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We study parameterized MDPs (PMDPs) in which the key parameters of interest are unknown and must be learned using Bayesian inference. One key defining feature of such models is the presence of "uninformative" actions that provide no…

Systems and Control · Electrical Eng. & Systems 2023-05-16 Michael Gimelfarb , Michael Jong Kim

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

We study a stochastic perishable inventory control problem with endogenous (decision-dependent) uncertainty in shelf-life of units. Our primary motivation is determining ordering policies for blood platelets. Determining optimal ordering…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Hossein Abouee-Mehrizi , Mahdi Mirjalili , Vahid Sarhangian

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

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

In this paper, we propose a novel censoring policy for energy-efficient transmissions in energy-harvesting sensors. The problem is formulated as an infinite-horizon Markov Decision Process (MDP). The objective to be optimized is the…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Jesus Fernandez-Bes , Jesus Cid-Sueiro , Antonio G. Marques

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Designing patient-specific follow-up strategy is a crucial step towards personalized medicine in cancer. Tools to help doctors deciding on treatment allocation together with next visit date, based on patient preferences and medical…

Optimization and Control · Mathematics 2024-01-09 Benoîte de Saporta , Aymar Thierry d'Argenlieu , Régis Sabbadin , Alice Cleynen

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

Constrained Markov decision processes (CMDPs) are used as a decision-making framework to study the long-run performance of a stochastic system. It is well-known that a stationary optimal policy of a CMDP problem under discounted cost…

Optimization and Control · Mathematics 2025-06-02 V Varagapriya , Vikas Vikram Singh , Abdel Lisser

This paper develops stochastic optimization problems for describing and analyzing behavioral investors with Markowitz Stochastic Dominance (MSD) preferences. Specifically, we establish dominance conditions in a discrete state-space to…

Portfolio Management · Quantitative Finance 2025-09-30 Peng Xu

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

A general model of decentralized stochastic control called partial history sharing information structure is presented. In this model, at each step the controllers share part of their observation and control history with each other. This…

Systems and Control · Computer Science 2012-09-11 Ashutosh Nayyar , Aditya Mahajan , Demosthenis Teneketzis

In this article, we will see a new approach to study the impact of a small microscopic population of cancer cells on a macroscopic population of healthy cells, with an example inspired by pathological hematopoiesis. Hematopoiesis is the…

Probability · Mathematics 2023-03-14 Céline Bonnet

Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem. However, solving…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This paper is concerned with planning in stochastic domains by means of partially observable Markov decision processes (POMDPs). POMDPs are difficult to solve. This paper identifies a subclass of POMDPs called region observable POMDPs,…

Artificial Intelligence · Computer Science 2013-02-08 Nevin Lianwen Zhang , Wenju Liu

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

This paper is dedicated to the numerical study of the optimization of an industrial launcher integration process. It is an original case of inventory-production system where a calendar plays a crucial role. The process is modeled using the…

Optimization and Control · Mathematics 2016-02-05 Christophe Nivot , Benoîte de Saporta , François Dufour , Damien Bérard-Bergery , Charles Elegbede
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