artificial Intelligence · Computer Science 2021-04-16 Divya Grover , Christos Dimitrakakis

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

Systems and Control · Computer Science 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy. This is…

Artificial Intelligence · Computer Science 2024-11-05 Andrew Bennett , Nathan Kallus , Miruna Oprescu , Wen Sun , Kaiwen Wang

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

Optimization and Control · Mathematics 2024-09-09 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel