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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

Graph games and Markov decision processes (MDPs) are standard models in reactive synthesis and verification of probabilistic systems with nondeterminism. The class of $\omega$-regular winning conditions; e.g., safety, reachability,…

Logic in Computer Science · Computer Science 2019-06-28 Pranav Ashok , Tomáš Brázdil , Krishnendu Chatterjee , Jan Křetínský , Christoph H. Lampert , Viktor Toman

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

This tutorial paper presents a hands-on perspective on probabilistic model checking with the Storm model checker. Storm is a decade-old model checker that excels in performance and a rich Python-based ecosystem, which makes it easy to…

Software Engineering · Computer Science 2026-03-17 Matthias Volk , Linus Heck , Sebastian Junges , Joost-Pieter Katoen , Tim Quatmann

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

Artificial Intelligence · Computer Science 2024-02-15 Daniël Vos , Sicco Verwer

While distributed algorithms provide advantages for the control of complex large-scale systems by requiring a lower local computational load and less local memory, it is a challenging task to design high-performance distributed control…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Simon Muntwiler , Kim P. Wabersich , Andrea Carron , Melanie N. Zeilinger

Managing announced task completion times is a fundamental control problem in project management. While extensive research exists on estimating task durations and task scheduling, the problem of when and how to update completion times…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Duncan Eddy , Esen Yel , Emma Passmore , Niles Egan , Grayson Armour , Dylan M. Asmar , Mykel J. Kochenderfer

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…

Machine Learning · Computer Science 2024-06-05 Filippo Valdettaro , A. Aldo Faisal

We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…

Logic in Computer Science · Computer Science 2025-04-08 Alessandro Abate , Mirco Giacobbe , Diptarko Roy

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

This paper discusses the functional stability of closed-loop Markov Chains under optimal policies resulting from a discounted optimality criterion, forming Markov Decision Processes (MDPs). We investigate the stability of MDPs in the sense…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Arash Bahari Kordabad , Sebastien Gros

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

Machine Learning · Computer Science 2025-03-06 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

This paper introduces a novel abstraction-based framework for controller synthesis of nonlinear discrete-time stochastic systems. The focus is on probabilistic reach-avoid specifications. The framework is based on abstracting a stochastic…

Systems and Control · Electrical Eng. & Systems 2025-03-10 Frederik Baymler Mathiesen , Sofie Haesaert , Luca Laurenti

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia