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Witsenhausen, in his seminal 1971 paper [1], introduced decentralized partially observable Markov decision problems (POMDPs), with multiple agents or controls operating under T-step delayed sharing information patterns. A fundamental…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Charalambos D. Charalambous , Umarbek Guvercin , Seddik Djouadi

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

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

The 2023 paper ``On Team Decision Problems With Nonclassical Information Structures'' [1] presented information states and dynamic programming (DP) equations for delayed sharing information patterns, based on the concept of person-by-person…

Optimization and Control · Mathematics 2026-05-26 Charalambos D. Charalambous , Umarbek Guvercin , Seddik Djouadi

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

Artificial Intelligence · Computer Science 2014-01-16 Daniel S. Bernstein , Christopher Amato , Eric A. Hansen , Shlomo Zilberstein

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing, multi-robot coordination and information gathering scenarios…

Artificial Intelligence · Computer Science 2011-11-02 Claudia V. Goldman , Shlomo Zilberstein

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

Decentralized stochastic control problems involving general state/measurement/action spaces are intrinsically difficult to study because of the inapplicability of standard tools from centralized (single-agent) stochastic control. In this…

Optimization and Control · Mathematics 2025-11-10 Omar Mrani-Zentar , Serdar Yüksel

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

We introduce distributional dynamic programming (DP) methods for optimizing statistical functionals of the return distribution, with standard reinforcement learning as a special case. Previous distributional DP methods could optimize the…

This paper investigates parameter-privacy-preserving data sharing in continuous-state dynamical systems, where a data owner designs a data-sharing policy to support downstream estimation and control while preventing adversarial inference of…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Haokun Yu , Jingyuan Zhou , Kaidi Yang

Due to information asymmetry, finding optimal policies for Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) is hard with the complexity growing doubly exponentially in the horizon length. The challenge increases…

Machine Learning · Computer Science 2021-10-26 Hsu Kao , Vijay Subramanian

Distributed optimization is manifesting great potential in multiple fields, e.g., machine learning, control, and resource allocation. Existing decentralized optimization algorithms require sharing explicit state information among the…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Huqiang Cheng , Xiaofeng Liao , Huaqing Li , You Zhao

The $n$-step delayed sharing information structure is investigated. This information structure comprises of $K$ controllers that share their information with a delay of $n$ time steps. This information structure is a link between the…

Other Computer Science · Computer Science 2011-12-30 Ashutosh Nayyar , Aditya Mahajan , Demosthenis Teneketzis

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

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…

Artificial Intelligence · Computer Science 2012-02-20 Scott Sanner , Karina Valdivia Delgado , Leliane Nunes de Barros
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