English
Related papers

Related papers: Quantum Algorithms for Finite-horizon Markov Decis…

200 papers

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

Machine Learning · Computer Science 2026-05-14 Sergio Rozada , Jose Luis Orejuela , Antonio G. Marques

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…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

This paper investigates the performance of the emerging non-variational Quantum Walk-based Optimisation Algorithm (NV-QWOA) for solving small instances of the Quadratic Assignment Problem (QAP). NV-QWOA is benchmarked against classical…

Quantum Physics · Physics 2026-01-06 Andrew Freeland , Jingbo Wang

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

We consider Markov decision processes (MDPs) with \omega-regular specifications given as parity objectives. We consider the problem of computing the set of almost-sure winning states from where the objective can be ensured with probability…

Computer Science and Game Theory · Computer Science 2014-11-20 Krishnendu Chatterjee , Monika Henzinger , Manas Joglekar , Nisarg Shah

We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…

Machine Learning · Computer Science 2025-03-04 Tingting Ni , Maryam Kamgarpour

Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP), based on a single trajectory of Markovian samples induced by a behavior policy. Focusing on a $\gamma$-discounted…

Machine Learning · Computer Science 2022-09-13 Gen Li , Yuting Wei , Yuejie Chi , Yuantao Gu , Yuxin Chen

Reinforcement learning has witnessed recent applications to a variety of tasks in quantum programming. The underlying assumption is that those tasks could be modeled as Markov Decision Processes (MDPs). Here, we investigate the feasibility…

Quantum Physics · Physics 2024-06-06 M. Sohaib Alam , Noah F. Berthusen , Peter P. Orth

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Giannis Delimpaltadakis , Morteza Lahijanian , Manuel Mazo , Luca Laurenti

Variational quantum algorithms (VQAs) provide a promising approach to achieving quantum advantage for practical problems on near-term noisy intermediate-scale quantum (NISQ) devices. Thus far, most studies on VQAs have focused on…

Quantum Physics · Physics 2023-10-06 Yutaro Enomoto , Keitaro Anai , Kenta Udagawa , Shuntaro Takeda

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Quantum computational approaches to some classic target identification and localization algorithms, especially for radar images, are investigated, and are found to raise a number of quantum statistics and quantum measurement issues with…

Quantum Physics · Physics 2021-05-05 Peter B. Weichman

With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…

Quantum Physics · Physics 2025-05-21 Jiaqi Leng , Bin Shi

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

Optimization and Control · Mathematics 2024-07-02 Denis Belomestny , John Schoenmakers

For continuing tasks, average cost Markov decision processes have well-documented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral…

Machine Learning · Computer Science 2025-12-23 Weikai Wang , Erick Delage

In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a…

Optimization and Control · Mathematics 2022-03-18 M. A. S. Kolarijani , G. F. Max , P. Mohajerin Esfahani

Quantum computers can solve semidefinite programs (SDPs) using resources that scale better than state-of-the-art classical methods as a function of the problem dimension. At the same time, the known quantum algorithms scale very unfavorably…

Quantum Physics · Physics 2025-02-24 Fabian Henze , Viet Tran , Birte Ostermann , Richard Kueng , Timo de Wolff , David Gross

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas