Related papers: Convex Approximations of Random Constrained Markov…
In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…
We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…
We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…
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…
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…
Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…
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…
We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…
Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…
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…
In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…
We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…
We study the minimization of a spectral risk measure of the total discounted cost generated by a Markov Decision Process (MDP) over a finite or infinite planning horizon. The MDP is assumed to have Borel state and action spaces and the cost…
We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…
Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…
We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…
This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…