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Related papers: Scalable Policy-Based RL Algorithms for POMDPs

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Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

Planning under uncertainty is critical to robotics. The Partially Observable Markov Decision Process (POMDP) is a mathematical framework for such planning problems. It is powerful due to its careful quantification of the non-deterministic…

Robotics · Computer Science 2021-07-19 Hanna Kurniawati

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision-making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value…

Machine Learning · Computer Science 2024-11-01 Pietro Novelli , Marco Pratticò , Massimiliano Pontil , Carlo Ciliberto

We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…

Optimization and Control · Mathematics 2021-03-18 Yagiz Savas , Christos K. Verginis , Michael Hibbard , Ufuk Topcu

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

We study reinforcement learning for partially observed Markov decision processes (POMDPs) with infinite observation and state spaces, which remains less investigated theoretically. To this end, we make the first attempt at bridging partial…

Machine Learning · Computer Science 2024-04-02 Qi Cai , Zhuoran Yang , Zhaoran Wang

Markov Decision Processes (MDPs) are the most common model for decision making under uncertainty in the Machine Learning community. An MDP captures non-determinism, probabilistic uncertainty, and an explicit model of action. A Reinforcement…

Artificial Intelligence · Computer Science 2025-06-10 Alena Makarova , Houssam Abbas

Reinforcementlearning(RL)folkloresuggeststhathistory-basedfunctionapproximationmethods,suchas recurrent neural nets or history-based state abstraction, perform better than their memory-less counterparts, due to the fact that function…

Machine Learning · Computer Science 2022-11-08 Gandharv Patil , Aditya Mahajan , Doina Precup

Many medical decision-making tasks can be framed as partially observed Markov decision processes (POMDPs). However, prevailing two-stage approaches that first learn a POMDP and then solve it often fail because the model that best fits the…

Machine Learning · Statistics 2020-04-01 Joseph Futoma , Michael C. Hughes , Finale Doshi-Velez

This paper proposes an integration of temporal logical reasoning and Partially Observable Markov Decision Processes (POMDPs) to achieve interpretable decision-making under uncertainty with macro-actions. Our method leverages a fragment of…

Artificial Intelligence · Computer Science 2025-05-07 Celeste Veronese , Daniele Meli , Alessandro Farinelli

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

Robotics · Computer Science 2019-04-09 Sung-Kyun Kim , Rohan Thakker , Ali-akbar Agha-mohammadi

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

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…

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