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We study the Safe Reinforcement Learning (SRL) problem using the Constrained Markov Decision Process (CMDP) formulation in which an agent aims to maximize the expected total reward subject to a safety constraint on the expected total value…

Machine Learning · Computer Science 2020-10-27 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

As machine learning models are increasingly embedded into society through high-stakes decision-making, selecting the right algorithm for a given task, audience, and sector presents a critical challenge, particularly in the context of…

Machine Learning · Computer Science 2025-12-16 Hana Samad , Michael Akinwumi , Jameel Khan , Christoph Mügge-Durum , Emmanuel O. Ogundimu

In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to minimize a risk-sensitive conditional-value-at-risk (CVaR)…

Artificial Intelligence · Computer Science 2015-06-09 Yinlam Chow , Aviv Tamar , Shie Mannor , Marco Pavone

In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…

Machine Learning · Computer Science 2020-03-05 Yonathan Efroni , Shie Mannor , Matteo Pirotta

The recent developments and research in distributed ledger technologies and blockchain have contributed to the increasing adoption of distributed systems. To collect relevant insights into systems' behavior, we observe many evaluation…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-27 Filip Rezabek , Kilian Glas , Richard von Seck , Achraf Aroua , Tizian Leonhardt , Georg Carle

In recent years, robust Markov decision processes (MDPs) have emerged as a prominent modeling framework for dynamic decision problems affected by uncertainty. In contrast to classical MDPs, which only account for stochasticity by modeling…

Optimization and Control · Mathematics 2023-12-14 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

Integrating sharded blockchain with IoT presents a solution for trust issues and optimized data flow. Sharding boosts blockchain scalability by dividing its nodes into parallel shards, yet it's vulnerable to the $1\%$ attacks where…

Cryptography and Security · Computer Science 2024-01-02 Zixu Zhang , Guangsheng Yu , Caijun Sun , Xu Wang , Ying Wang , Ming Zhang , Wei Ni , Ren Ping Liu , Andrew Reeves , Nektarios Georgalas

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Value iteration is a commonly used and empirically competitive method in solving many Markov decision process problems. However, it is known that value iteration has only pseudo-polynomial complexity in general. We establish a somewhat…

Artificial Intelligence · Computer Science 2013-01-07 Omid Madani

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

Monotonic Partially Observable Markov Decision Processes (POMDPs), where the system state progressively decreases until a restorative action is performed, can be used to model sequential repair problems effectively. This paper considers the…

Machine Learning · Computer Science 2025-09-17 Manav Vora , Jonas Liang , Michael N. Grussing , Melkior Ornik

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

Machine Learning · Computer Science 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton

Deterministic Markov Decision Processes (DMDPs) are a mathematical framework for decision-making where the outcomes and future possible actions are deterministically determined by the current action taken. DMDPs can be viewed as a finite…

Artificial Intelligence · Computer Science 2025-06-17 Ali Asadi , Krishnendu Chatterjee , Jakob de Raaij

Metric Differential Privacy (mDP) extends the local differential privacy (LDP) framework to metric spaces, enabling more nuanced privacy protection for data such as geo-locations. However, existing mDP optimization methods, particularly…

Cryptography and Security · Computer Science 2025-09-11 Ruiyao Liu , Chenxi Qiu

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

Machine Learning · Computer Science 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei