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Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

Constrained partially observable Markov decision processes (CPOMDPs) have been used to model various real-world phenomena. However, they are notoriously difficult to solve to optimality, and there exist only a few approximation methods for…

Artificial Intelligence · Computer Science 2023-06-27 Robert K. Helmeczi , Can Kavaklioglu , Mucahit Cevik

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

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

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…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…

Optimization and Control · Mathematics 2026-03-16 Erhan Bayraktar , Ali D. Kara , Somnath Pradhan , Serdar Yuksel

In this paper, building on the formulation of quantum Markov decision processes (q-MDPs) presented in our previous work [{\sc N.~Saldi, S.~Sanjari, and S.~Y\"{u}ksel}, {\em Quantum Markov Decision Processes: General Theory, Approximations,…

Quantum Physics · Physics 2025-02-24 Naci Saldi , Sina Sanjari , Serdar Yuksel

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

This paper introduces the QMDP-net, a neural network architecture for planning under partial observability. The QMDP-net combines the strengths of model-free learning and model-based planning. It is a recurrent policy network, but it…

Artificial Intelligence · Computer Science 2017-11-06 Peter Karkus , David Hsu , Wee Sun Lee

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

Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…

Computer Science and Game Theory · Computer Science 2025-03-04 Michal Ajdarów , James C. A. Main , Petr Novotný , Mickael Randour

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

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

Optimal policies in Markov decision processes (MDPs) are very sensitive to model misspecification. This raises serious concerns about deploying them in high-stake domains. Robust MDPs (RMDP) provide a promising framework to mitigate…

Machine Learning · Computer Science 2019-12-06 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

In this work, a novel digital channelizer design is developed through the use of a compact, system-level modeling approach. The model efficiently captures key properties of a digital channelizer system and its time-varying operation. The…

Signal Processing · Electrical Eng. & Systems 2017-12-25 A. Sapio , L. Li , J. Wu , M. Wolf , S. S. Bhattacharyya