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In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others.…

Artificial Intelligence · Computer Science 2021-09-10 Mohamadreza Ahmadi , Ugo Rosolia , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…

Machine Learning · Computer Science 2020-09-25 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Partially observable Markov decision processes (POMDPs) are used to model a wide range of applications, including robotics, autonomous vehicles, and subsurface problems. However, accurately representing the belief is difficult for POMDPs…

Artificial Intelligence · Computer Science 2025-05-20 Antoine Bigeard , Anthony Corso , Mykel Kochenderfer

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Partially Observable Markov Decision Processes (POMDPs) are fundamental to decision-making under uncertainty. We introduce a novel scalable approach to accelerate upper bound estimation in Point-Based Value Iteration (PBVI) algorithms, the…

Optimization and Control · Mathematics 2025-03-13 Siqiong Zhou , Ashif S. Iquebal , Esma S. Gel

We develop a new Approximate Dynamic Programming (ADP) method for infinite horizon discounted reward Markov Decision Processes (MDP) based on projection onto a subsemimodule. We approximate the value function in terms of a $(\min,+)$ linear…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process $\mathcal{M}$ when we only have access to an approximate model $\hat{\mathcal{M}}$. How well does an optimal policy…

Optimization and Control · Mathematics 2024-02-15 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Jan Křetínský , Tobias Meggendorfer

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is…

Robotics · Computer Science 2017-07-11 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

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…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

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…

Artificial Intelligence · Computer Science 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

Partially observable Markov decision processes (POMDPs) form an attractive and principled framework for agent planning under uncertainty. Point-based approximate techniques for POMDPs compute a policy based on a finite set of points…

Artificial Intelligence · Computer Science 2011-09-13 M. T. J. Spaan , N. Vlassis

Partially observable Markov decision processes (POMDPs) are a central model for uncertainty in sequential decision making. The most basic objective is the reachability objective, where a target set must be eventually visited, and the more…

Computational Complexity · Computer Science 2025-12-09 Ali Asadi , Krishnendu Chatterjee , David Lurie , Raimundo Saona